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Showing 1 - 5 of 5 matches in All Departments
This first volume of the Handbook of Asset and Liability Management
presents the theories and methods supporting models that align a
firm's operations and tactics with its uncertain environment.
Detailing the symbiosis between optimization tools and financial
decision-making, its original articles cover term and volatility
structures, interest rates, risk-return analysis, dynamic asset
allocation strategies in discrete and continuous time, the use of
stochastic programming models, bond portfolio management, and the
Kelly capital growth theory and practice. They effectively set the
scene for Volume Two by showing how the management of risky assets
and uncertain liabilities within an integrated, coherent framework
remains the core problem for both financial institutions and other
business enterprises as well.
This book offers a unique pathway to methods of parallel optimization by introducing parallel computing ideas and techniques into both optimization theory, and into some numerical algorithms for large-scale optimization problems. The presentation is based on the recent understanding that rigorous mathematical analysis of algorithms, parallel computing techniques, and "hands-on" experimental work on real-world problems must go hand in hand in order to achieve the greatest advantage from novel parallel computing architectures. The three parts of the book thus bring together relevant theory, careful study of algorithms, and modelling of significant real world problems. The problem domains include: image reconstruction, radiation therapy treatment planning, transportation problems, portfolilo management, and matrix estimation. This text can be used both as a reference for researchers and as a text for advanced graduate courses.
The Handbooks in Finance are intended to be a definitive source for
comprehensive and accessible information in the field of finance.
Each individual volume in the series presents an accurate
self-contained survey of a sub-field of finance, suitable for use
by finance and economics professors and lecturers, professional
researchers, graduate students and as a teaching supplement.
The articles included in the volume cover a range of diverse topics
linked by a common theme: the use of formal modelling techniques to
promote better understanding of financial markets and improve
management of financial operations.
The use of mathematical models in financial management is today common business practice. The state of the art is constantly being advanced by academia and refined by industry. This book achieves two objectives. First, it brings together the (apparently) diverse fields of finance and management science/operations research. It presents a variety of techniques used in complex problems for financial management: optimization, simulation, stochastic programming and supercomputing. Second, it links current industrial practices with academic research to a degree unparalleled by any previous publication in the field.
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