Quantitative Business Modeling

Book Description

Rather than giving instruction in models and solving problems, this textbook focuses on the process of modeling and the use of models in analyzing various managerial situations. The process of modeling is highly relevant to all business disciplines and is a critical skill for all professionals. The emphasis of this text will be on the integration and development of modeling skills including problem recognition, data collection, model formulation, analysis, and communicating and implementing the results.

Handbook of Quantitative Supply Chain Analysis: Modeling in the E-Business Era (International Series in Operations Research & Management Science)

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Handbook of Quantitative Supply Chain Analysis: Modeling in the E-Business Era (International Series in Operations Research & Management Science)

Manufacturer: Springer
ProductGroup: Book
Binding: Hardcover

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The Logic of Logistics: Theory, Algorithms, and Applications for Logistics and Supply Chain Management (Springer Series in Operations Research and Financial Engineering)
Handbooks in Operations Research and Management Science: Supply Chain Management: Design, Coordination and Operation (Hanbooks in Operations Research and Management Series)
Quantitative Models for Supply Chain Management (International Series in Operations Research & Management Science)
Modeling the Supply Chain (Duxbury Applied)
Supply Chain Management Best Practices

Accessories:

Representation and Control of Infinite Dimensional Systems (Systems & Control: Foundations & Applications)
Introduction to Mathematical Systems Theory: Linear Systems, Identification and Control
Fundamentals of Convex Analysis (Grundlehren Text Editions)

ASIN: 1402079524

Book Description

Over the past two decades, not only has supply chain analysis become a strategic focus of leading firms, it has also spawned an impressive array of research that brings together diverse research communities. Adding to this diversity and intellectual energy is the emergence of E-Business. E-Business creates new competitive dimensions that are fast-paced, ever-changing, and risk-prone, dimensions where innovation, speed, and technological savvy often define success. Most importantly, E-Business challenges the premises and expands the scope of supply chain analysis. The Handbook is a comprehensive research reference that is essential for anyone interested in conducting research in supply chain. Unique features include:

-A focus on the intersection of quantitative supply chain analysis and E-Business,
-Unlike other edited volumes in the supply chain area, this is a handbook rather than a collection of research papers. Each chapter was written by one or more leading researchers in the area. These authors were invited on the basis of their scholarly expertise and unique insights in a particular sub-area,
-As much attention is given to looking back as to looking forward. Most chapters discuss at length future research needs and research directions from both theoretical and practical perspectives,
-Most chapters describe in detail the quantitative models used for analysis and the theoretical underpinnings; many examples and case studies are provided to demonstrate how the models and the theoretical insights are relevant to real situations,
-Coverage of most state-of-the-art business practices in supply chain management.

Audience: This volume is suitable for researchers, faculty, graduate students, and practitioners in the following areas: supply chain management, operations research, management science, decision science, industrial engineering, operations management, civil engineering/transportation, logistics management, risk management, applied mathematics, economics, computer science, industrial management, and other related areas.

A Benchmark Approach to Quantitative Finance (Springer Finance)

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A Benchmark Approach to Quantitative Finance (Springer Finance)
Eckhard Platen , and David Heath
Manufacturer: Springer
ProductGroup: Book
Binding: Hardcover

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The Volatility Surface: A Practitioner's Guide (Wiley Finance)
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The Complete Guide to Option Pricing Formulas

ASIN: 3540262121

Book Description

The benchmark approach provides a general framework for financial market modeling, which extends beyond the standard risk-neutral pricing theory. It permits a unified treatment of portfolio optimization, derivative pricing, integrated risk management and insurance risk modeling. The existence of an equivalent risk-neutral pricing measure is not required. Instead, it leads to pricing formulae with respect to the real-world probability measure. This yields important modeling freedom which turns out to be necessary for the derivation of realistic, parsimonious market models. The first part of the book describes the necessary tools from probability theory, statistics, stochastic calculus and the theory of stochastic differential equations with jumps. The second part is devoted to financial modeling by the benchmark approach. Various quantitative methods for the real-world pricing and hedging of derivatives are explained. The general framework is used to provide an understanding of the nature of stochastic volatility. The book is intended for a wide audience that includes quantitative analysts, postgraduate students and practitioners in finance, economics and insurance. It aims to be a self-contained, accessible but mathematically rigorous introduction to quantitative finance for readers that have a reasonable mathematical or quantitative background. Finally, the book should stimulate interest in the benchmark approach by describing some of its power and wide applicability.

