Risk Management in Finance and Logistics

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...

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Bibliographic Details
Main Author: Xu, Chunhui (Author)
Format: Electronic eBook
Language:English
Published: Singapore : Springer Singapore , 2018.
Edition:1st ed. 2018.
Series:Translational Systems Sciences, 14
Subjects:
Financial engineering.
Risk management.
Investment banking.
Securities.
Business enterprises-Finance.
Business logistics.
Engineering economics.
Engineering economy.
ISBN:9789811303173
ISSN:2197-8832 ;
Online Access: Get full text
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Table of Contents:
  • Part I Risk Management in Finance
  • Financial Investment, Financial Risk and Risk Management
  • Market Risk Measures in Financial Investments
  • Market Risk Control in Investment Decisions
  • Market Risk Measures for Flexible Investments
  • Market Risk Control in Flexible Investment Decisions
  • Part II Risk Management in Logistics
  • Basic Results on Stochastic Programming
  • Inventory Distribution Problem
  • Reorganization of Logistics Network
  • Notations in Part I
  • Historical prices and monthly profit rates of IBM and INTC: Data used in Chapter 2
  • Historical prices of 10 components of the DJIA: data used in Chapter 5.

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