Real Options Ambiguity Risk And Insurance
DOWNLOAD
Download Real Options Ambiguity Risk And Insurance PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Real Options Ambiguity Risk And Insurance book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
Real Options Ambiguity Risk And Insurance
DOWNLOAD
Author : A. Bensoussan
language : en
Publisher: IOS Press
Release Date : 2013-05-02
Real Options Ambiguity Risk And Insurance written by A. Bensoussan and has been published by IOS Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-05-02 with Mathematics categories.
Financial engineering has become the focus of widespread media attention as a result of the worldwide financial crisis of recent years. This book is the second in a series dealing with financial engineering from Ajou University in Korea. The main objective of the series is to disseminate recent developments and important issues in financial engineering to graduate students and researchers, and to provide surveys or pedagogical exposition of important published papers in a broad perspective, as well as analyses of important financial news concerning financial engineering research, practices or regulations. Real Options, Ambiguity, Risk and Insurance, comprises 12 chapters and is divided into three parts. In Part I, five chapters deal with real options analysis, which addresses the issue of investment decisions in complex, innovative or risky projects. Part II presents three chapters on ambiguity. The notion of ambiguity is one of the major breakthroughs in the expected utility theory; ambiguity arises as uncertainties cannot be precisely described in the probability space. Part III consists of four chapters devoted to risk and insurance, and covers mutual insurance for non-traded risks, downside risk management, and credit risk in fixed income markets. This volume will be useful to both graduate students and researchers in understanding relatively new areas in economics and finance, as well as challenging aspects of mathematics.
Real Options And Business Strategy
DOWNLOAD
Author : Lenos Trigeorgis
language : en
Publisher: Risk Publications
Release Date : 1999
Real Options And Business Strategy written by Lenos Trigeorgis and has been published by Risk Publications this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999 with Asignación de recursos - Toma de decisiones categories.
A key reference title on the newest incarnation of corporate risk management, its applications and its value as an alternative to more 'traditional' valuation methods.
Innovations In Quantitative Risk Management
DOWNLOAD
Author : Kathrin Glau
language : en
Publisher: Springer
Release Date : 2015-01-09
Innovations In Quantitative Risk Management written by Kathrin Glau and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-01-09 with Mathematics categories.
Quantitative models are omnipresent –but often controversially discussed– in todays risk management practice. New regulations, innovative financial products, and advances in valuation techniques provide a continuous flow of challenging problems for financial engineers and risk managers alike. Designing a sound stochastic model requires finding a careful balance between parsimonious model assumptions, mathematical viability, and interpretability of the output. Moreover, data requirements and the end-user training are to be considered as well. The KPMG Center of Excellence in Risk Management conference Risk Management Reloaded and this proceedings volume contribute to bridging the gap between academia –providing methodological advances– and practice –having a firm understanding of the economic conditions in which a given model is used. Discussed fields of application range from asset management, credit risk, and energy to risk management issues in insurance. Methodologically, dependence modeling, multiple-curve interest rate-models, and model risk are addressed. Finally, regulatory developments and possible limits of mathematical modeling are discussed.
Real Options Analysis Third Edition
DOWNLOAD
Author : Johnathan Mun
language : en
Publisher: Createspace Independent Publishing Platform
Release Date : 2016-01-30
Real Options Analysis Third Edition written by Johnathan Mun and has been published by Createspace Independent Publishing Platform this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-01-30 with categories.
Tools and Techniques for Valuing Strategic Investments and Decisions with Integrated Risk Management and Advanced Quantitative Decision Analytics
An Introduction To Stochastic Dynamics
DOWNLOAD
Author : Jinqiao Duan
language : en
Publisher: Cambridge University Press
Release Date : 2015-04-13
An Introduction To Stochastic Dynamics written by Jinqiao Duan and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-04-13 with Mathematics categories.
An accessible introduction for applied mathematicians to concepts and techniques for describing, quantifying, and understanding dynamics under uncertainty.
Festschrift Masatoshi Fukushima
DOWNLOAD
Author : Zhen-Qing Chen
language : en
Publisher: World Scientific
Release Date : 2014-11-27
Festschrift Masatoshi Fukushima written by Zhen-Qing Chen and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-11-27 with Mathematics categories.
