Proze Simulation
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Handbook Of Price Impact Modeling
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Author : Kevin T Webster
language : en
Publisher: CRC Press
Release Date : 2023-05-05
Handbook Of Price Impact Modeling written by Kevin T Webster and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-05-05 with Mathematics categories.
Builds a market simulator to back test trading algorithms Implements closed-form strategies that optimize trading signals Measures liquidity risk and stress test portfolios for fire sales Analyze algorithms’ performance controlling for common trading biases Estimates price impact models using the public trading tape
Droughts Cereal Prices And Price Stabilization Options In Ethiopia
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Author : Dorosh, Paul A.
language : en
Publisher: Intl Food Policy Res Inst
Release Date : 2018-11-15
Droughts Cereal Prices And Price Stabilization Options In Ethiopia written by Dorosh, Paul A. and has been published by Intl Food Policy Res Inst this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-11-15 with Political Science categories.
Increases in cereal prices can have adverse effects on poor net food buyers. This is a particular problem in Ethiopia because of frequent natural calamities – especially droughts – that lead to significant price hikes. Conversely, falling domestic prices of some cereals (especially maize), typically at harvest time, can be detrimental to producers who are net sellers. Price stabilization efforts are therefore an important consideration for Ethiopian policy makers. This paper sheds light on options for cereal price stabilization in Ethiopia drawing on experiences of other developing countries. The international experience in food price stabilization shows that while some countries have achieved success, the efforts of many others have actually destabilized market prices at great fiscal cost. We assess the extent to which price stabilization efforts in Ethiopia were effective during the major El Niño induced drought of 2015/16 and find that opportunities were missed to enhance food security and consumer welfare through permitting private sector imports in order to curtail the rise in cereal prices and to reduce fiscal costs for the government and donors.
Financial Simulation Modeling In Excel
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Author : Keith A. Allman
language : en
Publisher: John Wiley & Sons
Release Date : 2011-09-02
Financial Simulation Modeling In Excel written by Keith A. Allman 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 2011-09-02 with Business & Economics categories.
"I've worked with simulation in business for over 20 years, and Allman really nails it with this book. I admit that I own his previous book on structured finance cash flows, but I was surprised by what I found in here. He addresses the fundamental questions of how decision makers react to simulations and his read was very much in accordance with what I've experienced myself. When it came to the nuts and bolts of describing the different types of simulation analysis the book becomes incredibly detailed. There is working code and models for a fantastic array of the most common simulation problems. If you're so inclined, the book very carefully steps through the tricky math needed to really understand the theory behind stochastic modeling in finance. If you're preparing models that include any kind of randomization or stochastic modeling component, this book is a must-read, a tremendous value and time-saver." — David Brode of The Brode Group A practical guide to understanding and implementing financial simulation modeling As simulation techniques become more popular among the financial community and a variety of sub-industries, a thorough understanding of theory and implementation is critical for practitioners involved in portfolio management, risk management, pricing, and capital budgeting. Financial Simulation Modeling in Excel contains the information you need to make the most informed decisions possible in your professional endeavors. Financial Simulation Modeling in Excel contains a practical, hands-on approach to learning complex financial simulation methodologies using Excel and VBA as a medium. Crafted in an easy to understand format, this book is suitable for anyone with a basic understanding of finance and Excel. Filled with in-depth insights and expert advice, each chapter takes you through the theory behind a simulation topic and the implementation of that same topic in Excel/VBA in a step-by-step manner. Organized in an easy-to-follow fashion, this guide effectively walks you through the process of creating and implementing risk models in Excel A companion website contains all the Excel models risk experts and quantitative analysts need to practice and confirm their results as they progress Keith Allman is the author of other successful modeling books, including Corporate Valuation Modeling and Modeling Structured Finance Cash Flows with Microsoft Excel Created for those with some background in finance and experience in Excel, this reliable resource shows you how to effectively perform sound financial simulation modeling, even if you've yet to do extensive modeling up to this point in your professional or academic career.
Price Policy Analysis With The Dominican Republic Agriculture Sector Model
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Author : Robert M. House
language : en
Publisher:
Release Date : 1980
Price Policy Analysis With The Dominican Republic Agriculture Sector Model written by Robert M. House and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1980 with Agriculture categories.
Introduction To Modeling And Simulation
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Author : Mark W. Spong
language : en
Publisher: John Wiley & Sons
Release Date : 2023-01-09
Introduction To Modeling And Simulation written by Mark W. Spong 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 2023-01-09 with Technology & Engineering categories.
