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Optimization in industry 2 : mathematical programming and modeling techniques in practice / edited by Tito A. Ciriani and Robert C. Leachman
Optimization in industry 2 : mathematical programming and modeling techniques in practice / edited by Tito A. Ciriani and Robert C. Leachman
Pubbl/distr/stampa Chichester [etc.] : John Wiley & Sons, copyr. 1994
Disciplina 658.403 3
Soggetto non controllato modelli matematici congressi 1992
programmazione matematica congressi 1992
ISBN 0-471-94192-1
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNISA-990000166170203316
Chichester [etc.] : John Wiley & Sons, copyr. 1994
Materiale a stampa
Lo trovi qui: Univ. di Salerno
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Optimization over time /Peter Whittle F.R.S
Optimization over time /Peter Whittle F.R.S
Autore WHITTLE, Peter F. R. S.
Pubbl/distr/stampa Chichester : John Wiley & Sons, copyr. 1983. 2 v. ; 24 cm.
Disciplina 519.703(Programmazione multifase)
Collana Wiley series in probability and mathematical statistics
Soggetto topico Programmazione dinamica
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNISA-990005400940203316
WHITTLE, Peter F. R. S.  
Chichester : John Wiley & Sons, copyr. 1983. 2 v. ; 24 cm.
Materiale a stampa
Lo trovi qui: Univ. di Salerno
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Optimization theory with applications / Donald A. Pierre
Optimization theory with applications / Donald A. Pierre
Autore Pierre, Donald A.
Pubbl/distr/stampa New York : John Wiley & Sons, 1969
Descrizione fisica xv, 612 p. : ill. ; 23 cm.
Collana Series in decision and control
Soggetto topico Mathematical optimization
Programming (Mathematics)
Classificazione 510.49
517
QA402.5
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNISALENTO-991001129869707536
Pierre, Donald A.  
New York : John Wiley & Sons, 1969
Materiale a stampa
Lo trovi qui: Univ. del Salento
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Optimizing corporate portfolio management [[electronic resource] ] : aligning investment proposals with organizational strategy / / Anand Sanwal
Optimizing corporate portfolio management [[electronic resource] ] : aligning investment proposals with organizational strategy / / Anand Sanwal
Autore Sanwal Anand K. <1973->
Pubbl/distr/stampa Hoboken, N.J., : John Wiley & Sons, c2007
Descrizione fisica 1 online resource (220 p.)
Disciplina 658.152
Soggetto topico Corporations - Finance
Portfolio management
Soggetto genere / forma Electronic books.
ISBN 1-119-19686-8
1-280-93519-7
9786610935192
0-470-14960-4
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Overview of corporate portfolio management -- Why is CPM important? -- Framework for CPM success -- What should be considered an investment? -- Mismanaging your corporate investment portfolio : the seven (and a half) deadly sins -- Bringing CPM to your organization -- Four-step roadmap to CPM success -- Techniques and tools to optimize your coporate portfolio -- Applying CPM to functional areas within the organization -- Information technology -- Innovation/research and development -- Marketing/advertising and promotion -- Capital budgeting and capital expenditure -- Sales force -- Case studies -- American Express -- TransUnion -- Hewlett-Packard -- Cisco Systems -- State of Oregon Department of Human Services -- Appendix: Useful tools, frameworks, and practices to enable CPM -- Personnel survey : understanding current company practices and attitudes toward CPM -- HP's strategic financial analysis curriculum outline -- Useful information (diagrams, exhibits, and text) for building your CPM business case.
Record Nr. UNINA-9910143729703321
Sanwal Anand K. <1973->  
Hoboken, N.J., : John Wiley & Sons, c2007
Materiale a stampa
Lo trovi qui: Univ. Federico II
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Optimizing corporate portfolio management : aligning investment proposals with organizational strategy / / Anand Sanwal
Optimizing corporate portfolio management : aligning investment proposals with organizational strategy / / Anand Sanwal
Autore Sanwal Anand K. <1973->
Pubbl/distr/stampa Hoboken, N.J., : John Wiley & Sons, c2007
Descrizione fisica 1 online resource (220 p.)
