Handbooks In Operations Research And Management Science Financial Engineering
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Handbooks In Operations Research And Management Science Financial Engineering
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Author : John R. Birge
language : en
Publisher: Elsevier
Release Date : 2007-11-16
Handbooks In Operations Research And Management Science Financial Engineering written by John R. Birge and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-11-16 with Business & Economics categories.
The remarkable growth of financial markets over the past decades has been accompanied by an equally remarkable explosion in financial engineering, the interdisciplinary field focusing on applications of mathematical and statistical modeling and computational technology to problems in the financial services industry. The goals of financial engineering research are to develop empirically realistic stochastic models describing dynamics of financial risk variables, such as asset prices, foreign exchange rates, and interest rates, and to develop analytical, computational and statistical methods and tools to implement the models and employ them to design and evaluate financial products and processes to manage risk and to meet financial goals. This handbook describes the latest developments in this rapidly evolving field in the areas of modeling and pricing financial derivatives, building models of interest rates and credit risk, pricing and hedging in incomplete markets, risk management, and portfolio optimization. Leading researchers in each of these areas provide their perspective on the state of the art in terms of analysis, computation, and practical relevance. The authors describe essential results to date, fundamental methods and tools, as well as new views of the existing literature, opportunities, and challenges for future research.
Operations Research And Management Science Handbook
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Author : A. Ravi Ravindran
language : en
Publisher: CRC Press
Release Date : 2016-04-19
Operations Research And Management Science Handbook written by A. Ravi Ravindran and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-04-19 with Business & Economics categories.
Operations Research (OR) began as an interdisciplinary activity to solve complex military problems during World War II. Utilizing principles from mathematics, engineering, business, computer science, economics, and statistics, OR has developed into a full fledged academic discipline with practical application in business, industry, government and m
Handbook Of Financial Engineering
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Author : Constantin Zopounidis
language : en
Publisher: Springer Science & Business Media
Release Date : 2010-07-25
Handbook Of Financial Engineering written by Constantin Zopounidis and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-07-25 with Business & Economics categories.
This comprehensive handbook discusses the most recent advances within the field of financial engineering, focusing not only on the description of the existing areas in financial engineering research, but also on the new methodologies that have been developed for modeling and addressing financial engineering problems. The book is intended for financial engineers, researchers, applied mathematicians, and graduate students interested in real-world applications to financial engineering.
Finance
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Author : R. A. Jarrow
language : en
Publisher:
Release Date : 1998
Finance written by R. A. Jarrow and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998 with categories.
Handbooks In Operations Research And Management Science
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Author : K. Aardal
language : en
Publisher: Elsevier
Release Date : 2005-12-08
Handbooks In Operations Research And Management Science written by K. Aardal and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-12-08 with Business & Economics categories.
The chapters of this Handbook volume cover nine main topics that are representative of recent theoretical and algorithmic developments in the field. In addition to the nine papers that present the state of the art, there is an article on the early history of the field. The handbook will be a useful reference to experts in the field as well as students and others who want to learn about discrete optimization.
Handbook Of Recent Advances In Commodity And Financial Modeling
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Author : Giorgio Consigli
language : en
Publisher: Springer
Release Date : 2017-09-30
Handbook Of Recent Advances In Commodity And Financial Modeling written by Giorgio Consigli and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-09-30 with Business & Economics categories.
This handbook includes contributions related to optimization, pricing and valuation problems, risk modeling and decision making problems arising in global financial and commodity markets from the perspective of Operations Research and Management Science. The book is structured in three parts, emphasizing common methodological approaches arising in the areas of interest: - Part I: Optimization techniques - Part II: Pricing and Valuation - Part III: Risk Modeling The book presents to a wide community of Academics and Practitioners a selection of theoretical and applied contributions on topics that have recently attracted increasing interest in commodity and financial markets. Within a structure based on the three parts, it presents recent state-of-the-art and original works related to: - The adoption of multi-criteria and dynamic optimization approaches in financial and insurance markets in presence of market stress and growing systemic risk; - Decision paradigms, based on behavioral finance or factor-based, or more classical stochastic optimization techniques, applied to portfolio selection problems including new asset classes such as alternative investments; - Risk measurement methodologies, including model risk assessment, recently applied to energy spot and future markets and new risk measures recently proposed to evaluate risk-reward trade-offs in global financial and commodity markets; and derivatives portfolio hedging and pricing methods recently put forward in the financial community in the aftermath of the global financial crisis.
