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Author : Thomas Leachman Carter
Publisher :
ISBN 13 :
Total Pages : 270 pages
Book Rating : 4.:/5 (459 download)
Download or read book Linear and chance constrained programming in bank balance sheet management written by Thomas Leachman Carter and published by . This book was released on 1976 with total page 270 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Abraham Charnes
Publisher :
ISBN 13 :
Total Pages : 37 pages
Book Rating : 4.:/5 (227 download)
Download or read book A Chance-Constrained Approach to Bank Dynamic Balance Sheet Management written by Abraham Charnes and published by . This book was released on 1982 with total page 37 pages. Available in PDF, EPUB and Kindle. Book excerpt: The dynamic balance sheet management model formulated deterministically by Chambers and Charnes was extended stochastically by Cohen and Thore to a two-stage LPU2 model. This paper develops a chance-constrained model which compares well with the Cohen and Thore example but in addition is easily extendable to formulations of realistic size, as the C-T model is not, and with the availability of dual evaluators. (Author).
Author : Constantin Zopounidis
Publisher : Springer Science & Business Media
ISBN 13 : 0387766820
Total Pages : 494 pages
Book Rating : 4.3/5 (877 download)
Download or read book Handbook of Financial Engineering written by Constantin Zopounidis and published by Springer Science & Business Media. This book was released on 2010-07-25 with total page 494 pages. Available in PDF, EPUB and Kindle. Book excerpt: This comprehensive handbook discusses the most recent advances within the field of financial engineering, focusing not only on the description of the existing areas in financial engineering research, but also on the new methodologies that have been developed for modeling and addressing financial engineering problems. The book is intended for financial engineers, researchers, applied mathematicians, and graduate students interested in real-world applications to financial engineering.
Author : Kyriaki Kosmidou
Publisher : Springer Science & Business Media
ISBN 13 : 1402081057
Total Pages : 177 pages
Book Rating : 4.4/5 (2 download)
Download or read book Goal Programming Techniques for Bank Asset Liability Management written by Kyriaki Kosmidou and published by Springer Science & Business Media. This book was released on 2006-04-18 with total page 177 pages. Available in PDF, EPUB and Kindle. Book excerpt: Other publications that exist on this topic, are mainly focused on the general aspects and methodologies of the field and do not refer extensively to bank ALM. On the other hand the existing books on goal programming techniques do not involve the ALM problem and more specifically the bank ALM one. Therefore, there is a lack in the existing literature of a comprehensive text book that combines both the concepts of bank ALM and goal programming techniques and illustrates the contribution of goal programming techniques to bank ALM. This is the major contributing feature of this book and its distinguishing characteristic as opposed to the existing literature. This volume would be suitable for academics and practitioners in operations research, management scientists, financial managers, bank managers, economists and risk analysts. The book can also be used as a textbook for graduate courses of asset liability management, financial risk management and banking risks.
Author : Michel Albouy
Publisher :
ISBN 13 :
Total Pages : 267 pages
Book Rating : 4.:/5 (274 download)
Download or read book Dynamic Balance Sheet Management Model for French Commercial Banks written by Michel Albouy and published by . This book was released on 1975 with total page 267 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Diogo Gobira
Publisher : Walter de Gruyter GmbH & Co KG
ISBN 13 : 3110664666
Total Pages : 216 pages
Book Rating : 4.1/5 (16 download)
Download or read book ALM Modeling and Balance Sheet Optimization written by Diogo Gobira and published by Walter de Gruyter GmbH & Co KG. This book was released on 2023-07-24 with total page 216 pages. Available in PDF, EPUB and Kindle. Book excerpt: ALM Modeling and Balance Sheet Optimization is a comprehensive book that combines theoretical exploration with practical guidance and code examples on implementing a balance sheet optimization model. The book emphasizes the use of stochastic dynamic programming to develop a deep and holistic understanding of the banking problem. Encompassing the entire implementation stack – spanning from data layers to the specification of decision variables, business and regulatory constraints, objective functions, modeling strategies, solving techniques, debugging, and reporting – this book serves as a comprehensive guide for constructing highly effective balance optimization models from scratch, enabling the maximization of banking outcomes. Readers will learn how to build a mathematical model capable of generating projections for portfolios; balance sheet, income and cash flow statements; capital, and risk measures in real-world scenarios. This practical approach is particularly valuable for professionals involved in integrated stress testing, capital adequacy assessment, financial planning, and optimization tasks. In essence, the book offers valuable insights into the challenges of balance sheet optimization, providing readers with the necessary tools to build their own dynamic and comprehensive ALM models.
