In today's global economy, supply chains are an essential ingredient to corporate survival and growth. Operations strategy in supply chains must assume an ever-expanding and strategic role of risks that modern enterprises face when they operate in an interdependent supply chain environment. These operational and strategic facets entail a brand new set of operational problems and risks that have not always been understood or managed very well. It falls to supply chain managers to identify and to educate corporate managers on what these critical operational problems and risks involve. This...
In today's global economy, supply chains are an essential ingredient to corporate survival and growth. Operations strategy in supply chains must as...
Financial risk management has become a popular practice amongst financial institutions to protect against the adverse effects of uncertainty caused by fluctuations in interest rates, exchange rates, commodity prices, and equity prices. New financial instruments and mathematical techniques are continuously developed and introduced in financial practice. These techniques are being used by an increasing number of firms, traders and financial risk managers across various industries. "Risk and Financial Management: Mathematical and Computational Methods" confronts the many issues and...
Financial risk management has become a popular practice amongst financial institutions to protect against the adverse effects of uncertainty caused by...
Applied Stochastic Models and Control for Finance and Insurance presents at an introductory level some essential stochastic models applied in economics, finance and insurance. Markov chains, random walks, stochastic differential equations and other stochastic processes are used throughout the book and systematically applied to economic and financial applications. In addition, a dynamic programming framework is used to deal with some basic optimization problems. The book begins by introducing problems of economics, finance and insurance which involve time, uncertainty and risk....
Applied Stochastic Models and Control for Finance and Insurance presents at an introductory level some essential stochastic models applied in...
Throughout the management literat ure, as elegantly trumpeted by management consultants and gurus, there seems to be a common message: tor a firm to be competitive it must produce quality goods or services. This means that firms, to remain competitive, must at the same time produce at the least cost possible to be price competitive and deli ver high quality products and services. As a result, quality has become strategie overnight, involving all, both in and out of the firm, in the management of its interfaces with clients and the environment. To give quality, suppliers, buyers, operations...
Throughout the management literat ure, as elegantly trumpeted by management consultants and gurus, there seems to be a common message: tor a firm to b...
In today's global economy, supply chains are an essential ingredient to corporate survival and growth. Operations strategy in supply chains must assume an ever-expanding and strategic role of risks that modern enterprises face when they operate in an interdependent supply chain environment. These operational and strategic facets entail a brand new set of operational problems and risks that have not always been understood or managed very well. It falls to supply chain managers to identify and to educate corporate managers on what these critical operational problems and risks involve. This...
In today's global economy, supply chains are an essential ingredient to corporate survival and growth. Operations strategy in supply chains must as...
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...
Risk models are models of uncertainty, engineered for some purposes. They are "educated guesses and hypotheses" assessed and valued in terms of wel...
Applied Stochastic Models and Control for Finance and Insurance presents at an introductory level some essential stochastic models applied in economics, finance and insurance. Markov chains, random walks, stochastic differential equations and other stochastic processes are used throughout the book and systematically applied to economic and financial applications. In addition, a dynamic programming framework is used to deal with some basic optimization problems. The book begins by introducing problems of economics, finance and insurance which involve time, uncertainty and risk....
Applied Stochastic Models and Control for Finance and Insurance presents at an introductory level some essential stochastic models applied in...
Alain Bensoussan Dominique Guegan Charles S. Tapiero
This book provides a perspective on a number of financial modelling analytics and risk management. The book begins with extensive outline of GLM estimation techniques combined with the proof of its fundamental results. Applications of static and dynamic models provide a unified approach to the estimation of nonlinear risk models. The book then examines the definition of risks and their management, with particular emphasis on the importance of bi-modal distributions for financial regulation. Chapters also cover the implications of stress testing and the noncyclical CAR (Capital Adequacy...
This book provides a perspective on a number of financial modelling analytics and risk management. The book begins with extensive outline of GLM es...
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...
Risk models are models of uncertainty, engineered for some purposes. They are "educated guesses and hypotheses" assessed and valued in terms of wel...
An in-depth guide to global and risk finance based on financial models and data-based issues that confront global financial managers. Globalization, Gating, and Risk Finance offers perspectives on global risk finance in a world with economies in transition.
An in-depth guide to global and risk finance based on financial models and data-based issues that confront global financial managers. Globalization, ...