Disciplina 658.15/2
Soggetto topico Corporations - Finance
Portfolio management
ISBN 1-119-19686-8
1-280-93519-7
9786610935192
0-470-14960-4
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Overview of corporate portfolio management -- Why is CPM important? -- Framework for CPM success -- What should be considered an investment? -- Mismanaging your corporate investment portfolio : the seven (and a half) deadly sins -- Bringing CPM to your organization -- Four-step roadmap to CPM success -- Techniques and tools to optimize your coporate portfolio -- Applying CPM to functional areas within the organization -- Information technology -- Innovation/research and development -- Marketing/advertising and promotion -- Capital budgeting and capital expenditure -- Sales force -- Case studies -- American Express -- TransUnion -- Hewlett-Packard -- Cisco Systems -- State of Oregon Department of Human Services -- Appendix: Useful tools, frameworks, and practices to enable CPM -- Personnel survey : understanding current company practices and attitudes toward CPM -- HP's strategic financial analysis curriculum outline -- Useful information (diagrams, exhibits, and text) for building your CPM business case.
Record Nr. UNINA-9910677176003321
Sanwal Anand K. <1973->  
Hoboken, N.J., : John Wiley & Sons, c2007
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Optimizing the aging, retirement, and pensions dilemma [[electronic resource] /] / Marida Bertocchi, Sandra L. Schwartz, William T. Ziemba
Optimizing the aging, retirement, and pensions dilemma [[electronic resource] /] / Marida Bertocchi, Sandra L. Schwartz, William T. Ziemba
Autore Bertocchi Marida
Pubbl/distr/stampa Hoboken, NJ, : John Wiley & Sons, c2010
Descrizione fisica 1 online resource (432 p.)
Disciplina 331.252
332.024
332.024/014
Altri autori (Persone) SchwartzS. L <1943-> (Sandra L.)
ZiembaW. T
Collana Wiley finance series
Soggetto topico Retirement - Economic aspects
Retirement income - Planning
Pensions
ISBN 1-282-49090-7
9786612490903
1-118-26638-2
0-470-58566-8
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Optimizing the Aging, Retirement, and Pensions Dilemma; Contents; Acknowledgments; Preface; Part I: The Aging Population: Issues for Retirement; Chapter 1: Issues in Retirement; 1.1 LONGEVITY AND CHANGING DEMOGRAPHICS ACROSS THE WORLD; 1.2 THE EVOLUTION OF RETIREMENT; 1.3 PROVISION FOR RETIREMENT; Chapter 2: The Various Costs of Pensions: Macro and Micro; 2.1 GOVERNMENTAL COST OF RETIREMENT; 2.2 PENSIONS AND CAPITAL FORMATION; 2.3 REGULATING CORPORATE PENSIONS; 2.4 DC VS. DB: SHIFTING THE RISKS; 2.5 FREEZING PENSION PLANS; 2.6 WHERE DO WE GO FROM HERE?
