This handbook includes contributions related to optimization, pricing and valuation problems, risk modeling and decision making problems arising in global financial and commodity markets from the perspective of Operations Research and Management Science. The book is structured in three parts,...

Due to the growing importance of IT-based innovations, contemporary firms face an excessive number of proposals for IT projects. As typically only a fraction of these projects can be implemented with the given capacity, IT project portfolio management as a relatively new discipline has received...

This book presents new approaches to fixed income modeling and portfolio management techniques. Taking into account the latest mathematical and econometric developments in finance, it analyzes the hedging securities and structured instruments that are offered by banks, since recent research in...

The risk of counterparty default in banking, insurance, institutional, and pension-fund portfolios is an area of ongoing and increasing importance for finance practitioners. It is, unfortunately, a topic with a high degree of technical complexity. Addressing this challenge, this book provides a...

Seit der Einführung der unter Basel II bekannten bankaufsichtlichen Anforderungen ist der Druck auf Kreditinstitute, verfeinerte Risikomessmethoden zu entwickeln, deutlich angestiegen. Besonders bemerkbar macht sich das bei der Messung und Steuerung von Kreditrisiken. Maria Stefanova untersucht...

Methods -- The Formulation and Solution of Discrete Optimisation Models -- Continuous Approaches for Solving Discrete Optimization Problems -- Logic-Based Modeling -- Modelling for Feasibility - the Case of Mutually Orthogonal Latin Squares Problem -- Network Modelling -- Modeling and...

Modellbasierte Gestaltung prozessorientierter Informationssysteme -- Fuzzy-Methoden für die Prozessmodellierung -- Entwicklung einer Methode zur Integration von Unschärfe in die Prozessmodellierung -- Austausch- und Speicherformat für unscharfe Prozessmodelle -- Anwendung der Methode zur...