Handbooks in Operations Research and Management Science: Financial Engineering - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Handbooks in Operations Research and Management Science: Financial Engineering write by John R. Birge. This book was released on 2007-11-16. Handbooks in Operations Research and Management Science: Financial Engineering available in PDF, EPUB and Kindle. 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.
Handbooks in Operations Research and Management Science: Transportation
Handbooks in Operations Research and Management Science: Transportation - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Handbooks in Operations Research and Management Science: Transportation write by Cynthia Barnhart. This book was released on 2006-12-08. Handbooks in Operations Research and Management Science: Transportation available in PDF, EPUB and Kindle. 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
Handbooks in Operations Research and Management Science
Handbooks in Operations Research and Management Science - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Handbooks in Operations Research and Management Science write by K. Aardal. This book was released on 2005. Handbooks in Operations Research and Management Science available in PDF, EPUB and Kindle.
Handbooks in Operations Research and Management Science
Handbooks in Operations Research and Management Science - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Handbooks in Operations Research and Management Science write by R. A. Jarrow. This book was released on 1995. Handbooks in Operations Research and Management Science available in PDF, EPUB and Kindle.
Handbooks in Operations Research and Management Science: Simulation
Handbooks in Operations Research and Management Science: Simulation - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Handbooks in Operations Research and Management Science: Simulation write by Shane G. Henderson. This book was released on 2006-09-02. Handbooks in Operations Research and Management Science: Simulation available in PDF, EPUB and Kindle. 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