Chapter 3: The Various Pillars of Retirement: Social Security, Company Pensions, Supplementary Pensions, and Private Savings3.1 PILLARS OF RETIREMENT; 3.2 REFORMING OECD PENSIONS; 3.3 CHANGING ROLE OF PRIVATE PENSIONS; 3.4 PLANS FOR REFORMING SOCIAL PENSIONS; 3.5 RETHINKING PENSION PROMISES: BREAKING THE FIXED LINK TO A MONETARY VALUE; 3.6 INTERGENERATIONAL RISK-SHARING; Chapter 4: Asset Classes: Historical Performance and Risk; 4.1 EQUITIES; 4.2 ETFS: EXCHANGE-TRADED FUNDS; 4.3 BONDS AND FIXED INCOME; 4.4 THE BOND-STOCK MEASURE FOR MEDIUM-TERM LARGE CRASH PREDICTION; 4.5 HEDGE FUNDS
4.6 REAL ASSETS4.7 HOUSING AS AN ASSET CLASS; 4.8 GOLD AND OTHER COMMODITIES; 4.9 PRIVATE EQUITY AND RELATED ASSETS; 4.10 CURRENCIES; 4.11 EVALUATION OF GREAT INVESTORS; 4.12 FUNDAMENTAL AND SEASONAL ANOMALIES OF ASSET RETURNS; Chapter 5: The Current Economic Crisis and Its Impact on Retirement Decisions; 5.1 HOUSEHOLD AND GOVERNMENT DEBT; 5.2 WERE THE CRASH MODELS HELPFUL INSIGNALING THE US AND WORLDWIDE 2007-2009 CRASH?; 5.3 THE SUBPRIME CRISIS AND HOW IT EVOLVED; 5.4 IMPACT ON RETIREMENT EXPECTATIONS; 5.5 PENSIONS IN TROUBLE; 5.6 STATE PENSIONS; 5.7 FUTURE ERP
5.8 FUTURE INFLATION AND PENSIONSPart II: Special Issues and Models; Chapter 6: The Impact of Population Aging on Household Portfolios and Asset Returns; 6.1 INTRODUCTION; 6.2 THE EMPIRICAL EVIDENCE; 6.3 MODELS FOR PORTFOLIO CHOICES AND LIFE-CYCLE ASSET ALLOCATIONS; 6.4 CONCLUSIONS; Chapter 7: A Continuous Time Approach to Asset-Liability Surplus Management; 7.1 THE RUDOLF-ZIEMBA (2004) INTERGENERATIONAL SURPLUS MANAGEMENT MODEL; 7.2 A CASE STUDY APPLICATION OF THE RUDOLF-ZIEMBA MODEL; Chapter 8: Should Defined Benefit Pension Schemes Be Career Average or Final Salary?; 8.1 INTRODUCTION
8.2 CAREER AVERAGE DEFINED BENEFIT SCHEMES8.3 COST NEUTRALITY; 8.4 CHOOSING THE REVALUATION RATE; 8.5 THE ADOPTION OF CAREER AVERAGE PENSION SCHEMES; 8.6 ADVANTAGES OF A SWITCH TO A CAREER AVERAGE SCHEME; 8.7 DISADVANTAGES OF A SWITCH TO A CAREER AVERAGE SCHEME; 8.8 REDISTRIBUTION EFFECTS OF A SWITCH TO CAREER AVERAGE PENSIONS; 8.9 CONCLUSIONS; Chapter 9: Applying Stochastic Programming to the US Defined Benefit Pension System; 9.1 INTRODUCTION; 9.2 INTEGRATED CORPORATE/PENSION PLANNING MODEL; 9.3 ASSISTING THE DEFINED BENEFIT PENSION SYSTEM; 9.4 CONCLUSIONS
Chapter 10: Mortality-Linked Securities and Derivatives
Record Nr. UNINA-9910139466503321
Bertocchi Marida  
Hoboken, NJ, : John Wiley & Sons, c2010
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Optimizing the aging, retirement, and pensions dilemma / / Marida Bertocchi, Sandra L. Schwartz, William T. Ziemba
Optimizing the aging, retirement, and pensions dilemma / / Marida Bertocchi, Sandra L. Schwartz, William T. Ziemba
Autore Bertocchi Marida
Pubbl/distr/stampa Hoboken, NJ, : John Wiley & Sons, c2010
Descrizione fisica 1 online resource (432 p.)
Disciplina 331.252
332.024
332.024/014
Altri autori (Persone) SchwartzS. L <1943-> (Sandra L.)
