Financial Engineering, E-commerce and Supply Chain

✍ Scribed by Manfred Gilli, Evis Këllezi (auth.), Panos M. Pardalos, Vassilis K. Tsitsiringos (eds.)

• Publisher: Springer US
• Year: 2002
• Tongue: English
• Leaves: 403
• Series: Applied Optimization 70
• Edition: 1
• Category: Library

✦ Synopsis

One of the fast growing elements of the Internet is electronic commerce, which refers to the use of electronic means to conduct business transactions within or across business entities. Nearly 80 percent of all Fortune 500 companies have been doing their core business through the Internet. Many issues, and societal implications of electronic commerce, are the subjects of recent research. A supply chain consists of all the entities and activities that enable the production, distribution, and delivery of products and services to consumers. Research in designing and managing supply chains has rapidly expanded during the last decade. In addition, increased and accessible computing power and modeling capabilities have spurred this growth, enabling researchers to simultaneously consider the many interrelated variables and decisions of a supply chain in a single tractable model.

✦ Table of Contents

Front Matter....Pages i-xii
The Threshold Accepting Heuristic for Index Tracking....Pages 1-18
Algorithms for Optimization of Value-at-Risk....Pages 19-46
Empirical Bayes Estimation of Securities Price Parameters....Pages 47-57
The Value of Integrative Risk Management for Insurance Products with Guarantees....Pages 59-74
α -Quantile Option in a Jump-Diffusion Economy....Pages 75-87
On Optimality Condition of Interacting Agents in Financial Markets....Pages 89-99
Searching for the Optimal Defence Expenditure....Pages 101-118
The Efficiency of Capital Market Microstructure in Greece....Pages 119-137
A Multiobjective Methodology for Bank Asset Liability Management....Pages 139-151
Post Tax Optimal Investments....Pages 153-174
Random Matrix Theory and a Definition of Correlations in Financial Markets....Pages 175-187
The Simulation of the Implied Distribution and Other Smile Consistent Stochastic Volatility Models: An Overview....Pages 189-212
E-Commerce in the Agribusiness Sector: Present Situation and Future Trends....Pages 213-230
Identifying Patterns in Internet Retail Store Layouts....Pages 231-245
A Dynamic Slope Scaling Procedure for the Fixed-Charge Cost Multi-Commodity Network Flow Problem....Pages 247-270
Quantitative Inventory Modeling and Future Trends in Supply Chain Management....Pages 271-293
Non-Linear Pricing in Single Period Supply Contracts with Asymmetric Demand Information....Pages 295-319
The Optimization of the Distribution System in the Context of Supply Chain Management Development....Pages 321-342
From Logistics to Collaborative Logistics — A Theoretical Approach....Pages 343-359
Supply Chain Management: A Business Approach to Some Actual Aspects....Pages 361-378
Failure Discrimination by Semi-Definite Programming....Pages 379-396
Back Matter....Pages 397-401

✦ Subjects

Business/Management Science, general; Finance/Investment/Banking; Economics general; Computer Science, general; Algorithms