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Risk Management and Simulation, Gupta, Aparna


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Цена: 9798.00р.
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При оформлении заказа до: 2025-08-18
Ориентировочная дата поставки: конец Сентября - начало Октября
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Автор: Gupta, Aparna
Название:  Risk Management and Simulation
ISBN: 9780367379889
Издательство: Taylor&Francis
Классификация:



ISBN-10: 0367379880
Обложка/Формат: Paperback
Страницы: 528
Вес: 0.98 кг.
Дата издания: 27.09.2019
Язык: English
Размер: 155 x 236 x 31
Читательская аудитория: Tertiary education (us: college)
Основная тема: Operations Research
Ссылка на Издательство: Link
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Поставляется из: Европейский союз
Описание:

The challenges of the current financial environment have revealed the need for a new generation of professionals who combine training in traditional finance disciplines with an understanding of sophisticated quantitative and analytical tools. Risk Management and Simulation shows how simulation modeling and analysis can help you solve risk management problems related to market, credit, operational, business, and strategic risk. Simulation models and methodologies offer an effective way to address many of these problems and are easy for finance professionals to understand and use. Drawing on the authors extensive teaching experience, this accessible book walks you through the concepts, models, and computational techniques.

How Simulation Models Can Help You Manage Risk More Effectively

Organized into four parts, the book begins with the concepts and framework for risk management. It then introduces the modeling and computational techniques for solving risk management problems, from model development, verification, and validation to designing simulation experiments and conducting appropriate output analysis. The third part of the book delves into specific issues of risk management in a range of risk types. These include market risk, equity risk, interest rate risk, commodity risk, currency risk, credit risk, liquidity risk, and strategic, business, and operational risks. The author also examines insurance as a mechanism for risk management and risk transfer. The final part of the book explores advanced concepts and techniques. The book contains extensive review questions and detailed quantitative or computational exercises in all chapters. Use of MATLAB(R) mathematical software is encouraged and suggestions for MATLAB functions are provided throughout.

Learn Step by Step, from Basic Concepts to More Complex Models

Packed with applied examples and exercises,




Megaproject Risk Analysis and Simulation: A Dynamic Systems Approach

Автор: P Boateng/Z Chen/SO Ogunlana
Название: Megaproject Risk Analysis and Simulation: A Dynamic Systems Approach
ISBN: 178635831X ISBN-13(EAN): 9781786358318
Издательство: Emerald
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Цена: от 5195.00 р.
Наличие на складе: Есть

Описание: Providing new knowledge on risk analysis and simulation for megaprojects, this book is essential reading for both academics and practitioners. Its focus is on technical descriptions of a newly developed dynamic systems approach to megaproject risk analysis and simulation.

Stochastic Simulation and Applications in Finance with Matlab Programs

Автор: Huynh
Название: Stochastic Simulation and Applications in Finance with Matlab Programs
ISBN: 0470725389 ISBN-13(EAN): 9780470725382
Издательство: Wiley
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Цена: 11086.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Stochastic Simulation and Applications in Finance with Matlab Programs begins by covering the basics of probability and statistics, which are essential to the understanding the later chapters on random processes and computational simulation techniques, it then goes on to discuss Monte Carlo simulations.

Process Simulation and Optimization in Sustainable Logistics and Manufacturing

Автор: Pawel Pawlewski; Allen Greenwood
Название: Process Simulation and Optimization in Sustainable Logistics and Manufacturing
ISBN: 331907346X ISBN-13(EAN): 9783319073460
Издательство: Springer
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Цена: 18284.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: The aim of this book is to present qualitative aspects of logistics operations and supply chain management which help to implement the sustainable policy principles in the companies and public sector`s institutions.

Process Simulation and Optimization in Sustainable Logistics and Manufacturing

Автор: Pawel Pawlewski; Allen Greenwood
Название: Process Simulation and Optimization in Sustainable Logistics and Manufacturing
ISBN: 3319383809 ISBN-13(EAN): 9783319383804
Издательство: Springer
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Цена: 15672.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: The aim of this book is to present qualitative aspects of logistics operations and supply chain management which help to implement the sustainable policy principles in the companies and public sector`s institutions.

Autokorrelationen in der historischen Simulation

Автор: Noel Boka
Название: Autokorrelationen in der historischen Simulation
ISBN: 3658211075 ISBN-13(EAN): 9783658211073
Издательство: Springer
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Цена: 6529.00 р.
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Описание:

Konzepte der barwertigen Zinsrisikomessung.- Determinanten der Autokorrelation in der historischen Simulation.- Autokorrelation unter Verwendung unterschiedlicher Zinskurven und Vorgehensweisen.- Analyse der Prognosegьte vor dem Hintergrund verschiedener Autokorrelationseffekte.- Bereinigung von Autokorrelationen.