Handbooks In Operations Research And Management Science Transportation
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Author : Cynthia Barnhart
language : en
Publisher: Elsevier
Release Date : 2006-12-08
Handbooks In Operations Research And Management Science Transportation written by Cynthia Barnhart and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-12-08 with Business & Economics categories.
This book contains eleven chapters describing some of the most recent methodological operations research developments in transportation. It is structured around the main transportation modes, and each chapter is written by a group of well-recognized researchers. Because of the major impact of operations research methods in the field of air transportation over the past forty years, it is befitting to open the book with a chapter on airline operations management. This book will prove useful to researchers, students, and practitioners in transportation and will stimulate further research in this rich and fascinating area. Volume 14 examines transport and its relationship with operations and management science 11 chapters cover the most recent research developments in transportation Focuses on main transportation modes-air travel, automobile, public transit, maritime transport, and more
Engineering Risk And Finance
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Author : Charles S. Tapiero
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-02-13
Engineering Risk And Finance written by Charles S. Tapiero and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-02-13 with Business & Economics categories.
Risk models are models of uncertainty, engineered for some purposes. They are “educated guesses and hypotheses” assessed and valued in terms of well-defined future states and their consequences. They are engineered to predict, to manage countable and accountable futures and to provide a frame of reference within which we may believe that “uncertainty is tamed”. Quantitative-statistical tools are used to reconcile our information, experience and other knowledge with hypotheses that both serve as the foundation of risk models and also value and price risk. Risk models are therefore common to most professions, each with its own methods and techniques based on their needs, experience and a wisdom accrued over long periods of time. This book provides a broad and interdisciplinary foundation to engineering risks and to their financial valuation and pricing. Risk models applied in industry and business, heath care, safety, the environment and regulation are used to highlight their variety while financial valuation techniques are used to assess their financial consequences. This book is technically accessible to all readers and students with a basic background in probability and statistics (with 3 chapters devoted to introduce their elements). Principles of risk measurement, valuation and financial pricing as well as the economics of uncertainty are outlined in 5 chapters with numerous examples and applications. New results, extending classical models such as the CCAPM are presented providing insights to assess the risks and their price in an interconnected, dependent and strategic economic environment. In an environment departing from the fundamental assumptions we make regarding financial markets, the book provides a strategic/game-like approach to assess the risk and the opportunities that such an environment implies. To control these risks, a strategic-control approach is developed that recognizes that many risks resulting by “what we do” as well as “what others do”. In particular we address the strategic and statistical control of compliance in large financial institutions confronted increasingly with a complex and far more extensive regulation.
Supply Chain Analysis
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Author : Christopher S. Tang
language : en
Publisher: Springer Science & Business Media
Release Date : 2007-11-28
Supply Chain Analysis written by Christopher S. Tang and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-11-28 with Business & Economics categories.
This is a carefully developed work focused on the analysis of supply chain interaction issues in emerging markets and industry sectors. It is a leading-edge handbook that will emphasize areas of study where, thus far, little work has been done and where the "rubber meets the road" – the supply chain process, information, and systems integration. These are pertinent issues facing practitioners and researchers in today’s business environment. This is a gap-bridging handbook that analyzes interaction issues from both the research and practitioner sides. The result is a volume that examines and provides practical solutions on interaction issues while being firmly grounded in research principles.
Handbook Of Operations Research And Management Science In Higher Education
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Author : Zilla Sinuany-Stern
language : en
Publisher: Springer Nature
Release Date : 2021-09-09
Handbook Of Operations Research And Management Science In Higher Education written by Zilla Sinuany-Stern and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-09-09 with Business & Economics categories.
This handbook covers various areas of Higher Education (HE) in which operations research/management science (OR/MS) techniques are used. Key examples include: international comparisons, university rankings, and rating academic efficiency with Data Envelopment Analysis (DEA); formulating academic strategy with balanced scorecard; budgeting and planning with linear and quadratic models; student forecasting; E-learning evaluation; faculty evaluation with questionnaires and multivariate statistics; marketing for HE; analytic and educational simulation; academic information systems; technology transfer with systems analysis; and examination timetabling. Overviews, case studies and findings on advanced OR/MS applications in various functional areas of HE are included.