This book contains original research papers by leading experts in the fields of probability theory, stochastic analysis, potential theory and mathematical physics. There is also a historical account on Masatoshi Fukushima's contribution to mathematics, as well as authoritative surveys on the state of the art in the field. Contents:Professor Fukushima's Work:The Mathematical Work of Masatoshi Fukushima — An Essay (Zhen-Qing Chen, Niels Jacob, Masayoshi Takeda and Toshihiro Uemura)Bibliography of Masatoshi FukushimaContributions:Quasi Regular Dirichlet Forms and the Stochastic Quantization Problem (Sergio Albeverio, Zhi-Ming Ma and Michael Röckner)Comparison of Quenched and Annealed Invariance Principles for Random Conductance Model: Part II (Martin Barlow, Krzysztof Burdzy and Adám Timár)Some Historical Aspects of Error Calculus by Dirichlet Forms (Nicolas Bouleau)Stein's Method, Malliavin Calculus, Dirichlet Forms and the Fourth Moment Theorem (Louis H Y Chen and Guillaume Poly)Progress on Hardy-Type Inequalities (Mu-Fa Chen)Functional Inequalities for Pure-Jump Dirichlet Forms (Xin Chen, Feng-Yu Wang and Jian Wang)Additive Functionals and Push Forward Measures Under Veretennikov's Flow (Shizan Fang and Andrey Pilipenko)On a Result of D W Stroock (Patrick J Fitzsimmons)Consistent Risk Measures and a Non-Linear Extension of Backwards Martingale Convergence (Hans Föllmer and Irina Penner)Unavoidable Collections of Balls for Processes with Isotropic Unimodal Green Function (Wolfhard Hansen)Functions of Locally Bounded Variation on Wiener Spaces (Masanori Hino)A Dirichlet Space on Ends of Tree and Superposition of Nodewise Given Dirichlet Forms with Tier Linkage (Hiroshi Kaneko)Dirichlet Forms in Quantum Theory (Witold Karwowski and Ludwig Streit)On a Stability of Heat Kernel Estimates under Generalized Non-Local Feynman-Kac Perturbations for Stable-Like Processes (Daehong Kim and Kazuhiro Kuwae)Martin Boundary for Some Symmetric Lévy Processes (Panki Kim, Renming Song and Zoran Vondraček)Level Statistics of One-Dimensional Schrödinger Operators with Random Decaying Potential (Shinichi Kotani and Fumihiko Nakano)Perturbation of the Loop Measure (Yves Le Jan and Jay Rosen)Regular Subspaces of Dirichlet Forms (Liping Li and Jiangang Ying)Quasi-Regular Semi-Dirichlet Forms and Beyond (Zhi-Ming Ma, Wei Sun and Li-Fei Wang)Large Deviation Estimates for Controlled Semi-Martingales (Hideo Nagai)A Comparison Theorem for Backward SPDEs with Jumps (Bernt Øksendal, Agnès Sulem and Tusheng Zhang)On a Construction of a Space-Time Diffusion Process with Boundary Condition (Yoichi Oshima)Lower Bounded Semi-Dirichlet Forms Associated with Lévy Type Operators (René L Schilling and Jian Wang)Ultracontractivity for Non-Symmetric Markovian Semigroups (Ichiro Shigekawa)Metric Measure Spaces with Variable Ricci Bounds and Couplings of Brownian Motions (Karl-Theodor Sturm)Intrinsic Ultracontractivity and Semi-Small Perturbation for Skew Product Diffusion Operators (Matsuyo Tomisaki) Readership: Researchers in probability, stochastic analysis and mathematical physics. Key Features:Research papers by leading expertsHistorical account of M Fukushima's contribution to mathematicsAuthoritative surveys on the state of the art in the fieldKeywords:Probability Theory;Markov Processes;Dirichlet Forms;Potential Theory;Mathematical Physics
Prospect Theory
DOWNLOAD
Author : Peter P. Wakker
language : en
Publisher: Cambridge University Press
Release Date : 2010-07-22
Prospect Theory written by Peter P. Wakker and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-07-22 with Business & Economics categories.
Prospect Theory: For Risk and Ambiguity, provides a comprehensive and accessible textbook treatment of the way decisions are made both when we have the statistical probabilities associated with uncertain future events (risk) and when we lack them (ambiguity). The book presents models, primarily prospect theory, that are both tractable and psychologically realistic. A method of presentation is chosen that makes the empirical meaning of each theoretical model completely transparent. Prospect theory has many applications in a wide variety of disciplines. The material in the book has been carefully organized to allow readers to select pathways through the book relevant to their own interests. With numerous exercises and worked examples, the book is ideally suited to the needs of students taking courses in decision theory in economics, mathematics, finance, psychology, management science, health, computer science, Bayesian statistics, and engineering.
