Credit risk analysis is one of the most important topics in the field of financial risk management. Due to recent financial crises and regulatory concern of Basel II, credit risk analysis has been the major focus of financial and banking industry. Especially for some credit-granting institutions such as commercial banks and credit companies, the ability to discriminate good customers from bad ones is crucial. The need for reliable quantitative models that predict defaults accurately is imperative so that the interested parties can take either preventive or corrective action. Hence credit risk...
Credit risk analysis is one of the most important topics in the field of financial risk management. Due to recent financial crises and regulatory conc...
This book discusses the Kuhn-Tucker Optimality, Karush-Kuhn-Tucker Necessary and Sufficient Optimality Conditions in presence of various types of generalized convexity assumptions. It details the present state of knowledge on research done in this area.
This book discusses the Kuhn-Tucker Optimality, Karush-Kuhn-Tucker Necessary and Sufficient Optimality Conditions in presence of various types of g...
This book discusses the Kuhn-Tucker Optimality, Karush-Kuhn-Tucker Necessary and Sufficient Optimality Conditions in presence of various types of generalized convexity assumptions. It details the present state of knowledge on research done in this area.
This book discusses the Kuhn-Tucker Optimality, Karush-Kuhn-Tucker Necessary and Sufficient Optimality Conditions in presence of various types of gene...
The foreign exchange market is one of the most complex dynamic markets with the characteristics of high volatility, nonlinearity and irregularity. Since the Bretton Woods System collapsed in 1970s, the fluctuations in the foreign exchange market are more volatile than ever. Furthermore, some important factors, such as economic growth, trade development, interest rates and inflation rates, have significant impacts on the exchange rate fluctuation. Meantime, these characteristics also make it extremely difficult to predict foreign exchange rates. Therefore, exchange rates forecasting has become...
The foreign exchange market is one of the most complex dynamic markets with the characteristics of high volatility, nonlinearity and irregularity. Sin...
This volume summarizes and synthesizes an aspect of research work that has been done in the area of Generalized Convexity over the past few decades. Specifically, the book focuses on V-invex functions in vector optimization that have grown out of the work of Jeyakumar and Mond in the 1990's. The authors integrate related research into the book and demonstrate the wide context from which the area has grown and continues to grow.
This volume summarizes and synthesizes an aspect of research work that has been done in the area of Generalized Convexity over the past few decades...
This book provides different financial models based on options to predict underlying asset price and design the risk hedging strategies. Authors of the book have made theoretical innovation to these models to enable the models to be applicable to real market. The book also introduces risk management and hedging strategies based on different criterions. These strategies provide practical guide for real option trading. This book studies the classical stochastic volatility and deterministic volatility models. For the former, the classical Heston model is integrated with volatility term...
This book provides different financial models based on options to predict underlying asset price and design the risk hedging strategies. Authors of th...
Exotic options and structured products are two of the most popular financial products over the past ten years and will soon become very important to the emerging markets, especially China. This book first discusses the products' recent development in the world and provides comprehensive overview of the major products. The book also discusses the risks of issuing and buying such products as well as the techniques to price them and to assess the risks. Volatility is the most important factor in determining the return and risk. Therefore, significant part of the book's content discusses how...
Exotic options and structured products are two of the most popular financial products over the past ten years and will soon become very important t...
This book provides an overview of China s financial markets and their latest developments. The book explores and discusses the difficulties in building modern financial markets that are compatible with an increasingly complicated market economy and examines the various strategies to reform China s financial system. It covers a range of topics: China s financial structure, financial regulation, financial repression and liberalization, monetary policy and the People's Bank of China, banking reforms, exchange rate policy, capital control and capital-account liberalization, and development of...
This book provides an overview of China s financial markets and their latest developments. The book explores and discusses the difficulties in buil...
This book discusses important issues related to managing supply chain disruption risks from various perspectives. It explores the essence and principles relating to managing these risks and provides the framework and multi-goal model groups for managing such risks.
The book also discusses research development of managing supply chain disruptive risks, supply chain risk conduction and loss assessment methods of supply chain disruptive events. It also includes the consideration of supply chain coordinating models in the cases of demand and supply disruption risks. It also...
This book discusses important issues related to managing supply chain disruption risks from various perspectives. It explores the essence and princ...
Apparel is one of the oldest and largest export industries in the world. It is also one of the most global industries because most nations produce for the international textile and apparel market. The changing global landscape drives cost volatility, regulatory risk and change in consumer preference. In today's retail landscape, media and advocacy groups have focussed attention on social and environmental issues, as well as new regulatory requirements and stricter legislations. Understanding and managing any risk within supply chain, particularly ethical and responsible sourcing, has...
Apparel is one of the oldest and largest export industries in the world. It is also one of the most global industries because most nations produce ...
