Handbooks In Operations Research And Management Science Financial Engineering

Author : John R. Birge,Vadim Linetsky
Publisher : Elsevier
Page : 1026 pages
File Size : 50,7 Mb
Release : 2007-11-16
Category : Business & Economics
ISBN : 0080553257

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Handbooks in Operations Research and Management Science: Financial Engineering by John R. Birge,Vadim Linetsky Pdf

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.

Author : A. Ravi Ravindran
Publisher : CRC Press
Page : 900 pages
File Size : 44,5 Mb
Release : 2016-04-19
Category : Business & Economics
ISBN : 9781420009712

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Operations Research and Management Science Handbook by A. Ravi Ravindran Pdf

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

Author : Robert A.. Jarrow,Vojislav Maksimović,William T.. Ziemba
Publisher : Unknown
Page : 1165 pages
File Size : 52,7 Mb
Release : 1995
Category : Electronic
ISBN : OCLC:489646478

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Handbooks in Operations Research and Management Science by Robert A.. Jarrow,Vojislav Maksimović,William T.. Ziemba Pdf

Author : Cynthia Barnhart,Gilbert Laporte
Publisher : Elsevier
Page : 796 pages
File Size : 40,5 Mb
Release : 2006-12-08
Category : Business & Economics
ISBN : 0080467431

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Handbooks in Operations Research and Management Science: Transportation by Cynthia Barnhart,Gilbert Laporte Pdf

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

Author : Shane G. Henderson,Barry L. Nelson
Publisher : Elsevier
Page : 692 pages
File Size : 46,9 Mb
Release : 2006-09-02
Category : Business & Economics
ISBN : 0080464769

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Handbooks in Operations Research and Management Science: Simulation by Shane G. Henderson,Barry L. Nelson Pdf

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

Author : Christopher S. Tang,Chung-Piaw Teo,Kwok-Kee Wei
Publisher : Springer Science & Business Media
Page : 284 pages
File Size : 41,9 Mb
Release : 2007-11-28
Category : Business & Economics
ISBN : 9780387752402

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Supply Chain Analysis by Christopher S. Tang,Chung-Piaw Teo,Kwok-Kee Wei Pdf

This 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 areas of study where, thus far, 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.

Author : Giorgio Consigli,Silvana Stefani,Giovanni Zambruno
Publisher : Springer
Page : 320 pages
File Size : 49,7 Mb
Release : 2017-09-30
Category : Business & Economics
ISBN : 9783319613208

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Handbook of Recent Advances in Commodity and Financial Modeling by Giorgio Consigli,Silvana Stefani,Giovanni Zambruno Pdf

This handbook includes contributions related to optimization, pricing and valuation problems, risk modeling and decision making problems arising in global financial and commodity markets from the perspective of Operations Research and Management Science. The book is structured in three parts, emphasizing common methodological approaches arising in the areas of interest: - Part I: Optimization techniques - Part II: Pricing and Valuation - Part III: Risk Modeling The book presents to a wide community of Academics and Practitioners a selection of theoretical and applied contributions on topics that have recently attracted increasing interest in commodity and financial markets. Within a structure based on the three parts, it presents recent state-of-the-art and original works related to: - The adoption of multi-criteria and dynamic optimization approaches in financial and insurance markets in presence of market stress and growing systemic risk; - Decision paradigms, based on behavioral finance or factor-based, or more classical stochastic optimization techniques, applied to portfolio selection problems including new asset classes such as alternative investments; - Risk measurement methodologies, including model risk assessment, recently applied to energy spot and future markets and new risk measures recently proposed to evaluate risk-reward trade-offs in global financial and commodity markets; and derivatives portfolio hedging and pricing methods recently put forward in the financial community in the aftermath of the global financial crisis.

Author : Zilla Sinuany-Stern
Publisher : Springer Nature
Page : 529 pages
File Size : 52,6 Mb
Release : 2021-09-09
Category : Business & Economics
ISBN : 9783030740511

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Handbook of Operations Research and Management Science in Higher Education by Zilla Sinuany-Stern Pdf

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.

Author : Gautam M. Appa,Leonidas Pitsoulis,H. Paul Williams
Publisher : Springer Science & Business Media
Page : 443 pages
File Size : 40,8 Mb
Release : 2006-08-18
Category : Mathematics
ISBN : 9780387329420

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Handbook on Modelling for Discrete Optimization by Gautam M. Appa,Leonidas Pitsoulis,H. Paul Williams Pdf

This book aims to demonstrate and detail the pervasive nature of Discrete Optimization. The handbook couples the difficult, critical-thinking aspects of mathematical modeling with the hot area of discrete optimization. It is done with an academic treatment outlining the state-of-the-art for researchers across the domains of the Computer Science, Math Programming, Applied Mathematics, Engineering, and Operations Research. The book utilizes the tools of mathematical modeling, optimization, and integer programming to solve a broad range of modern problems.

