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Krieg, Georg N. (contributor) - 2005

5th Werner Kern Award for Productivity Research 2005 Kanban control systems bear a great potential to significantly improve operations. A company may reap the full benefits of kanban control only after determining an optimal or near-optimal system configuration. To do that, methods are needed to...

Persistent link: https://www.econbiz.de/10014014024

Real Options Valuation : The Importance of Interest Rate Modelling in Theory and Practice

Schulmerich, Marcus (contributor) - 2005

shows that the assumption of a constant interest rate in real options valuation is not justifiable. All necessary theory is …

Persistent link: https://www.econbiz.de/10014014074

Pricing and Risk Management of Synthetic CDOs

Schlösser, Anna - 2011

Introduction -- Part I Fundamentals: Credit Derivatives and Markets -- Mathematical Preliminaries -- Part II Static Models: One Factor Gaussian Copula Model -- Normal Inverse Gaussian Factor Copula Model -- Part III: Term-Structure Models -- Large Homogeneous Cell Approximation for Factor Copula...

Persistent link: https://www.econbiz.de/10014015252

Random-Like Multiple Objective Decision Making

Xu, Jiuping - 2011

Random Set Theory -- Random Multiple Objective Decision Making -- Bi-random Multiple Objective Decision Making …

Persistent link: https://www.econbiz.de/10014015281

Supply Chain Coordination in Case of Asymmetric Information : Information Sharing and Contracting in a Just-in-Time environment

Voigt, Guido - 2011

Introduction -- Supply chain coordination in case of asymmetric information -- On the impact of fixed cost reduction in the strategic lotsizing framework -- The impact of information sharing on the effectiveness of screening contracts: A first laboratory experiment -- The impact of contract...

Persistent link: https://www.econbiz.de/10014015415

On round-off errors in linear programming

Müller-Merbach, Heiner - 1970

Persistent link: https://www.econbiz.de/10014390992

Complex Systems Approach to Economic Dynamics

Chian, A. (contributor) - 2007

Statistical analysis of stock markets and foreign exchange markets has demonstrated the intermittent nature of economic time series. A nonlinear model of business cycles is able to simulate intermittency arising from order-chaos and chaos-chaos transitions. This monograph introduces new concepts...

Persistent link: https://www.econbiz.de/10013520745

Real Options and Intellectual Property : Capital Budgeting Under Imperfect Patent Protection

Baecker, Philipp N. (contributor) - 2007

-claims analysis, stochastic game theory, as well as novel numerical methods. The text re-initiates a discussion about the contribution … contingent-claims analysis, stochastic game theory, as well as novel numerical methods. Bridging a widening gap between recent … advances in the theory of financial analysis and current challenges faced by pharmaceutical companies, the text re-initiates a …

Persistent link: https://www.econbiz.de/10013520747

Risk-Averse Capacity Control in Revenue Management

Barz, Christiane (contributor) - 2007

This book revises the well-known capacity control problem in revenue management from the perspective of a risk-averse decision-maker. Modelling an expected utility maximizing decision maker, the problem is formulated as a risk-sensitive Markov decision process. Special emphasis is put on the...

Persistent link: https://www.econbiz.de/10013520759

Portfolios of Real Options

Brosch, Rainer (contributor) - 2008

Valuing portfolios of options embedded in investment decisions is arguably one of the most important and challenging problems in real options and corporate ?nance in general. Although the problem is common and vitally important in the value creation process of almost any corporation, it has not...

Persistent link: https://www.econbiz.de/10013520926