Author : George Baourakis
Publisher : World Scientific
ISBN 13 : 9814490083
Total Pages : 284 pages
Book Rating : 4.8/5 (144 download)
Download or read book Fuzzy Sets In Management, Economics And Marketing written by George Baourakis and published by World Scientific. This book was released on 2001-10-30 with total page 284 pages. Available in PDF, EPUB and Kindle. Book excerpt: The rapid changes that have taken place globally on the economic, social and business fronts characterized the 20th century. The magnitude of these changes has formed an extremely complex and unpredictable decision-making framework, which is difficult to model through traditional approaches. The main purpose of this book is to present the most recent advances in the development of innovative techniques for managing the uncertainty that prevails in the global economic and management environments. These techniques originate mainly from fuzzy sets theory. However, the book also explores the integration of fuzzy sets with other decision support and modeling disciplines, such as multicriteria decision aid, neural networks, genetic algorithms, machine learning, chaos theory, etc. The presentation of the advances in these fields and their real world applications adds a new perspective to the broad fields of management science and economics.
Author : Fred Young Phillips
Publisher : Springer Science & Business Media
ISBN 13 : 1461536006
Total Pages : 580 pages
Book Rating : 4.4/5 (615 download)
Download or read book Systems and Management Science by Extremal Methods written by Fred Young Phillips and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 580 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume, Systems and Management Science by Extremal Methods, is the second in a series dedicated to honoring and extending the work of Abraham Charnes. The first volume, entitled Extremal Methods and Systems Analysis (Springer Verlag, Berlin, 1980), was edited by A.V. Fiacco and K.O. Kortanek. Subtitled "An International Symposium on the Occasion of Abraham Charnes' Sixtieth Birthday," this first volume consisted of a selection from papers presented at a conference in honor of Professor Charnes held at The University of Texas at Austin in September 1977. This second volume consists of papers, to be described more fully below, that were presented in a similar 2 conference held at the IC Institute of The University of Texas at Austin, Texas, in October of 1987, to honor Dr. Charnes on his seventieth birthday. All these papers were written by scholars and scientists whose own work has been affected by the contributions of this distinguished scholar and educator over a long period of time.
Author : Christodoulos A. Floudas
Publisher : Springer Science & Business Media
ISBN 13 : 0387747583
Total Pages : 4646 pages
Book Rating : 4.3/5 (877 download)
Download or read book Encyclopedia of Optimization written by Christodoulos A. Floudas and published by Springer Science & Business Media. This book was released on 2008-09-04 with total page 4646 pages. Available in PDF, EPUB and Kindle. Book excerpt: The goal of the Encyclopedia of Optimization is to introduce the reader to a complete set of topics that show the spectrum of research, the richness of ideas, and the breadth of applications that has come from this field. The second edition builds on the success of the former edition with more than 150 completely new entries, designed to ensure that the reference addresses recent areas where optimization theories and techniques have advanced. Particularly heavy attention resulted in health science and transportation, with entries such as "Algorithms for Genomics", "Optimization and Radiotherapy Treatment Design", and "Crew Scheduling".