Supply Chain Finance
DOWNLOAD
Author : Lima Zhao
language : en
Publisher: Springer
Release Date : 2018-05-02
Supply Chain Finance written by Lima Zhao and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-05-02 with Business & Economics categories.
This textbook presents a coherent and robust structure for integrated risk management in the context of operations and finance. It explains how the operations-finance interface jointly optimizes material and financial flows under intricate risk exposures. The book covers financial flexibility, operational hedging, enterprise risk management (ERM), supply chain risk management (SCRM), integrated risk management (IRM), supply chain finance (SCF), and financial management of supply chain strategies. Both qualitative and quantitative approaches – including conceptualization, theory building, analytical modeling, and empirical research – are used to assess the value creation by integrating operations and finance. “This book provides a comprehensive description of the interactions between finance and operations and of how managers can best make decisions in recognition of these effects.” John R. Birge, University of Chicago“Supply chain finance is an emerging area where innovations can unlock great values to complement the advances in information and physical flows of supply chain.” Hau L. Lee, Stanford University“This book provides an excellent overview of supply chain finance and its most recent advances.” Jan A. Van Mieghem, Northwestern University“This book is indispensable for advanced students as well as practitioners when looking for a pedagogical sound and scientific rigorous approach to Supply Chain Finance.” Ralf W. Seifert, IMD/EPFL“The book advances our knowledge on the interface between operations and finance and provides managerial guidelines for effective risk management in the supply chain.” Xiande Zhao, CEIBS
Strategic Risk Management
DOWNLOAD
Author : Torben Juul Andersen
language : en
Publisher: Routledge
Release Date : 2019-07-23
Strategic Risk Management written by Torben Juul Andersen and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-07-23 with Business & Economics categories.
Organizations face challenges in adapting their current business and operational activities to dynamic contexts. Successful companies share a common characteristic of dealing with the emergent risks and threats in responses that generate viable solutions. Strategic risk management (SRM) is a multidisciplinary and rather fractured field of study, which creates significant challenges for research. This short-form book provides an expert overview of the topic, providing insight into the theory and practice. Essential reading for strategic management researchers, the authors frame the fundamental principles, emerging challenges and responses for the future, which will also provide valuable insights for adjacent business disciplines and beyond.
Handbook Of Integrated Risk Management In Global Supply Chains
DOWNLOAD
Author : Panos Kouvelis
language : en
Publisher: John Wiley & Sons
Release Date : 2011-10-26
Handbook Of Integrated Risk Management In Global Supply Chains written by Panos Kouvelis 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 2011-10-26 with Business & Economics categories.
A comprehensive, one-stop reference for cutting-edge research in integrated risk management, modern applications, and best practices In the field of business, the ever-growing dependency on global supply chains has created new challenges that traditional risk management must be equipped to handle. Handbook of Integrated Risk Management in Global Supply Chains uses a multi-disciplinary approach to present an effective way to manage complex, diverse, and interconnected global supply chain risks. Contributions from leading academics and researchers provide an action-based framework that captures real issues, implementation challenges, and concepts emerging from industry studies.The handbook is divided into five parts: Foundations and Overview introduces risk management and discusses the impact of supply chain disruptions on corporate performance Integrated Risk Management: Operations and Finance Interface explores the joint use of operational and financial hedging of commodity price uncertainties Supply Chain Finance discusses financing alternatives and the role of financial services in procurement contracts; inventory management and capital structure; and bank financing of inventories Operational Risk Management Strategies outlines supply risks and challenges in decentralized supply chains, such as competition and misalignment of incentives between buyers and suppliers Industrial Applications presents examples and case studies that showcase the discussed methodologies Each topic's presentation includes an introduction, key theories, formulas, and applications. Discussions conclude with a summary of the main concepts, a real-world example, and professional insights into common challenges and best practices. Handbook of Integrated Risk Management in Global Supply Chains is an essential reference for academics and practitioners in the areas of supply chain management, global logistics, management science, and industrial engineering who gather, analyze, and draw results from data. The handbook is also a suitable supplement for operations research, risk management, and financial engineering courses at the upper-undergraduate and graduate levels.