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
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 Psychology 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
Operational Research In Business And Economics
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Author : Evangelos Grigoroudis
language : en
Publisher: Springer
Release Date : 2016-07-29
Operational Research In Business And Economics written by Evangelos Grigoroudis and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-07-29 with Business & Economics categories.
This book gathers a selection of refereed papers presented at the 4th International Symposium and 26th National Conference of the Hellenic Operational Research Society. It highlights recent scientific advances in operational research and management science (OR/MS), with a focus on linking OR/MS with other areas of quantitative methods in a multidisciplinary framework. Topics covered include areas such as business process modeling, supply chain management, organization performance and strategy planning, revenue management, financial applications, production planning, metaheuristics, logistics, inventory systems, and energy systems.
Handbook Of Healthcare Operations Management
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Author : Brian T. Denton
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-02-28
Handbook Of Healthcare Operations Management written by Brian T. Denton 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 2013-02-28 with Business & Economics categories.
From the Preface: Collectively, the chapters in this book address application domains including inpatient and outpatient services, public health networks, supply chain management, and resource constrained settings in developing countries. Many of the chapters provide specific examples or case studies illustrating the applications of operations research methods across the globe, including Africa, Australia, Belgium, Canada, the United Kingdom, and the United States. Chapters 1-4 review operations research methods that are most commonly applied to health care operations management including: queuing, simulation, and mathematical programming. Chapters 5-7 address challenges related to inpatient services in hospitals such as surgery, intensive care units, and hospital wards. Chapters 8-10 cover outpatient services, the fastest growing part of many health systems, and describe operations research models for primary and specialty care services, and how to plan for patient no-shows. Chapters 12 – 16 cover topics related to the broader integration of health services in the context of public health, including optimizing the location of emergency vehicles, planning for mass vaccination events, and the coordination among different parts of a health system. Chapters 17-18 address supply chain management within hospitals, with a focus on pharmaceutical supply management, and the challenges of managing inventory for nursing units. Finally, Chapters 19-20 provide examples of important and emerging research in the realm of humanitarian logistics.
Introduction To Stochastic Programming
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Author : John R. Birge
language : en
Publisher: Springer Science & Business Media
Release Date : 2006-04-06
Introduction To Stochastic Programming written by John R. Birge 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 2006-04-06 with Mathematics categories.
This rapidly developing field encompasses many disciplines including operations research, mathematics, and probability. Conversely, it is being applied in a wide variety of subjects ranging from agriculture to financial planning and from industrial engineering to computer networks. This textbook provides a first course in stochastic programming suitable for students with a basic knowledge of linear programming, elementary analysis, and probability. The authors present a broad overview of the main themes and methods of the subject, thus helping students develop an intuition for how to model uncertainty into mathematical problems, what uncertainty changes bring to the decision process, and what techniques help to manage uncertainty in solving the problems. The early chapters introduce some worked examples of stochastic programming, demonstrate how a stochastic model is formally built, develop the properties of stochastic programs and the basic solution techniques used to solve them. The book then goes on to cover approximation and sampling techniques and is rounded off by an in-depth case study. A well-paced and wide-ranging introduction to this subject.
Monte Carlo Methods In Financial Engineering
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Author : Paul Glasserman
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-09
Monte Carlo Methods In Financial Engineering written by Paul Glasserman 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 2013-03-09 with Mathematics categories.
Monte Carlo simulation has become an essential tool in the pricing of derivative securities and in risk management. These applications have, in turn, stimulated research into new Monte Carlo methods and renewed interest in some older techniques. This book develops the use of Monte Carlo methods in finance and it also uses simulation as a vehicle for presenting models and ideas from financial engineering. It divides roughly into three parts. The first part develops the fundamentals of Monte Carlo methods, the foundations of derivatives pricing, and the implementation of several of the most important models used in financial engineering. The next part describes techniques for improving simulation accuracy and efficiency. The final third of the book addresses special topics: estimating price sensitivities, valuing American options, and measuring market risk and credit risk in financial portfolios. The most important prerequisite is familiarity with the mathematical tools used to specify and analyze continuous-time models in finance, in particular the key ideas of stochastic calculus. Prior exposure to the basic principles of option pricing is useful but not essential. The book is aimed at graduate students in financial engineering, researchers in Monte Carlo simulation, and practitioners implementing models in industry. Mathematical Reviews, 2004: "... this book is very comprehensive, up-to-date and useful tool for those who are interested in implementing Monte Carlo methods in a financial context."
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.
Supply Chain Analysis: A Handbook on the Interaction of Information, System, and Optimization 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 where 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. An outstanding team of editors: Chris Tang is well-known and highly regarded in the area of Supply Chain Management. He is both a department chairman and the Edward Carter Professor of Business Administration at UCLA Anderson School; Professor Wei is the Dean of the Faculty of Business at the City University of Hong Kong, and is an eminent scholar in the area of Information Technology; Professor Teo has extensive experience in the area of Supply Chain Management and Optimization, and he is with the NUS Business School at the National University of Singapore.
Mathematical Risk Analysis
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Author : Ludger Rüschendorf
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-12
Mathematical Risk Analysis written by Ludger Rüschendorf 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 2013-03-12 with Mathematics categories.
The author's particular interest in the area of risk measures is to combine this theory with the analysis of dependence properties. The present volume gives an introduction of basic concepts and methods in mathematical risk analysis, in particular of those parts of risk theory that are of special relevance to finance and insurance. Describing the influence of dependence in multivariate stochastic models on risk vectors is the main focus of the text that presents main ideas and methods as well as their relevance to practical applications. The first part introduces basic probabilistic tools and methods of distributional analysis, and describes their use to the modeling of dependence and to the derivation of risk bounds in these models. In the second, part risk measures with a particular focus on those in the financial and insurance context are presented. The final parts are then devoted to applications relevant to optimal risk allocation, optimal portfolio problems as well as to the optimization of insurance contracts. Good knowledge of basic probability and statistics as well as of basic general mathematics is a prerequisite for comfortably reading and working with the present volume, which is intended for graduate students, practitioners and researchers and can serve as a reference resource for the main concepts and techniques.
Practical Finance For Operations And Supply Chain Management
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Author : Alejandro Serrano
language : en
Publisher: MIT Press
Release Date : 2020-03-10
Practical Finance For Operations And Supply Chain Management written by Alejandro Serrano and has been published by MIT Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-03-10 with Business & Economics categories.
An introduction to financial tools and concepts from an operations perspective, addressing finance/operations trade-offs and explaining financial accounting, working capital, investment analysis, and more. Students and practitioners in engineering and related areas often lack the basic understanding of financial tools and concepts necessary for a career in operations or supply chain management. This book offers an introduction to finance fundamentals from an operations perspective, enabling operations and supply chain professionals to develop the skills necessary for interacting with finance people at a practical level and for making sound decisions when confronted by tradeoffs between operations and finance. Readers will learn about the essentials of financial statements, valuation tools, and managerial accounting. The book first discusses financial accounting, explaining how to create and interpret balance sheets, income statements, and cash flow statements, and introduces the idea of operating working capital—a key concept developed in subsequent chapters. The book then covers financial forecasting, addressing such topics as sustainable growth and the liquidity/profitability tradeoff; concepts in managerial accounting, including variable versus fixed costs, direct versus indirect costs, and contribution margin; tools for investment analysis, including net present value and internal rate of return; creation of value through operating working capital, inventory management, payables, receivables, and cash; and such strategic and tactical tradeoffs as offshoring versus local and centralizing versus decentralizing. The book can be used in undergraduate and graduate courses and as a reference for professionals. No previous knowledge of finance or accounting is required.