ZiembaW. T
Collana Wiley finance series
Soggetto topico Retirement - Economic aspects
Retirement income - Planning
Pensions
ISBN 1-282-49090-7
9786612490903
1-118-26638-2
0-470-58566-8
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Optimizing the Aging, Retirement, and Pensions Dilemma; Contents; Acknowledgments; Preface; Part I: The Aging Population: Issues for Retirement; Chapter 1: Issues in Retirement; 1.1 LONGEVITY AND CHANGING DEMOGRAPHICS ACROSS THE WORLD; 1.2 THE EVOLUTION OF RETIREMENT; 1.3 PROVISION FOR RETIREMENT; Chapter 2: The Various Costs of Pensions: Macro and Micro; 2.1 GOVERNMENTAL COST OF RETIREMENT; 2.2 PENSIONS AND CAPITAL FORMATION; 2.3 REGULATING CORPORATE PENSIONS; 2.4 DC VS. DB: SHIFTING THE RISKS; 2.5 FREEZING PENSION PLANS; 2.6 WHERE DO WE GO FROM HERE?
Chapter 3: The Various Pillars of Retirement: Social Security, Company Pensions, Supplementary Pensions, and Private Savings3.1 PILLARS OF RETIREMENT; 3.2 REFORMING OECD PENSIONS; 3.3 CHANGING ROLE OF PRIVATE PENSIONS; 3.4 PLANS FOR REFORMING SOCIAL PENSIONS; 3.5 RETHINKING PENSION PROMISES: BREAKING THE FIXED LINK TO A MONETARY VALUE; 3.6 INTERGENERATIONAL RISK-SHARING; Chapter 4: Asset Classes: Historical Performance and Risk; 4.1 EQUITIES; 4.2 ETFS: EXCHANGE-TRADED FUNDS; 4.3 BONDS AND FIXED INCOME; 4.4 THE BOND-STOCK MEASURE FOR MEDIUM-TERM LARGE CRASH PREDICTION; 4.5 HEDGE FUNDS
4.6 REAL ASSETS4.7 HOUSING AS AN ASSET CLASS; 4.8 GOLD AND OTHER COMMODITIES; 4.9 PRIVATE EQUITY AND RELATED ASSETS; 4.10 CURRENCIES; 4.11 EVALUATION OF GREAT INVESTORS; 4.12 FUNDAMENTAL AND SEASONAL ANOMALIES OF ASSET RETURNS; Chapter 5: The Current Economic Crisis and Its Impact on Retirement Decisions; 5.1 HOUSEHOLD AND GOVERNMENT DEBT; 5.2 WERE THE CRASH MODELS HELPFUL INSIGNALING THE US AND WORLDWIDE 2007-2009 CRASH?; 5.3 THE SUBPRIME CRISIS AND HOW IT EVOLVED; 5.4 IMPACT ON RETIREMENT EXPECTATIONS; 5.5 PENSIONS IN TROUBLE; 5.6 STATE PENSIONS; 5.7 FUTURE ERP
5.8 FUTURE INFLATION AND PENSIONSPart II: Special Issues and Models; Chapter 6: The Impact of Population Aging on Household Portfolios and Asset Returns; 6.1 INTRODUCTION; 6.2 THE EMPIRICAL EVIDENCE; 6.3 MODELS FOR PORTFOLIO CHOICES AND LIFE-CYCLE ASSET ALLOCATIONS; 6.4 CONCLUSIONS; Chapter 7: A Continuous Time Approach to Asset-Liability Surplus Management; 7.1 THE RUDOLF-ZIEMBA (2004) INTERGENERATIONAL SURPLUS MANAGEMENT MODEL; 7.2 A CASE STUDY APPLICATION OF THE RUDOLF-ZIEMBA MODEL; Chapter 8: Should Defined Benefit Pension Schemes Be Career Average or Final Salary?; 8.1 INTRODUCTION
8.2 CAREER AVERAGE DEFINED BENEFIT SCHEMES8.3 COST NEUTRALITY; 8.4 CHOOSING THE REVALUATION RATE; 8.5 THE ADOPTION OF CAREER AVERAGE PENSION SCHEMES; 8.6 ADVANTAGES OF A SWITCH TO A CAREER AVERAGE SCHEME; 8.7 DISADVANTAGES OF A SWITCH TO A CAREER AVERAGE SCHEME; 8.8 REDISTRIBUTION EFFECTS OF A SWITCH TO CAREER AVERAGE PENSIONS; 8.9 CONCLUSIONS; Chapter 9: Applying Stochastic Programming to the US Defined Benefit Pension System; 9.1 INTRODUCTION; 9.2 INTEGRATED CORPORATE/PENSION PLANNING MODEL; 9.3 ASSISTING THE DEFINED BENEFIT PENSION SYSTEM; 9.4 CONCLUSIONS
Chapter 10: Mortality-Linked Securities and Derivatives
Record Nr. UNINA-9910813260403321
Bertocchi Marida  
Hoboken, NJ, : John Wiley & Sons, c2010
