Télécharger le livre :  The Yield Curve and Financial Risk Premia
The determinants of yield curve dynamics have been thoroughly discussed in finance models. However, little can be said about the macroeconomic factors behind the movements of short- and long-term interest rates as well as the risk compensation demanded by financial...

Editeur : Springer
Parution : 2011-08-17
Collection : Lecture Notes in Economics and Mathematical Systems PDF, ePub

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Télécharger le livre :  Supply Chain Coordination in Case of Asymmetric Information
Information sharing is frequently promoted as a mean to improve the supply chain performance. This work shows the results of behavioral experiments, in which the participants share private information in order to influence the contract terms in a Just-in-Time...

Editeur : Springer
Parution : 2011-07-05
Collection : Lecture Notes in Economics and Mathematical Systems ePub

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Télécharger le livre :  Cooperation and Efficiency in Markets
The book deals with collusion between firms on both sides of a market that is immune to deviations by coalitions. We study this issue using an infinitely countably repeated game with discounting of future single period payoffs. A strict strong perfect equilibrium is the...

Editeur : Springer
Parution : 2011-06-29
Collection : Lecture Notes in Economics and Mathematical Systems ePub

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Télécharger le livre :  Periodic Review Inventory Systems
The focus of the work is twofold. First, it provides an introduction into fundamental structural and behavioral aspects of periodic review inventory systems. Second, it includes a comprehensive study on analytical and optimization aspects of a specific class of those...

Editeur : Springer
Parution : 2011-06-26
Collection : Lecture Notes in Economics and Mathematical Systems ePub

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Télécharger le livre :  Random-Like Multiple Objective Decision Making
What are the random-like phenomena that can be found everywhere in real-life world? When carrying out a random sampling survey on the traffic situation, we often obtain some descriptive results such as approximately expedite, a little crowded and so on, therefore, the...

Editeur : Springer
Parution : 2011-03-25
Collection : Lecture Notes in Economics and Mathematical Systems ePub

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Télécharger le livre :  Pricing and Risk Management of Synthetic CDOs
This book considers the one-factor copula model for credit portfolios that are used for pricing synthetic CDO structures as well as for risk management and measurement applications involving the generation of scenarios for the complete universe of risk factors and the...

Editeur : Springer
Parution : 2011-02-04
Collection : Lecture Notes in Economics and Mathematical Systems ePub

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Télécharger le livre :  Designing Public Policies
This monograph provides a novel approach to the evaluation of economic policy by combining two different analytical strategies. On the one hand, the computable general equilibrium (CGE) analysis, a standard tool mostly used to quantify the impact of economic measures or...

Editeur : Springer
Parution : 2010-09-14
Collection : Lecture Notes in Economics and Mathematical Systems ePub

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Télécharger le livre :  Cooperative Lot Sizing Games in Supply Chains
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Télécharger le livre :  Price Regulation and Risk
Natural monopolies are not subject to the market-based principle of competition. Consequently, it is necessary to control companies in such monopoly positions with regard to their pricing. In the future, it will become more and more important to consider a possible...

Editeur : Springer
Parution : 2010-08-03
Collection : Lecture Notes in Economics and Mathematical Systems ePub

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Télécharger le livre :  Monopsonistic Labour Markets and the Gender Pay Gap
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Télécharger le livre :  Decision-Making in Committees
Political and economic institutions are typically governed by committees that face the challenge to reconcile the preferences of their members. How should decision rules be designed to generate fair and sustainable agreements, for example if committee members represent...

Editeur : Springer
Parution : 2010-01-22
Collection : Lecture Notes in Economics and Mathematical Systems ePub

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Télécharger le livre :  Flexible Shift Planning in the Service Industry
The introductory chapter consists of four sections. In Sect. 1. 1 we reveal the c- rent situation in hospitals that is faced by the management. We address the general issue of personnel scheduling in the service industry in Sect. 1. 2. Then we motivate our research by...

Editeur : Springer
Parution : 2010-01-07
Collection : Lecture Notes in Economics and Mathematical Systems ePub

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Télécharger le livre :  Production and Inventory Management with Substitutions
Quantitativeapproachesforsolvingproductionplanningandinventorymanagement problems in industry have gained growing importance in the past years. Due to the increasinguse of AdvancedPlanningSystems, a widespreadpracticalapplicationof the sophisticated optimization models...

Editeur : Springer
Parution : 2009-11-25
Collection : Lecture Notes in Economics and Mathematical Systems ePub

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Télécharger le livre :  Bubbles and Crashes in Experimental Asset Markets
This book describes a laboratory experiment designed to test the causes and properties of bubbles in financial markets and explores the question whether it is possible to design markets which avoid such bubbles and crashes. In the experiment, subjects were given the...

Editeur : Springer
Parution : 2009-10-03
Collection : Lecture Notes in Economics and Mathematical Systems ePub

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Télécharger le livre :  Pricing of Derivatives on Mean-Reverting Assets
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Télécharger le livre :  Supply Chain Coordination Mechanisms
Integrated supply chain planning is well understood by theory and widely applied in practice – however, only with respect to intra-organisational supply chains. In inter-organisational supply chains, an additional, yet unresolved problem arises: due to confidentiality...

Editeur : Springer
Parution : 2009-09-18
Collection : Lecture Notes in Economics and Mathematical Systems ePub

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Télécharger le livre :  Microeconomic Risk Management and Macroeconomic Stability
“The essence of a hedging contract is a coincident purchase and sale in two markets which are expected to behave in such a way that any loss realized in one will be offset by an equivalent gain in the other. If such behavior follows a perfect hedge has been effected. ”...

Editeur : Springer
Parution : 2009-08-02
Collection : Lecture Notes in Economics and Mathematical Systems ePub

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Télécharger le livre :  Revenue Management with Flexible Products
Remarkable features of revenue management (RM) problems in the cargo, manufacturing and broadcasting industries are so-called flexible products. "Flexibility" means that the actual mode of production is not defined at the time of purchase, but can be chosen later on by...

Editeur : Springer
Parution : 2007-09-18
Collection : Lecture Notes in Economics and Mathematical Systems PDF

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" About this book This book suggests a novel approach......

Editeur : Springer
Parution : 2007-08-28
Collection : Lecture Notes in Economics and Mathematical Systems PDF

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Télécharger le livre :  Complex Systems Approach to Economic Dynamics
Economic Systems exhibit complex dynamics evidenced by large-amplitude and aperiodic fluctuations in economic variables, such as foreign exchange rates and stock market prices, indicating that these systems are driven far from the equilibrium. Characterization of the...

Editeur : Springer
Parution : 2007-08-17
Collection : Lecture Notes in Economics and Mathematical Systems PDF

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