Introduces the major quantitative tools in risk management: optimization and stochastic programming.
Presents new concepts and methods for risk management in the more common financial investment situations.
Contains research results for risk control in inventory distribution and network design.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
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 Instituteof 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.
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
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Buch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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 torisk 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. 200 pp. Englisch. N° de réf. du vendeur 9789811303166
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Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Introduces the major quantitative tools in risk management: optimization and stochastic programming. Presents new concepts and methods for risk management in the more common financial investment situations.Contains r. N° de réf. du vendeur 449936552
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Buch. Etat : Neu. This item is printed on demand - Print on Demand Titel. Neuware -Introduces the major quantitative tools in risk management: optimization and stochastic programming.Presents new concepts and methods for risk management in the more common financial investment situations.Contains research results for risk control in inventory distribution and network design.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 200 pp. Englisch. N° de réf. du vendeur 9789811303166
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Buch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 torisk 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. N° de réf. du vendeur 9789811303166
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