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The Single-Period Inventory Model with Spectral Risk Measures

theories in other fields such as economics and finance. In this work spectral risk measures are applied to the price-setting newsvendor problem and;

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Modeling, Measuring And Managing Risk

This book is the first in the market to treat single- and multi-period risk measures (risk functionals) in a thorough, comprehensive manner;

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Single Period Inventory Control and Pricing

The price-setting newsvendor model is used to address the single period joint pricing and inventory control problem. The objective is to;

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Usage of Risk Measures in Management of Investment Portfolios

an internal investment portfolio management model using risk measures and copulas for Latvian insurance companies. The model satisfies;

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Risk Analysis in Stochastic Supply Chains

single period inventory model with the mean-variance and mean-semi-deviation approaches. Extensive discussions on the efficient frontiers are;

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Perishable Inventory Systems

order policies, inventory depletion management, and deterministic models, including the basic EOQ model with perishability and the dynamic;

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Stochastic Finance

than one hundred exercises. It also includes material on risk measures and the related issue of model uncertainty, in particular a chapter on;

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Introduction To Credit Risk Modeling

generation of loss distributions Introductory sections on new topics, such as spectral risk measures, an axiomatic approach to capital allocation;

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Stochastic Finance

This book is an introduction to financial mathematics. The first part of the book studies a simple one-period model which serves as a;

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Why Is Cvar Superior to Var?

CVaR superior to other risk measures from an empirical perspective. We develop a theoretical model that solves the mean-risk portfolio;

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Inventory Planning with Innovation: A Cost Focus

Inventory Planning with Innovation: A Cost Focus discusses inventory planning concepts with major emphasis on innovation to reduce cost;

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Stochastic Finance

contains more than one hundred exercises. It also includes new material on risk measures and the related issue of model uncertainty, in particular;

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Theory of Financial Decision Making

Intertemporal Capital Asset Pricing Model, the Black-Scholes option pricing model and contingent claims analysis, 'risk-neutral' pricing with;

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Handbook of EOQ Inventory Problems

The Economic Order Quantity (EOQ) inventory model first appeared in 1913, and in its centennial, it is still one of the most important;

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Some Problems In Inventory Management

present work considers inventory control problems for the following situations: (a) The case of an item with an acceptable substitute for some;

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QSAR and SPECTRAL-SAR in Computational Ecotoxicology

QSAR and SPECTRAL-SAR in Computational Ecotoxicology presents a collection of studies based on the epistemological bulk data-information;

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QSAR and SPECTRAL-SAR in Computational Ecotoxicology

QSAR and SPECTRAL-SAR in Computational Ecotoxicology presents a collection of studies based on the epistemological bulk data-information;

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Road Tunnels

of societal risk, evaluated with the help of event tree analysis, vehicle queue formation dynamics, and users' egress and tenability models;

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Data Uncertainty and Important Measures

heat sink. In the third part, Bayesian and evidential networks are used to deal with important measures evaluation in the context;

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Asset Pricing in Discrete Time

options, in a one-period model; derives the Black-Scholes model assuming a lognormal distribution for the asset and a pricing kernel with constant;

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Duration, Convexity, and Other Bond Risk Measures

Frank Fabozzi walks you through every aspect of bond risk measures from the price volatility characteristics of option-free bonds and bonds with;

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Risk Modeling Evaluation Handbook

models currently used byfinancial institutions are no longer adequatequantitative measures of risk exposure. In The Risk Modeling Evaluation;

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OECD companion to the inventory of support measures for fossil fuels 2021

production and consumption of fossil fuels as documented in the 2020 OECD Inventory of Support Measures for Fossil Fuels to track progress in reform;

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Multi-period credit portfolio selection

Since the establishment of credit risk portfolio models in the financial industry in the 1990s, the focus of interest of both academics and;

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Tychastic Measure of Viability Risk

during the exercise period on one hand and measuring the risk by computing the hedging exit time function associating with smaller investments;

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Inventory Planning and Optimization wih SAP IBP

the best way to handle your inventory. Configure SAP Integrated Business Planning for inventory and model your supply network. Then optimize;

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Multi-scale Analysis for Random Quantum Systems with Interaction

comparison of the multi-particle model with its single-particle counterpart a self-contained rigorous derivation of both spectral and dynamical;

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