Risk Management in Finance and Logistics

Springer
SKU:
9789811303166
|
ISBN13:
9789811303166
$149.40
(No reviews yet)
Condition:
New
Usually Ships in 24hrs
Current Stock:
Estimated Delivery by: | Fastest delivery by:
Adding to cart… The item has been added
Buy ebook
This is the first book to introduce the major quantitative tools in risk management taking financial investments and logistics planning as the background: optimization and stochastic programming. Contained here are the fundamentals of portfolio selection theory from the point of view of risk control, and methods for risk control with new and popular risk measures such as VaR (Value-at-Risk) and CVaR (Conditional VaR). The book also introduces a new theory for risk management in more general investment situations such as flexible investment decisions, providing an accessible and comprehensive introduction to the interrelations between these fields of research. Basic concepts of stochastic programming are introduced, and their applications to risk management in inventory distribution and network design are covered as well. Illustrated by carefully chosen examples and supported by extensive data analyses, this book is highly recommended to readers who seek an in-depth and up-to-date integrated overview of the ever-expanding theoretical and quantitative fields of risk management in financial investment and logistics planning.


  • | Author: Chunhui Xu, Takayuki Shiina
  • | Publisher: Springer
  • | Publication Date: Aug 02, 2018
  • | Number of Pages: 185 pages
  • | Language: English
  • | Binding: Hardcover
  • | ISBN-10: 9811303169
  • | ISBN-13: 9789811303166
Author:
Chunhui Xu, Takayuki Shiina
Publisher:
Springer
Publication Date:
Aug 02, 2018
Number of pages:
185 pages
Language:
English
Binding:
Hardcover
ISBN-10:
9811303169
ISBN-13:
9789811303166