Handbooks In Operations Research And Management Science Financial Engineering
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Handbooks in Operations Research and Management Science Financial Engineering
Author | : John R. Birge,Vadim Linetsky |
Publsiher | : Elsevier |
Total Pages | : 1026 |
Release | : 2007-11-16 |
Genre | : Business & Economics |
ISBN | : 0080553257 |
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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
Author | : A. Ravi Ravindran |
Publsiher | : CRC Press |
Total Pages | : 900 |
Release | : 2016-04-19 |
Genre | : Business & Economics |
ISBN | : 9781420009712 |
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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
Author | : Cynthia Barnhart,Gilbert Laporte |
Publsiher | : Elsevier |
Total Pages | : 796 |
Release | : 2006-12-08 |
Genre | : Business & Economics |
ISBN | : 0080467431 |
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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
Handbook of Operations Research and Management Science in Higher Education
Author | : Zilla Sinuany-Stern |
Publsiher | : Springer Nature |
Total Pages | : 529 |
Release | : 2021-09-09 |
Genre | : Business & Economics |
ISBN | : 9783030740511 |
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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.
Handbook of Financial Engineering
Author | : Constantin Zopounidis,Michael Doumpos,Panos M. Pardalos |
Publsiher | : Springer Science & Business Media |
Total Pages | : 494 |
Release | : 2010-07-25 |
Genre | : Business & Economics |
ISBN | : 9780387766829 |
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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.
Handbooks in Operations Research and Management Science
Author | : K. Aardal,George L. Nemhauser,R. Weismantel |
Publsiher | : Elsevier |
Total Pages | : 620 |
Release | : 2005-12-08 |
Genre | : Business & Economics |
ISBN | : 0080459218 |
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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.
Engineering Risk and Finance
Author | : Charles S. Tapiero |
Publsiher | : Springer Science & Business Media |
Total Pages | : 518 |
Release | : 2013-02-13 |
Genre | : Business & Economics |
ISBN | : 9781461462347 |
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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.
Handbooks in Operations Research and Management Science Simulation
Author | : Shane G. Henderson,Barry L. Nelson |
Publsiher | : Elsevier |
Total Pages | : 692 |
Release | : 2006-09-02 |
Genre | : Business & Economics |
ISBN | : 0080464769 |
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This Handbook is a collection of chapters on key issues in the design and analysis of computer simulation experiments on models of stochastic systems. The chapters are tightly focused and written by experts in each area. For the purpose of this volume “simulation refers to the analysis of stochastic processes through the generation of sample paths (realization) of the processes. Attention focuses on design and analysis issues and the goal of this volume is to survey the concepts, principles, tools and techniques that underlie the theory and practice of stochastic simulation design and analysis. Emphasis is placed on the ideas and methods that are likely to remain an intrinsic part of the foundation of the field for the foreseeable future. The chapters provide up-to-date references for both the simulation researcher and the advanced simulation user, but they do not constitute an introductory level ‘how to’ guide. Computer scientists, financial analysts, industrial engineers, management scientists, operations researchers and many other professionals use stochastic simulation to design, understand and improve communications, financial, manufacturing, logistics, and service systems. A theme that runs throughout these diverse applications is the need to evaluate system performance in the face of uncertainty, including uncertainty in user load, interest rates, demand for product, availability of goods, cost of transportation and equipment failures. * Tightly focused chapters written by experts * Surveys concepts, principles, tools, and techniques that underlie the theory and practice of stochastic simulation design and analysis * Provides an up-to-date reference for both simulation researchers and advanced simulation users