Author :
Publisher :
ISBN 13 :
Total Pages : 552 pages
Book Rating : 4.3/5 (512 download)
Download or read book Journal of Bank Research written by and published by . This book was released on 1978 with total page 552 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Samuel Eilon
Publisher :
ISBN 13 :
Total Pages : 560 pages
Book Rating : 4.0/5 ( download)
Download or read book Management Science written by Samuel Eilon and published by . This book was released on 1995 with total page 560 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : A. Charnes
Publisher :
ISBN 13 :
Total Pages : 33 pages
Book Rating : 4.:/5 (897 download)
Download or read book A Chance-constrained Approach to Rank Dynamic Balance Sheet Management written by A. Charnes and published by . This book was released on 1982 with total page 33 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : A. V. Fiacco
Publisher : Springer Science & Business Media
ISBN 13 : 3642464149
Total Pages : 554 pages
Book Rating : 4.6/5 (424 download)
Download or read book Extremal Methods and Systems Analysis written by A. V. Fiacco and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 554 pages. Available in PDF, EPUB and Kindle. Book excerpt: The papers appearing in this Volume were selected from a collec tion of papers presented at the Internationa~ Symposium on Extrema~ Methods and Systems Ana~ysis on the Occasion of Professor A. Charnes' 60th Birthday, at the University of Texas in Austin, 13-15 September 1977. As coeditors, we have followed the normal editorial procedures of scholarly journals. We have obtained invaluable assistance from a number of colleagues who essentially performed the duties of associate editors, coordinating most of the reviews. All papers except those appearing in the Historica~ Perspectives section were refereed by at least two individuals with competency in the respective area. Because of the wide range and diversity of the topics, it would have been im possible for us to make a consistently rational selection of papers without the help of the associate editors and referees. We are indeed grateful to them. The breadth of extremal methods and systems analysis, suggested by the range of topics covered in these papers, is characteristic of the field and also of the scholarly work of Professor Charnes. Extre mal methods and systems analysis has been a pioneering and systematic approach to the development and application of new scientific theories and methods for problems of management and operations in both the pri vate and public sectors, spanning all major disciplines from economics to engineering.
Author :
Publisher :
ISBN 13 :
Total Pages : 564 pages
Book Rating : 4.3/5 (91 download)
Download or read book Management Science written by and published by . This book was released on 1981 with total page 564 pages. Available in PDF, EPUB and Kindle. Book excerpt: Issues for Feb. 1965-Aug. 1967 include Bulletin of the Institute of Management Sciences.
Author : Hatem Masri
Publisher : Springer
ISBN 13 : 3319688766
Total Pages : 246 pages
Book Rating : 4.3/5 (196 download)
Download or read book Financial Decision Aid Using Multiple Criteria written by Hatem Masri and published by Springer. This book was released on 2018-01-17 with total page 246 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume highlights recent applications of multiple-criteria decision-making (MCDM) models in the field of finance. Covering a wide range of MCDM approaches, including multiobjective optimization, goal programming, value-based models, outranking techniques, and fuzzy models, it provides researchers and practitioners with a set of MCDM methodologies and empirical results in areas such as portfolio management, investment appraisal, banking, and corporate finance, among others. The book addresses issues related to problem structuring and modeling, solution techniques, comparative analyses, as well as combinations of MCDM models with other analytical methodologies.
Author : George Anastassiou
Publisher : CRC Press
ISBN 13 : 0429525117
Total Pages : 413 pages
Book Rating : 4.4/5 (295 download)
Download or read book Handbook of Analytic Computational Methods in Applied Mathematics written by George Anastassiou and published by CRC Press. This book was released on 2019-06-03 with total page 413 pages. Available in PDF, EPUB and Kindle. Book excerpt: Working computationally in applied mathematics is the very essence of dealing with real-world problems in science and engineering. Approximation theory-on the borderline between pure and applied mathematics- has always supplied some of the most innovative ideas, computational methods, and original approaches to many types of problems. The f
Author : Harvey Samuel Gunderson
Publisher :
ISBN 13 :
Total Pages : 464 pages
Book Rating : 4.:/5 (89 download)
Download or read book Continuous and Discrete Probability Distributions in Two-stage Programming of Bank Assets written by Harvey Samuel Gunderson and published by . This book was released on 1974 with total page 464 pages. Available in PDF, EPUB and Kindle. Book excerpt:
