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Risk Management in Finance and Logistics / by Chunhui Xu, Takayuki Shiina
(Translational Systems Sciences. ISSN:21978840 ; 14)

Publisher	(Singapore : Springer Nature Singapore : Imprint: Springer)
Year	2018
Edition	1st ed. 2018.
Authors	*Xu, Chunhui author Shiina, Takayuki author SpringerLink (Online service)

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Links to the text	Location	Volume	Call No.	Barcode No.	Status	Comments	ISBN	Printed	Restriction	Reserve
Links to the text	Library Off-campus access			OB00186046		Springer Economics and Finance eBooks (電子ブック)	9789811303173

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Material Type	E-Book
Media type	機械可読データファイル
Size	XIII, 185 p. 48 illus., 13 illus. in color : online resource
Notes	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 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 HTTP:URL=https://doi.org/10.1007/978-981-13-0317-3
Subjects	LCSH:Financial engineering LCSH:Financial risk management LCSH:Financial services industry LCSH:Business enterprises—Finance LCSH:Business logistics LCSH:Industrial Management FREE:Financial Engineering FREE:Risk Management FREE:Financial Services FREE:Corporate Finance FREE:Logistics FREE:Industrial Management
Classification	LCC:HG176.7 DC23:332 DC23:658.15
ID	8000022986
ISBN	9789811303173