Listing 1 - 3 of 3 |
Sort by
|
Choose an application
The book is conceived as a guide to solve exercises in Mathematical Finance and a complement to theoretical lectures. The potential audience consists of students in Applied Mathematics, Engineering and Economics, attending courses in Mathematical Finance. The most important subjects covered by this textbook are Pricing and Hedging of different classes of financial derivatives (European, American Exotic options, Fixed Income derivatives) in the most popular modeling frameworks, both in discrete and continuous time setting, like the Binomial and the Black-Scholes models. A Chapter on static portfolio optimization, one on pricing for more advanced models and one on Risk Measures complete the overview on the main issues presented in classical courses on Mathematical Finance. About one hundred exercises are proposed, and a large amount of them provides a detailed solution, while a few are left as an exercise to the reader. Every chapter includes a brief resume of the main theoretical results to apply. This textbook is the result of several years of teaching experience of both the authors.
Social sciences (general) --- Planning (firm) --- mathematische modellen --- sociale wetenschappen --- Business --- Business mathematics --- Economics, Mathematical. --- Mathematical models. --- Matemàtica financera --- Economia matemàtica
Choose an application
The COVID-19 pandemic has vividly and dramatically demonstrated the importance of supply chains to the functioning of societies and our economies. The discussion in this timely book explores prominent issues concerning supply chain networks and labor. The readership is aimed to include students, researchers, practitioners, and policy-makers, interested in the wide range of topics presented in these pages. Labor has a particular focus as the driver behind supply chains, whether associated with food products, life-saving medicines and supplies, or high tech products that make innovation possible, just to name a few. The impacts of policy interventions, in the form of wage bounds, and their ramifications, in terms of volume of attracted labor, product prices, product volumes, as well as profits, are explored. Profit-maximizing firms are considered (with relevant associated issues such as waste management in the case of the food sector, for example), but also non-profits, as in blood services, as well as humanitarian organizations engaged in disaster relief. The book is filled with many network figures, graphs, and tables with data, both input and output and includes an appendix that provides the foundations of the underlying mathematical methodologies used. The book offers strong evidence for the need to provide a holistic, system-wide perspective for the modeling, analysis, and solution of supply chain problems with the inclusion of the critical labor resources. A formalism using the prism of supply chain networks, which yields a graphic representation of supply chains, consisting of multiple stakeholders, is constructed. Models that capture the behaviors and interactions of single decision-makers as well as multiple decision-makers engaged in supply chain activities of production, transportation, storage, and distribution, are considered. The models capture many realistic constraints faced by firms today, as they seek to produce and deliver products, while dealing with competition, various constraints on labor, a variety of disruptions, labor shortages, challenges associated with proper wage-determination, plus the computation of optimal investments in labor productivity subject to budget constraints. The book provides prescriptive suggestions in terms of how to ameliorate negative impacts of labor disruptions and demonstrate benefits of appropriate wage determination.
Economics --- Numerical methods of optimisation --- Operational research. Game theory --- Physical distribution --- Business management --- Computer. Automation --- intern transport --- SCM (supply chain management) --- automatisering --- economie --- wiskunde --- Economics, Mathematical. --- Labor economics. --- Economia matemàtica --- Economia del treball
Choose an application
Econometrica publishes original articles in all branches of economics - theoretical and empirical, abstract and applied, providing wide-ranging coverage across the subject area. It promotes studies that aim at the unification of the theoretical-quantitative and the empirical-quantitative approach to economic problems and that are penetrated by constructive and rigorous thinking. It explores a unique range of topics each year - from the frontier of theoretical developments in many new and important areas, to research on current and applied economic problems, to methodologically innovative, theoretical and applied studies in econometrics.
Economic conditions. Economic development --- Quantitative methods (economics) --- Economics --- Economics, Mathematical --- Economie politique --- Mathématiques économiques --- Periodicals --- Périodiques --- Periodicals. --- Econometrics --- Économétrie --- Mathématiques économiques --- Économie politique --- HW_IZW --- Périodiques. --- JEX9 --- #ETEW:TSCAT --- #TS:KOMA --- US / United States of America - USA - Verenigde Staten - Etats Unis --- -Economics --- -Economics, Mathematical --- -330.01519505 --- Mathematical economics --- Mathematics --- Economic theory --- Political economy --- Social sciences --- Economic man --- Statistics --- Electronic information resources --- Methodology --- E-journals --- -Econometrics --- Business, Economy and Management --- Applied Mathematics --- Mathematical Sciences --- Business, Economy and Management. --- Statistics. --- Mathematical Sciences. --- Périodiques --- EJECONO EJMATHE EPUB-ALPHA-E EPUB-PER-FT JSTOR-E PROQUEST-E --- Econometrics. --- Economics. --- Economics, Mathematical. --- Economics, Mathematical - Periodicals. --- Economics - Periodicals --- Econometria. --- Economia matemàtica.
Listing 1 - 3 of 3 |
Sort by
|