Operations Research Models In Quantitative Finance
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Operations Research Models In Quantitative Finance
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Author : Rita L. D'Ecclesia
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Operations Research Models In Quantitative Finance written by Rita L. D'Ecclesia 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 2012-12-06 with Business & Economics categories.
The articles included in the volume cover a range of diverse topics linked by a common theme: the use of formal modelling techniques to promote better understanding of financial markets and improve management of financial operations. Apart from a theoretical discussion, most of the papers model validation or verification using market data. This collection of articles sets the framework for other studies that could link theory and practice.
Operations Research Models In Quantitative Finance
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Author : Rita L. D'Ecclesia
language : en
Publisher: Physica
Release Date : 2012-03-19
Operations Research Models In Quantitative Finance written by Rita L. D'Ecclesia and has been published by Physica this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-03-19 with Business & Economics categories.
The articles included in the volume cover a range of diverse topics linked by a common theme: the use of formal modelling techniques to promote better understanding of financial markets and improve management of financial operations. Apart from a theoretical discussion, most of the papers model validation or verification using market data. This collection of articles sets the framework for other studies that could link theory and practice.
Implementing Models In Quantitative Finance Methods And Cases
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Author : Gianluca Fusai
language : en
Publisher: Springer Science & Business Media
Release Date : 2007-12-20
Implementing Models In Quantitative Finance Methods And Cases written by Gianluca Fusai 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 2007-12-20 with Business & Economics categories.
This book puts numerical methods in action for the purpose of solving practical problems in quantitative finance. The first part develops a toolkit in numerical methods for finance. The second part proposes twenty self-contained cases covering model simulation, asset pricing and hedging, risk management, statistical estimation and model calibration. Each case develops a detailed solution to a concrete problem arising in applied financial management and guides the user towards a computer implementation. The appendices contain "crash courses" in VBA and Matlab programming languages.
Quantitative Models For Supply Chain Management
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Author : Sridhar Tayur
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Quantitative Models For Supply Chain Management written by Sridhar Tayur 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 2012-12-06 with Business & Economics categories.
Quantitative models and computer-based tools are essential for making decisions in today's business environment. These tools are of particular importance in the rapidly growing area of supply chain management. This volume is a unified effort to provide a systematic summary of the large variety of new issues being considered, the new set of models being developed, the new techniques for analysis, and the computational methods that have become available recently. The volume's objective is to provide a self-contained, sophisticated research summary - a snapshot at this point of time - in the area of Quantitative Models for Supply Chain Management. While there are some multi-disciplinary aspects of supply chain management not covered here, the Editors and their contributors have captured many important developments in this rapidly expanding field. The 26 chapters can be divided into six categories. Basic Concepts and Technical Material (Chapters 1-6). The chapters in this category focus on introducing basic concepts, providing mathematical background and validating algorithmic tools to solve operational problems in supply chains. Supply Contracts (Chapters 7-10). In this category, the primary focus is on design and evaluation of supply contracts between independent agents in the supply chain. Value of Information (Chapters 11-13). The chapters in this category explicitly model the effect of information on decision-making and on supply chain performance. Managing Product Variety (Chapters 16-19). The chapters in this category analyze the effects of product variety and the different strategies to manage it. International Operations (Chapters 20-22). The three chapters in this category provide an overview of research in the emerging area of International Operations. Conceptual Issues and New Challenges (Chapters 23-27). These chapters outline a variety of frameworks that can be explored and used in future research efforts. This volume can serve as a graduate text, as a reference for researchers and as a guide for further development of this field.
Operations Research Models In Quantitative Finance
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Author : Rita L. D'Ecclesia
language : en
Publisher:
Release Date : 1994
Operations Research Models In Quantitative Finance written by Rita L. D'Ecclesia and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1994 with categories.
Linear And Mixed Integer Programming For Portfolio Optimization
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Author : Renata Mansini
language : en
Publisher: Springer
Release Date : 2015-06-10
Linear And Mixed Integer Programming For Portfolio Optimization written by Renata Mansini and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-06-10 with Business & Economics categories.
This book presents solutions to the general problem of single period portfolio optimization. It introduces different linear models, arising from different performance measures, and the mixed integer linear models resulting from the introduction of real features. Other linear models, such as models for portfolio rebalancing and index tracking, are also covered. The book discusses computational issues and provides a theoretical framework, including the concepts of risk-averse preferences, stochastic dominance and coherent risk measures. The material is presented in a style that requires no background in finance or in portfolio optimization; some experience in linear and mixed integer models, however, is required. The book is thoroughly didactic, supplementing the concepts with comments and illustrative examples.