Quantitative Health Risk Analysis Methods: Modeling the Human Health Impacts of Antibiotics Used in Food Animals (International Series in Operations Research & Management Science)

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Quantitative Health Risk Analysis Methods: Modeling the Human Health Impacts of Antibiotics Used in Food Animals (International Series in Operations Research & Management Science)
Jr., Louis Anthony Cox
Manufacturer: Springer
ProductGroup: Book
Binding: Hardcover

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Health Risk Assessment | Administration & Policy | Medicine | Subjects | Books

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ASIN: 0387259090

Book Description

Worldwide health care problems are a hot, growing application in Operations Research. Along with a quickly growing field is an active community of Medical OR and Risk Analysis researchers. Tony Cox is one of the leading research scholars in the field of Risk Heath Risk. His work on health risk modeling will be synthesized along with the work of others on modeling human health risks. The monograph will cover a range of modeling and methodological issues including environmental, experimental, simulation, and mathematical modeling approaches.

Quantitative Modeling of Derivative Securities: From Theory To Practice

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A useful introduction to modeling of derivatives
A useful introduction to modeling of derivatives
Very good treatment of mathematical finance minus the typos
Avellaneda's worse performance
I wish I could send the book back.

Quantitative Modeling of Derivative Securities: From Theory To Practice
Marco Avellaneda , and Peter Laurence
Manufacturer: Chapman & Hall/CRC
ProductGroup: Book
Binding: Hardcover

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The Complete Guide to Option Pricing Formulas
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The Black Swan: The Impact of the Highly Improbable

ASIN: 1584880317

Book Description

Quantitative Modeling of Derivative Securities demonstrates how to take the basic ideas of arbitrage theory and apply them - in a very concrete way - to the design and analysis of financial products. Based primarily (but not exclusively) on the analysis of derivatives, the book emphasizes relative-value and hedging ideas applied to different financial instruments. Using a "financial engineering approach," the theory is developed progressively, focusing on specific aspects of pricing and hedging and with problems that the technical analyst or trader has to consider in practice. More than just an introductory text, the reader who has mastered the contents of this one book will have breached the gap separating the novice from the technical and research literature.

Customer Reviews:

A useful introduction to modeling of derivatives.......2002-12-02

This book is written by the two well-known applied mathematicians - Marco Avellaneda of the Courant Institute and Peter Laurence of the University of Rome. Avellaneda has been involved in financial mathematics for a number of years, while Laurence's interest in this subject is more recent. The book can serve as a useful introduction to the quantitative analysis in financial markets. As such, it covers a lot of ground stretching from an exposition of the standard Black-Scholes theory to an interesting description of the HJM framework. In addition to the standard material, it contains several original results developed by the authors themselves. The first printing had so many typos that its study was difficult for a novice. Most of these typos had been corrected in the second printing. In its present form, the book can be strongly recommended to a general reader with interest in the mathematical finance.

A useful introduction to modeling of derivatives.......2002-12-02

Very good treatment of mathematical finance minus the typos.......2002-04-04

This book is no doubt written in haste and typos are galore. I have read this book in its entirety and I highly recommend it. Concepts well covered include Binomial trees, Brownian motion and stochastic calculus, APT, HJM formulation, etc. It is a great stepping stone to get to Duffy's book. A second edition would be a great idea.

Avellaneda's worse performance.......2000-03-23

This is a surprisingly sloppy book written by a known academic in the financial engineering world. That is Marco Avellaneda. At first sight, this book is a good idea. It is suppose to bridge the gap between literature that are too simplified for quants and the high level books that are too mathematically rigorous for pratitioners. However this book is presented in such a sloopy manner that any profit driven company would sack these two authors. There are typo mistakes in almost every page and some fundamental errors. There are numerical examples there are completely wrong. On top of that, who writes a quant book without giving any exercises. The authors should comprehend that mistakes in quantitative books can be very misleading to the reader especially if the reader is trying to learn. If you don't have a Ph.D. in Math, don't read this book. It might do more harm than good.

I wish I could send the book back........2000-03-23

Obviously I followed the wrong review. Those who feel that thetypos are immaterial are misleading. I lost many hours trying tounderstand what the book was doing in many places only to realize that the book was just wrong. So, if you don't have a lot of spare time, and don't wish to be an editor, please do yourself a favor and skip this book. END

QUANTITATIVE ANALYSIS, DERIVATIVES MODELING, AND TRADING STRATEGIES: IN THE PRESENCE OF COUNTERPARTY CREDIT RISK FOR THE FIXED-INCOME MARKET

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QUANTITATIVE ANALYSIS, DERIVATIVES MODELING, AND TRADING STRATEGIES: IN THE PRESENCE OF COUNTERPARTY CREDIT RISK FOR THE FIXED-INCOME MARKET
Yi Tang , and Bin Li
Manufacturer: World Scientific Publishing
ProductGroup: Book
Binding: Hardcover

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The Volatility Surface: A Practitioner's Guide (Wiley Finance)

ASIN: 9810240791

Product Description

This book addresses selected practical applications and recent developments in the areas of quantitative financial modeling in derivatives instruments, some of which are from the authors own research and practice.

