Risk Management in Finance and Logistics

• Main Authors: Xu, Chunhui (Author, http://id.loc.gov/vocabulary/relators/aut), Shiina, Takayuki (http://id.loc.gov/vocabulary/relators/aut)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Singapore : Springer Singapore : Imprint: Springer, 2018.
• Edition: 1st ed. 2018.
• Series: Translational Systems Sciences, 14
• Subjects: Financial engineering.; Risk management.; Investment banking.; Securities.; Business enterprises-Finance.; Business logistics.; Engineering economics.; Engineering economy.; Financial Engineering.; Risk Management.; Investments and Securities.; Business Finance.; Logistics.; Engineering Economics, Organization, Logistics, Marketing.

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...

Table of Contents:

• 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.