Risk Management in Finance and Logistics - Couverture rigide

Xu, Chunhui; Shiina, Takayuki

Couverture rigide

ISBN 10 : 9811303169 ISBN 13 : 9789811303166

Editeur : Springer Verlag, Singapore, 2018

Synopsis

This is the first book to introduce the major quantitative tools in risk management taking financial investments and logistics planning as the background: optimization and stochastic programming. Contained here are the fundamentals of portfolio selection theory from the point of view of risk control, and methods for risk control with new and popular risk measures such as VaR (Value-at-Risk) and CVaR (Conditional VaR). The book also introduces a new theory for risk management in more general investment situations such as flexible investment decisions, providing an accessible and comprehensive introduction to the interrelations between these fields of research. Basic concepts of stochastic programming are introduced, and their applications to risk management in inventory distribution and network design are covered as well. Illustrated by carefully chosen examples and supported by extensive data analyses, this book is highly recommended to readers who seek an in-depth and up-to-date integrated overview of the ever-expanding theoretical and quantitative fields of risk management in financial investment and logistics planning.

A propos du livre

À propos de l'auteur

Dr. Chunhui Xu is a professor in Finance and Management Science, Chiba Institute of Technology, Japan. He completed his Doctoral degree in Engineering at Tokyo Institute of Technology, and PhD in systems Engineering at Huazhong University of Science and Technology, China. His research addresses decision under uncertainty and conflicting interests, especially in financial area. Other interests include game theories, optimization techniques, and incentives design in organizations. He has served as Editor-in-Chief of Asian Journal of Management Science and Applications.  He is a senior member of IEEE and a member of INFORMS.

 

Dr. Takayuki Shiina is a professor at Department of Industrial and Management Systems Science, School of Creative Science and Engineering, Waseda University, Japan. He received his B.E., M.E., and Doctor of Engineering from Waseda University. He has been working in the field of mathematical programming at Central Research Institute of Electric Power Industry (Japan), Northwestern University (USA), Chiba Institute of Technology (Japan). His main areas of interest are stochastic programming and integer programming. He was awarded the best paper prize with Professor John R. Birge (University of Chicago) from Japan Society of Industrial and Applied Mathematics.

À propos de la quatrième de couverture

This is the first book to introduce the major quantitative tools in risk management taking financial investments and logistics planning as the background: optimization and stochastic programming. Contained here are the fundamentals of portfolio selection theory from the point of view of risk control, and methods for risk control with new and popular risk measures such as VaR (Value-at-Risk) and CVaR (Conditional VaR). The book also introduces a new theory for risk management in more general investment situations such as flexible investment decisions, providing an accessible and comprehensive introduction to the interrelations between these fields of research. Basic concepts of stochastic programming are introduced, and their applications to risk management in inventory distribution and network design are covered as well. Illustrated by carefully chosen examples and supported by extensive data analyses, this book is highly recommended to readers who seek an in-depth and up-to-date integrated overview of the ever-expanding theoretical and quantitative fields of risk management in financial investment and logistics planning.

Détails de l'édition

• Éditeur: Springer Verlag, Singapore
• Date d'édition: 2018
• Langue: anglais
• ISBN 10: 9811303169
• ISBN 13: 9789811303166
• Reliure: Relié
• Numéro d'édition: 1
• Nombre de pages: 185
• Coordonnées du fabricant: Springer Nature Customer Service Center GmbH; ProductSafety@springernature.com; ; Europaplatz 3; Heidelberg; 69115; Allemagne