A Course in Credibility Theory and its Applications (Universitext)

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A Course in Credibility Theory and its Applications (Universitext)
Hans Bühlmann , and Alois Gisler
Manufacturer: Springer
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Binding: Paperback

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Accessories:

Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability)
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ASIN: 3540257535

Book Description

The book is aimed at teachers and students as well as practising experts in the financial area, in particular at actuaries in the field of property-casualty insurance, life insurance, reinsurance and insurance supervision. Persons working in the wider world of finance will also find many relevant ideas and examples even though credibility methods have not yet been widely applied here.

The book covers the subject of Credibility Theory extensively and includes most aspects of this topic from the simplest case to the most general dynamic model. Credibility is a lifeless topic if it is not linked closely to practical applications. The book therefore treats explicitly the tasks which the actuary encounters in his daily work such as estimation of loss ratios, claim frequencies and claim sizes.

This book deserves a place on the bookshelf of every actuary and mathematician who works, teaches or does research in the area of insurance and finance.

Logit Modeling: Practical Applications (Quantitative Applications in the Social Sciences)

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Logit Modeling: Practical Applications (Quantitative Applications in the Social Sciences)
Alfred DeMaris
Manufacturer: Sage Publications, Inc
ProductGroup: Book
Binding: Paperback

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ASIN: 0803943776

Book Description

Logit Modeling represents a breakthrough for researchers because it offers ways for more efficient estimation of models with multiple categorical variables, especially when the measurement assumptions for classical multiple regression fail to be met. Taking an applied approach, DeMaris begins by describing the logit model in the context of the general loglinear model, moving its application from two-way to multidimensional tables. He then divides the rest of the book between an examination of the varieties of logit models for contingency tables and logistic regression. Throughout his coverage of both these major areas, DeMaris emphasizes interpretation of results. The book concludes with an extension of logistic regression to dependent variables with more than two categories. Logit Modeling is the perfect answer for those seeking a comprehensive guide for the entire range of logit models.

Managerial Spreadsheet Modeling and Analysis (Irwin Series in Quantitative Methods and Management Science.)

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The firepower of Excel unleashed for business decisionmaking

Managerial Spreadsheet Modeling and Analysis (Irwin Series in Quantitative Methods and Management Science.)
Rick Hesse
Manufacturer: Richard D Irwin
ProductGroup: Book
Binding: Hardcover

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An Introduction to Management Science: Quantitative Approaches to Decision Making (Introduction to Management Science)

ASIN: 0256215308

Book Description

This book is meant to give a good working knowledge of mathematical techniques available to model, solve and analyze real-world problems on spreadsheets that may arise in a work environment. Using this approach students have an easier time seeing the relevance of management science in the business world. The electronic spreadsheet has become the standard tool used to build models and analyze quantitative problems. This book incorporates all of the traditional management science topics taught today, but uses an electronic spreadsheet as a visual platform. The approach is centered on problem solving rather than learning mathematics or theory. It emphasizes both problem finding and formulation as managerial modeling and then uses the spreadsheet to layout the model on templates provided to the student to solve the problem. Students will then lead to the analysis of the results by performing "what-if" analysis-which is uniquely well matched to the spreadsheet approach. This allows them to get a feel for each type of model and what it can accomplish without getting confused with the math.

Customer Reviews:

The firepower of Excel unleashed for business decisionmaking.......2000-08-26

Dr. Hesse unlocks the firepower of Excel for Quantitative Analysis purposes. Using combinations of functions and functionality, he shows you how to perform decision analysis, linear programming and a host of other advanced business decision tools using the same simple spreadsheet platform that most people use for simple addition. True, it may not be the EASIEST read in the world, but using Dr. Hesse's methods could save you from purchasing dedicated analysis software that you may not need. DEFINITELY worth a look...

Market Research and Modeling: Progress and Prospects: A Tribute to Paul E. Green (International Series in Quantitative Marketing)

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Market Research and Modeling: Progress and Prospects: A Tribute to Paul E. Green (International Series in Quantitative Marketing)

Manufacturer: Springer
ProductGroup: Book
Binding: Paperback

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ASIN: 0387243089

Book Description

Marketing Research and Modeling addresses state of the art developments including new techniques and methodologies by leading experts in marketing and marketing research. This work emphasizes new developments in Bayesian Decision Analysis, Multivariate Analysis, Multidimensional Scaling, Conjoint Analysis, Applications of Conjoint and MDS technique, Data Mining, Cluster Analysis, and Neural Networks.

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