Introduction to Modeling and Simulation An essential introduction to engineering system modeling and simulation from a well-trusted source in engineering and education This new introductory-level textbook provides thirteen self-contained chapters, each covering an important topic in engineering systems modeling and simulation. The importance of such a topic cannot be overstated; modeling and simulation will only increase in importance in the future as computational resources improve and become more powerful and accessible, and as systems become more complex. This resource is a wonderful mix of practical examples, theoretical concepts, and experimental sessions that ensure a well-rounded education on the topic. The topics covered in Introduction to Modeling and Simulation are timeless fundamentals that provide the necessary background for further and more advanced study of one or more of the topics. The text includes topics such as linear and nonlinear dynamical systems, continuous-time and discrete-time systems, stability theory, numerical methods for solution of ODEs, PDE models, feedback systems, optimization, regression and more. Each chapter provides an introduction to the topic to familiarize students with the core ideas before delving deeper. The numerous tools and examples help ensure students engage in active learning, acquiring a range of tools for analyzing systems and gaining experience in numerical computation and simulation systems, from an author prized for both his writing and his teaching over the course of his over-40-year career. Introduction to Modeling and Simulation readers will also find: Numerous examples, tools, and programming tips to help clarify points made throughout the textbook, with end-of-chapter problems to further emphasize the material As systems become more complex, a chapter devoted to complex networks including small-world and scale-free networks – a unique advancement for textbooks within modeling and simulation A complementary website that hosts a complete set of lecture slides, a solution manual for end-of-chapter problems, MATLAB files, and case-study exercises Introduction to Modeling and Simulation is aimed at undergraduate and first-year graduate engineering students studying systems, in diverse avenues within the field: electrical, mechanical, mathematics, aerospace, bioengineering, physics, and civil and environmental engineering. It may also be of interest to those in mathematical modeling courses, as it provides in-depth material on MATLAB simulation and contains appendices with brief reviews of linear algebra, real analysis, and probability theory.
Modeling And Forecasting Electricity Demand
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Author : Kevin Berk
language : en
Publisher: Springer
Release Date : 2015-01-20
Modeling And Forecasting Electricity Demand written by Kevin Berk and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-01-20 with Business & Economics categories.
The master thesis of Kevin Berk develops a stochastic model for the electricity demand of small and medium-sized companies that is flexible enough so that it can be used for various business sectors. The model incorporates the grid load as an exogenous factor and seasonalities on a daily, weekly and yearly basis. It is demonstrated how the model can be used e.g. for estimating the risk of retail contracts. The uncertainty of electricity demand is an important risk factor for customers as well as for utilities and retailers. As a consequence, forecasting electricity load and its risk is now an integral component of the risk management for all market participants.
Distributional Consequences Of Wheat Policy In Sudan A Simulation Model Analysis
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Author : Dorosh, Paul A.
language : en
Publisher: Intl Food Policy Res Inst
Release Date : 2021-12-15
Distributional Consequences Of Wheat Policy In Sudan A Simulation Model Analysis written by Dorosh, Paul A. and has been published by Intl Food Policy Res Inst this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-12-15 with Political Science categories.
Despite reforms in early 2021, including a devaluation of the currency and a liberalization of imports, there remain significant distortions in Sudan’s wheat value chain, especially related to subsidized sales prices of flatbread. This flatbread subsidy, a key component of wheat policy, is not well-targeted. Calculations based on 2009 national household survey data and current 2021 prices and wheat supply show that urban poor households annually receive slightly less from this subsidy than urban non-poor households (18,900 and 20,800 SDG/capita). Rural poor households receive only 2,700 SDG/capita. This paper presents the results of several simulations of a partial equilibrium model of Sudan’s wheat economy that are designed to analyze the impacts of recent shocks and various policy options. Model simulations show that increased wheat imports, such as those financed by food aid, add to supplies for processing into wheat flour, flatbread, and other wheat products, resulting in lower prices for consumers and increased consumption, but also disincentives for production. A 300,000 ton increase in wheat imports, as occurred in early 2021, results in an 8 percent increase in wheat consumption and a 35 percent decline in the market price of non-flatbread wheat products. Production falls by 12 percent. Since flatbread prices are unchanged, wheat consumption of the urban poor, for whom flatbread is the major wheat product consumed, increases by only 4 percent. Raising flatbread prices by 30 percent to reduce the size of the fiscal subsidy reduces total consumption of flatbread by 17 percent and sharply reduces wheat consumption and real incomes of the urban poor. All households suffer a loss of 41 to 45 percent in the value of flatbread subsidies received. The urban poor experience the largest decline in total consumption of wheat (14 percent) and in total income (11 percent). (The average total income loss for all households is only 3 percent.) Reducing the flatbread subsidy without a compensating income transfer would significantly reduce the welfare of the urban poor and likely threaten political stability. Our results suggest that a combination of key wheat policies involving high levels of imports – including injection of food aid wheat into the economy in late 2020 – and subsidized flatbread will significantly benefit urban poor households. Nonetheless, the are important data gaps on several aspects of the wheat sector, including no recent nationally representative household expenditure survey data. In addition, greater transparency, including publication of quantities and prices of government purchases, sales of wheat and wheat flour, and quantities and prices of subsidized flatbread across the country has the potential to significantly increase the efficiency of the entire wheat sector. As shown in this paper, Sudan’s wheat policies in recent years, such as increased wheat imports, price subsidies in the wheat value chain, and low prices of flatbread, have in general favored consumers, to the detriment of producers. These interventions in the wheat value chain, especially those related to subsidies on flatbread, have especially large effects on the welfare of urban households, making these policies particularly politically sensitive. However, they have entailed high fiscal costs, threatening macro-economic stability and crowding out other possible investments to promote growth and poverty reduction. Careful policy analysis and ongoing monitoring of outcomes and new developments will be needed to help guide the important choices ahead.