Author : Constantin Zopounidis,Michael Doumpos,Panos M. Pardalos
Publisher : Springer Science & Business Media
Page : 494 pages
File Size : 42,6 Mb
Release : 2010-07-25
Category : Business & Economics
ISBN : 9780387766829

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Handbook of Financial Engineering by Constantin Zopounidis,Michael Doumpos,Panos M. Pardalos Pdf

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.

Author : K. Aardal,George L. Nemhauser,R. Weismantel
Publisher : Elsevier
Page : 620 pages
File Size : 41,7 Mb
Release : 2005-12-08
Category : Business & Economics
ISBN : 0080459218

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Handbooks in Operations Research and Management Science by K. Aardal,George L. Nemhauser,R. Weismantel Pdf

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.

Author : Jehoshua Eliashberg,Gary L. Lilien
Publisher : North Holland
Page : 895 pages
File Size : 44,6 Mb
Release : 1993-01-01
Category : Business & Economics
ISBN : 0444889574

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Marketing by Jehoshua Eliashberg,Gary L. Lilien Pdf

Hardbound. Leading marketing scientists, with an MS/OR orientation, present in this book a state-of-the-art review of their area of expertise. The wide range of material spans the marketing discipline and represents excellent coverage of both what is known and what problem-areas present themselves as ripe for further development.The articles are written with a technically sophisticated reader in mind, but not necessarily an expert in marketing. The authors provide a discussion of the motivation - the behavioral foundations or key assumptions - leading to the development of the important models or methods in each area.While not primarily a text, the book provides an excellent foundation for advanced students in marketing. MS/OR professionals, both academic and practitioner alike, will appreciate the impact that the MS/OR approach has had in the marketing area. Finally, the book provides must reading for marketing scientists, academics and practitio

Author : Houmin Yan,G. George Yin,Qing Zhang
Publisher : Springer Science & Business Media
Page : 397 pages
File Size : 52,8 Mb
Release : 2006-09-10
Category : Technology & Engineering
ISBN : 9780387338156

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Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queueing Networks, and Manufacturing Systems by Houmin Yan,G. George Yin,Qing Zhang Pdf

This edited volume contains 16 research articles. It presents recent and pressing issues in stochastic processes, control theory, differential games, optimization, and their applications in finance, manufacturing, queueing networks, and climate control. One of the salient features is that the book is highly multi-disciplinary. The book is dedicated to Professor Suresh Sethi on the occasion of his 60th birthday, in view of his distinguished career.

Author : Brian T. Denton
Publisher : Springer Science & Business Media
Page : 542 pages
File Size : 50,9 Mb
Release : 2013-02-28
Category : Business & Economics
ISBN : 9781461458852

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Handbook of Healthcare Operations Management by Brian T. Denton Pdf

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.

Author : Dennis Blumenfeld
Publisher : CRC Press
Page : 256 pages
File Size : 45,5 Mb
Release : 2009-12-23
Category : Technology & Engineering
ISBN : 1420052411

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Operations Research Calculations Handbook, Second Edition by Dennis Blumenfeld Pdf

A handbook in the truest sense of the word, the first edition of the Operations Research Calculations Handbook quickly became an indispensible resource. While other books available tend to give detailed information about specific topics, this one contains comprehensive information and results useful for real-world problem solving. Reflecting the breadth and depth of growth in the field, the scope of the second edition has been expanded to cover several additional topics. And as with the first edition, it focuses on presenting analytical results and formulas that allow quick calculations and provide understanding of system models. See what’s in the Second Edition: New chapters include Order Statistics, Traffic Flow and Delay, and Heuristic Search Methods New sections include Distance Norms, Hyper-Exponential and Hypo-Exponential Distributions Newly derived formulas and an expanded reference list Like its predecessor, the new edition of this handbook presents the analytical results and formulas needed in the scientific applications of operations research and management. It continues to provide quick calculations and insight into system performance. Presenting practical results and formulas without derivations, the material is organized by topic and offered in a concise format that allows ready-access to a wide range of results in a single volume. The field of operations research encompasses a growing number of technical areas, and uses analyses and techniques from a variety of branches of mathematics, statistics, and other scientific disciplines. And as the field continues to grow, there is an even greater need for key results to be summarized and easily accessible in one reference volume. Yet many of the important results and formulas are widely scattered among different textbooks and journals and are often hard to find in the midst of mathematical derivations. This book provides a one-stop resource for many important results and formulas needed in operations research and management science applications.