Handbook Of Quantitative Finance And Risk Management
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Author : Cheng-Few Lee
language : en
Publisher: Springer Science & Business Media
Release Date : 2010-06-14
Handbook Of Quantitative Finance And Risk Management written by Cheng-Few Lee 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 2010-06-14 with Business & Economics categories.
Quantitative finance is a combination of economics, accounting, statistics, econometrics, mathematics, stochastic process, and computer science and technology. Increasingly, the tools of financial analysis are being applied to assess, monitor, and mitigate risk, especially in the context of globalization, market volatility, and economic crisis. This two-volume handbook, comprised of over 100 chapters, is the most comprehensive resource in the field to date, integrating the most current theory, methodology, policy, and practical applications. Showcasing contributions from an international array of experts, the Handbook of Quantitative Finance and Risk Management is unparalleled in the breadth and depth of its coverage. Volume 1 presents an overview of quantitative finance and risk management research, covering the essential theories, policies, and empirical methodologies used in the field. Chapters provide in-depth discussion of portfolio theory and investment analysis. Volume 2 covers options and option pricing theory and risk management. Volume 3 presents a wide variety of models and analytical tools. Throughout, the handbook offers illustrative case examples, worked equations, and extensive references; additional features include chapter abstracts, keywords, and author and subject indices. From "arbitrage" to "yield spreads," the Handbook of Quantitative Finance and Risk Management will serve as an essential resource for academics, educators, students, policymakers, and practitioners.
Economics And Management Of Franchising Networks
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Author : Josef Windsperger
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Economics And Management Of Franchising Networks written by Josef Windsperger 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 2012-12-06 with Business & Economics categories.
Franchising networks are experiencing great success in international business organization. Few books try to explain the characteristics of these networks. Contrary to the existing literature this book tackles more theoretical problems related to governance, organization, knowledge management, contract design, incentive and regulation issues both from the economic and management view point. It delivers new theoretical and empirical results regarding plural forms, contract design, and knowledge and strategic management issues. Its purpose is to offer researchers and practitioners new theoretical and empirical insights in one of the most important economic phenomenon at the beginning of the 21st century: Franchising networks as organizational arrangement for growth and internationalization of firms.
New Trends In Banking Management
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Author : Constantin Zopounidis
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
New Trends In Banking Management 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 2012-12-06 with Business & Economics categories.
During the last decades the globalization, the intensified competition and the rapid changes in the socio-economic and technological environment had a major impact on the global economic, financial and business environments. Within this environment, it is clear that banking institutions worldwide face new challenges and increasing risks, as well as increasing business potentials. The recent experience shows that achieving a sustainable development of the banking system is not only of interest to the banking institutions themselves, but it is also directly related to the development of the whole business and economic environment, both at regional and international level. The variety of new banking products that is constantly being developed to accommodate the increased customer needs (firms, organizations, individuals, etc.) provides a clear indication of the changes that the banking industry has undergone during the last two decades. The establishment of new products of innovative processes and instruments for their requires the implementation efficient management. The implementation of such processes and instruments is closely related to a variety of disciplines, advanced quantitative analysis for risk management, information technology, quality management, etc. The implementation ofthese approaches in banking management is in accordance with the finding that empirical procedures are no longer adequate to address the increasing complexity of the banking industry.
Quantitative Financial Risk Management
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Author : Constantin Zopounidis
language : en
Publisher: John Wiley & Sons
Release Date : 2015-06-08
Quantitative Financial Risk Management written by Constantin Zopounidis and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-06-08 with Business & Economics categories.
A Comprehensive Guide to Quantitative Financial Risk Management Written by an international team of experts in the field, Quantitative Financial Risk Management: Theory and Practice provides an invaluable guide to the most recent and innovative research on the topics of financial risk management, portfolio management, credit risk modeling, and worldwide financial markets. This comprehensive text reviews the tools and concepts of financial management that draw on the practices of economics, accounting, statistics, econometrics, mathematics, stochastic processes, and computer science and technology. Using the information found in Quantitative Financial Risk Management can help professionals to better manage, monitor, and measure risk, especially in today's uncertain world of globalization, market volatility, and geo-political crisis. Quantitative Financial Risk Management delivers the information, tools, techniques, and most current research in the critical field of risk management. This text offers an essential guide for quantitative analysts, financial professionals, and academic scholars.