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framework is illustrated by an application that deals with the pricing of a liquidity derivative. The second chapter focuses on … liquidity. The framework generalizes existing models by introducing a stochastic liquidity factor. The flexibility of the …
Persistent link: https://www.econbiz.de/10014013991
Alternative Investments, die sich durch ihr Streben nach marktphasenunabhängigen, absoluten Renditen auszeichnen, sind in den letzten Jahren verstärkt in den Fokus institutioneller Investoren gerückt. Damit erhalten auch die angebotenen Produktstrukturen auf Hedgefonds und Private Equity...
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includes recent advances in inventory theory, for example, new techniques for multi-echelon inventory systems and Roundy's 98 …
Persistent link: https://www.econbiz.de/10012402178
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Real problems are formulated into tractable mathematical models, which allow for an analysis of various approaches.Attention is focused on solutions.Provides a unified treatment of the models discussed , presents a critique of the existing results, and points out potential research directions.
Persistent link: https://www.econbiz.de/10014013966
The focus of the work is twofold. First, it provides an introduction into fundamental structural and behavioral aspects of periodic review inventory systems. Second, it includes a comprehensive study on analytical and optimization aspects of a specific class of those systems. For the latter...
Persistent link: https://www.econbiz.de/10014015421
. The work aims to identify those motives and to describe their effects by using methods of optimal control theory. … methods of optimal control theory …
Persistent link: https://www.econbiz.de/10013520548
Production and Operations Management: Models and Algorithms -- Graphical Modeling of Substitutions and Flexible Bills-of-Materials -- Literature Review -- Efficient Reformulations for Uncapacitated and Capacitated Lot-Sizing with Substitutions and Initial Inventories -- MIP-Based Heuristics for...
Persistent link: https://www.econbiz.de/10013522775
Finanzmathematische Grundlagen -- Eigenschaften und Bewertung von Derivaten -- Der Einsatz von Derivaten -- Hedging mit … Bewertung von Derivaten • Hedging • Derivate zur Optimierung der Performance • Feinsteuerung des Risikoprofils • Besondere …
Persistent link: https://www.econbiz.de/10014020663