Modeling Derivatives In C
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Author : Justin London
language : en
Publisher: John Wiley & Sons
Release Date : 2005-01-21
Modeling Derivatives In C written by Justin London 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 2005-01-21 with Business & Economics categories.
This book is the definitive and most comprehensive guide to modeling derivatives in C++ today. Providing readers with not only the theory and math behind the models, as well as the fundamental concepts of financial engineering, but also actual robust object-oriented C++ code, this is a practical introduction to the most important derivative models used in practice today, including equity (standard and exotics including barrier, lookback, and Asian) and fixed income (bonds, caps, swaptions, swaps, credit) derivatives. The book provides complete C++ implementations for many of the most important derivatives and interest rate pricing models used on Wall Street including Hull-White, BDT, CIR, HJM, and LIBOR Market Model. London illustrates the practical and efficient implementations of these models in real-world situations and discusses the mathematical underpinnings and derivation of the models in a detailed yet accessible manner illustrated by many examples with numerical data as well as real market data. A companion CD contains quantitative libraries, tools, applications, and resources that will be of value to those doing quantitative programming and analysis in C++. Filled with practical advice and helpful tools, Modeling Derivatives in C++ will help readers succeed in understanding and implementing C++ when modeling all types of derivatives.
Integrated Resource Strategic Planning And Power Demand Side Management
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Author : Zhaoguang Hu
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-05-20
Integrated Resource Strategic Planning And Power Demand Side Management written by Zhaoguang Hu 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 2013-05-20 with Business & Economics categories.
Integrated Resource Strategic Planning and Power Demand-Side Management elaborates two important methods - Integrated Resource Strategic Planning (IRSP) and Demand Side Management (DSM) - in terms of methodology modeling, case studies and lessons learned. This book introduces a prospective and realistic theory of the IRSP method and includes typical best practices of DSM for energy conservation and emission reduction in different countries. It can help energy providers and governmental decision-makers formulate policies and make plans for energy conservation and emission reduction, and can help power consumers reduce costs and participate in DSM projects. Zhaoguang Hu is the vice president and chief energy specialist at the State Grid Energy Research Institute, and the head of the Power Supply and Demand Research Laboratory in China.
Practical Spreadsheet Modeling Using Risk
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Author : Dale Lehman
language : en
Publisher: CRC Press
Release Date : 2019-11-11
Practical Spreadsheet Modeling Using Risk written by Dale Lehman and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-11-11 with Business & Economics categories.
Practical Spreadsheet Modeling Using @Risk provides a guide of how to construct applied decision analysis models in spreadsheets. The focus is on the use of Monte Carlo simulation to provide quantitative assessment of uncertainties and key risk drivers. The book presents numerous examples based on real data and relevant practical decisions in a variety of settings, including health care, transportation, finance, natural resources, technology, manufacturing, retail, and sports and entertainment. All examples involve decision problems where uncertainties make simulation modeling useful to obtain decision insights and explore alternative choices. Good spreadsheet modeling practices are highlighted. The book is suitable for graduate students or advanced undergraduates in business, public policy, health care administration, or any field amenable to simulation modeling of decision problems. The book is also useful for applied practitioners seeking to build or enhance their spreadsheet modeling skills. Features Step-by-step examples of spreadsheet modeling and risk analysis in a variety of fields Description of probabilistic methods, their theoretical foundations, and their practical application in a spreadsheet environment Extensive example models and exercises based on real data and relevant decision problems Comprehensive use of the @Risk software for simulation analysis, including a free one-year educational software license