Risk Management in Finance and Logistics

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...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριοι συγγραφείς: Xu, Chunhui (Συγγραφέας, http://id.loc.gov/vocabulary/relators/aut), Shiina, Takayuki (http://id.loc.gov/vocabulary/relators/aut)
Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: Singapore : Springer Singapore : Imprint: Springer, 2018.
Έκδοση:1st ed. 2018.
Σειρά:Translational Systems Sciences, 14
Θέματα:
Διαθέσιμο Online:Full Text via HEAL-Link
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100 1 |a Xu, Chunhui.  |e author.  |4 aut  |4 http://id.loc.gov/vocabulary/relators/aut 
245 1 0 |a Risk Management in Finance and Logistics  |h [electronic resource] /  |c by Chunhui Xu, Takayuki Shiina. 
250 |a 1st ed. 2018. 
264 1 |a Singapore :  |b Springer Singapore :  |b Imprint: Springer,  |c 2018. 
300 |a XIII, 185 p. 48 illus., 13 illus. in color.  |b online resource. 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
347 |a text file  |b PDF  |2 rda 
490 1 |a Translational Systems Sciences,  |x 2197-8832 ;  |v 14 
505 0 |a Part I Risk Management in Finance -- Financial Investment, Financial Risk and Risk Management -- Market Risk Measures in Financial Investments -- Market Risk Control in Investment Decisions -- Market Risk Measures for Flexible Investments -- Market Risk Control in Flexible Investment Decisions -- Part II Risk Management in Logistics -- Basic Results on Stochastic Programming -- Inventory Distribution Problem -- Reorganization of Logistics Network -- Notations in Part I -- Historical prices and monthly profit rates of IBM and INTC: Data used in Chapter 2 -- Historical prices of 10 components of the DJIA: data used in Chapter 5. 
520 |a 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 to risk 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. 
650 0 |a Financial engineering. 
650 0 |a Risk management. 
650 0 |a Investment banking. 
650 0 |a Securities. 
650 0 |a Business enterprises-Finance. 
650 0 |a Business logistics. 
650 0 |a Engineering economics. 
650 0 |a Engineering economy. 
650 1 4 |a Financial Engineering.  |0 http://scigraph.springernature.com/things/product-market-codes/612020 
650 2 4 |a Risk Management.  |0 http://scigraph.springernature.com/things/product-market-codes/612040 
650 2 4 |a Investments and Securities.  |0 http://scigraph.springernature.com/things/product-market-codes/626020 
650 2 4 |a Business Finance.  |0 http://scigraph.springernature.com/things/product-market-codes/512000 
650 2 4 |a Logistics.  |0 http://scigraph.springernature.com/things/product-market-codes/519020 
650 2 4 |a Engineering Economics, Organization, Logistics, Marketing.  |0 http://scigraph.springernature.com/things/product-market-codes/T22016 
700 1 |a Shiina, Takayuki.  |e author.  |4 aut  |4 http://id.loc.gov/vocabulary/relators/aut 
710 2 |a SpringerLink (Online service) 
773 0 |t Springer eBooks 
776 0 8 |i Printed edition:  |z 9789811303166 
776 0 8 |i Printed edition:  |z 9789811303180 
776 0 8 |i Printed edition:  |z 9789811343858 
830 0 |a Translational Systems Sciences,  |x 2197-8832 ;  |v 14 
856 4 0 |u https://doi.org/10.1007/978-981-13-0317-3  |z Full Text via HEAL-Link 
912 |a ZDB-2-ECF 
950 |a Economics and Finance (Springer-41170)