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Optimum structural design : theory and applications / edited by R.H. Gallagher and O.C. Zienkiewicz
Optimum structural design : theory and applications / edited by R.H. Gallagher and O.C. Zienkiewicz
Pubbl/distr/stampa London [etc.] : John Wiley & Sons, 1973
Descrizione fisica XIV, 358 p. ; 24 cm
Soggetto non controllato Scienza delle Costruzioni
Teoria delle Strutture
Calcolo a Rottura
ISBN 0 471 29050 5
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-990000582410403321
London [etc.] : John Wiley & Sons, 1973
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Option pricing models and volatility using Excel-VBA [[electronic resource] /] / Fabrice Douglas Rouah, Gregory Vainberg
Option pricing models and volatility using Excel-VBA [[electronic resource] /] / Fabrice Douglas Rouah, Gregory Vainberg
Autore Rouah Fabrice <1964->
Pubbl/distr/stampa Hoboken, N.J., : John Wiley & Sons, c2007
Descrizione fisica 1 online resource (457 p.)
Disciplina 332.6453
Altri autori (Persone) VainbergGregory <1978->
Collana Wiley finance
Soggetto topico Options (Finance) - Prices
Capital investments - Evaluation - Mathematical models
Options (Finance) - Mathematical models
Soggetto genere / forma Electronic books.
ISBN 1-118-42920-6
1-119-20209-4
1-280-82713-0
9786610827138
0-470-12575-6
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Mathematical preliminaries -- Numerical integration -- Tree-based methods -- The Black-Scholes, practitioner Black-Scholes, and Gram-Charlier models -- The Heston (1993) stochastic volatility model -- The Heston and Nandi (2000) GARCH model -- The Greeks -- Exotic options -- Parameter estimation -- Implied volatility -- Model-free implied volatility -- Model-free higher moments -- Volatility returns.
Record Nr. UNINA-9910143429003321
Rouah Fabrice <1964->  
Hoboken, N.J., : John Wiley & Sons, c2007
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Option pricing models and volatility using Excel-VBA / / Fabrice Douglas Rouah, Gregory Vainberg
Option pricing models and volatility using Excel-VBA / / Fabrice Douglas Rouah, Gregory Vainberg
Autore Rouah Fabrice <1964->
Pubbl/distr/stampa Hoboken, N.J., : John Wiley & Sons, c2007
Descrizione fisica 1 online resource (457 p.)
Disciplina 332.6453
Altri autori (Persone) VainbergGregory <1978->
Collana Wiley finance
Soggetto topico Options (Finance) - Prices
Capital investments - Evaluation - Mathematical models
Options (Finance) - Mathematical models
ISBN 1-118-42920-6
1-119-20209-4
1-280-82713-0
9786610827138
0-470-12575-6
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Mathematical preliminaries -- Numerical integration -- Tree-based methods -- The Black-Scholes, practitioner Black-Scholes, and Gram-Charlier models -- The Heston (1993) stochastic volatility model -- The Heston and Nandi (2000) GARCH model -- The Greeks -- Exotic options -- Parameter estimation -- Implied volatility -- Model-free implied volatility -- Model-free higher moments -- Volatility returns.
Record Nr. UNINA-9910676502903321
Rouah Fabrice <1964->  
Hoboken, N.J., : John Wiley & Sons, c2007
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui

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