Simulation in Computational Finance and Economics: Tools and Emerging Applications

Автор: Biliana Alexandrova-Kabadjova, Serafin Martinez-Jaramillo, Alma Lilia Garcia-Almanza, Edward Tsang
Название: Simulation in Computational Finance and Economics: Tools and Emerging Applications
ISBN: 1466620110 ISBN-13(EAN): 9781466620117
Издательство: Mare Nostrum (Eurospan)
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Цена: 27027.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Simulation in Computational Finance and Economics: Tools and Emerging Applications presents a thorough collection of works, covering several rich and highly productive areas of research including Risk Management, Agent-Based Simulation, and Payment Methods and Systems, topics that have found new motivations after the strong recession experienced in the last few years. Despite the fact that simulation is widely accepted as a prominent tool, dealing with a simulation-based project requires specific management abilities of the researchers. Economic researchers will find an excellent reference to introduce them to the computational simulation models. The works presented in this book can be used as an inspiration for economic researchers interested in creating their own computational models in their respective fields.

Hybrid Simulation Models of Production Networks

Автор: Vassilis S. Kouikoglou; Yannis A. Phillis
Название: Hybrid Simulation Models of Production Networks
ISBN: 1441933638 ISBN-13(EAN): 9781441933638
Издательство: Springer
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Цена: 19564.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: This book aims at enhancing rigorous understanding of a particular area of production, that of analysis and optimization of production lines and networks using discrete event models and simulation.

Student Workbook With Medical Office Simulation Software 2.0 for Green`s Understanding Health Insurance: A Guide to Billing and Reimbursement, 11th

Автор: Green
Название: Student Workbook With Medical Office Simulation Software 2.0 for Green`s Understanding Health Insurance: A Guide to Billing and Reimbursement, 11th
ISBN: 1133283756 ISBN-13(EAN): 9781133283751
Издательство: Cengage Learning
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Цена: 6334.00 р.
Наличие на складе: Нет в наличии.

Energy risk

Автор: Pilipovic, Dragana
Название: Energy risk
ISBN: 0071485945 ISBN-13(EAN): 9780071485944
Издательство: McGraw-Hill
Рейтинг:
Цена: 11495.00 р.
Наличие на складе: Поставка под заказ.

Описание:

The Latest Methods and Strategies for Successfully Trading and Managing Risk in Today's Volatile Energy Markets

The updated Second Edition of Energy Risk presents an authoritative overview of the contemporary energy trading arena, combining the lesson's from the last decade with proven methods and strategies required for valuing energy derivatives and managing risk in these ever volatile markets.

Written by renowned energy risk expert Dragana Pilipovic this revised classic examines market behavior, covering both quantitative analysis and trader-oriented insights. The book shows how to establish a modeling process that involves the key players_managers, traders, quantitative analysts, and engineers_and provides practical answers to energy trading and risk management questions.

The Second Edition of Energy Risk features:

  • Detailed coverage of the primary factors that influence energy risk
  • Techniques for building marked-to-market forward price curves, creating volatility matrices, and valuing complex options
  • Specific guidelines and tools for achieving risk goals
  • New to this edition: three new chapters on the emerging energy market and marked-to-market issues; new material on energy-specific models, seasonal effects, and the derivation of the mean-reverting price model; and more
Simulation for Industry 4.0

Автор: Murat M. Gunal
Название: Simulation for Industry 4.0
ISBN: 3030041360 ISBN-13(EAN): 9783030041366
Издательство: Springer
Рейтинг:
Цена: 23757.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: The book shows how simulation`s long history and close ties to industry since the third industrial revolution have led to its growing importance in Industry 4.0. Simulation for Industry 4.0 is a guide and milestone for the simulation community, as well as those readers working to achieve the goals of Industry 4.0.

Direct and Large-Eddy Simulation XI

Автор: Maria Vittoria Salvetti; Vincenzo Armenio; Jochen
Название: Direct and Large-Eddy Simulation XI
ISBN: 3030049140 ISBN-13(EAN): 9783030049140
Издательство: Springer
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Цена: 30745.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание:

This book gathers the proceedings of the 11th workshop on Direct and Large Eddy Simulation (DLES), which was held in Pisa, Italy in May 2017. The event focused on modern techniques for simulating turbulent flows based on the partial or full resolution of the instantaneous turbulent flow structures, as Direct Numerical Simulation (DNS), Large-Eddy Simulation (LES) or hybrid models based on a combination of LES and RANS approaches. In light of the growing capacities of modern computers, these approaches have been gaining more and more interest over the years and will undoubtedly be developed and applied further. The workshop offered a unique opportunity to establish a state-of-the-art of DNS, LES and related techniques for the computation and modeling of turbulent and transitional flows and to discuss about recent advances and applications.This volume contains most of the contributed papers, which were submitted and further reviewed for publication. They cover advances in computational techniques, SGS modeling, boundary conditions, post-processing and data analysis, and applications in several fields, namely multiphase and reactive flows, convection and heat transfer, compressible flows, aerodynamics of airfoils and wings, bluff-body and separated flows, internal flows and wall turbulence and other complex flows.
Simulation-Based Case Studies in Logistics

Автор: Yuri Merkuryev; Galina Merkuryeva; Miquel ANgel Pi
Название: Simulation-Based Case Studies in Logistics
ISBN: 184996825X ISBN-13(EAN): 9781849968256
Издательство: Springer
Рейтинг:
Цена: 15672.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: This book details different approaches to developing simulation models for engineers dealing with strategic, tactical, or operational decisions in logistic systems. 11 simulation-based case studies in logistics and supply management are discussed.


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