الصفحة 8
الصفحة 8
High Frequency Financial Econometrics : Recent Developments
This exciting volume presents cutting-edge developments in high frequency financial econometrics, spanning a diverse range of topics: market microstructure, tick-by-tick data, bond and foreign exchange markets and large dimensional volatility modelling. The chapters on market microstructure deal with liquidity, asymmetries of information, and limit order aggressiveness in pure limit order book markets. The chapters on tick-by-tick data present statistical techniques for the analysis of the discrete nature of price movements, the intraday seasonal patterns of financial durations, and the joint probability law of prices, volume and durations. Bond markets are brought into focus through the analysis of macroeconomic announcements in the future bond market as a function of the business cycle.
Hidden Markov Models in Finance
A number of methodologies have been employed to provide decision making solutions to a whole assortment of financial problems in today's globalized markets. Hidden Markov Models in Finance by Mamon and Elliott will be the first systematic application of these methods to some special kinds of financial problems; namely, pricing options and variance swaps, valuation of life insurance policies, interest rate theory, credit risk modeling, risk management, analysis of future demand and inventory level, testing foreign exchange rate hypothesis, and early warning systems for currency crises.
Hedonic Methods in Housing Markets : Pricing Environmental Amenities and Segregation
Cities are growing worldwide and their sprawl is increasingly challenged for its pressure on open spaces and environmental quality. Economic arguments can help to decide about the trade-off between preserving environmental quality and developing housing and business surfaces, provided the benefits of environmental quality are adequately quantified. To this end, this book focuses on the use and advancement of the "hedonic approach", an economic valuation technique that analyses and quantifies the sources of rent and property price differentials. Starting from theoretical foundations, the hedonic approach is applied to the valuation of natural land use preservation and noise abatement measures, as well as to residential segregation and discrimination, extending the analysis to the role of the buyers' and sellers' identity on housing market prices and to the issue of environmental justice.
Health Care Benchmarking and Performance Evaluation : An Assessment using Data Envelopment Analysis (DEA)
One of the most pressing problems in today's health care system is performance evaluation. Performance evaluation in health care goes well beyond financial and efficiently issues directly to matters of life and death. HEALTH CARE BENCHMARKING AND PERFORMANCE EVALUATION applies the analytical framework of Data Envelopment Analysis methodology to provide health care administrators with specific benchmarking tools for performance evaluation. Most importantly, the book provides health care practitioners and administrators with information of what is lacking in specific aspects of performance and then outlines the ways how these performance inadequacies can be improved.
Hazardous Chemicals in Products and Processes : Substitution as an Innovative Process
ubstitution of hazardous substances is a prioritised objective in chemical regulation and risk management. However, it is experienced as a tough task with often inconsistent results. Based on thirteen case studies, this book analyzes substitution as an innovation process and attempts to give answers to the following questions: Why and under which circumstances are companies able and willing to substitute hazardous substances? What are the main drivers and the main barriers? In which way can communication along the supply chain support environmental innovation? How can risk management appropriately deal with the lack of knowledge, with uncertainties and incomplete knowledge about the possible effects of different substances?
Handel an Regelenergie- und Spotmärkten : Methoden zur Entscheidungsunterstützung für Netz- und Kraftwerksbetreiber = Trading on balancing energy and spot markets : Methods for decision support for grid and power plant operators
Nach der Deregulierung der Elektrizitätsmärkte in Deutschland stehen die Netz- und Kraftwerksbetreiber vor neuen Planungsaufgaben unter unsicheren Rahmenbedingungen. Neben dem Wandel von der Kostenminimierung hin zur Gewinnmaximierung gewinnt insbesondere der adäquate Umgang mit Risiken an Bedeutung. Dementsprechend rückt die Handelsplanung in den Fokus der operativen Geschäftstätigkeit.
Handbook Utility Management
As the deregulation of European utility markets has progressed, the dynamics of and the competitive pressure in the utility industries have steadily intensified over recent years. These changes in the regulatory framework have caused a shift in the direction of an integrated market environment, resulting in new challenges for the management of power and gas companies and a substantial need for strategic reorientation. The Handbook Utility Management is concerned with these changes and challenges in the utility industries and emerging managerial issues of high practical relevance. Inclusion of the latest insights into the economic, technological, and legal drivers of the diverse value chain activities makes the Handbook a valuable asset for both professionals and researchers.
Handbook on Scheduling : From Theory to Applications
This handbook covers not only in a unified approach the most important scheduling models and methods, it also put special emphasis to their relevance to practical situations. Many applications from industry and service operations management and case studies are described. Because the book offers some preliminaries concerning basic notions from discrete mathematics, it can also be used by beginners. As a consequence, the handbook is an indispensable source for a broad audience, ranging from researchers to practitioners, graduate and advanced undergraduate students in computer science/engineering, operations research, industrial and real-time engineering, management science, business administration, information systems, and applied mathematics curricula.
Handbook on Quality and Standardisation in E-Learning
The handbook provides a cross-national perspective on these issues and draws a clear picture of the situation in quality development and standardisation. It covers topics of a rather foundational nature in quality and standardisation research as well as descriptions of quality approaches, instruments, standards, experiences and best practices. The Handbook is directed to learners, professionals, researchers and policy makers – people creating the next generation of learning.
Handbook on Optimal Growth 1 : Discrete Time
The Handbook on Optimal Growth provides surveys of significant results of the theory of optimal growth, as well as the techniques of dynamic optimization theory on which they are based. Armed with the results and methods of this theory, a researcher will be in an advantageous position to apply these versatile methods of analysis to new issues in the area of dynamic economics.
Handbook on Modelling for Discrete Optimization
This handbook couples the difficult, critical-thinking aspects of mathematical modeling with the hot area of discrete optimization. It will be done in an academic handbook treatment outlining the state-of-the-art for researchers across the domains of the Computer Science, Math Programming, Applied Mathematics, Engineering, and Operations Research. Included in the handbook's treatment are results from Graph Theory, Logic, Computer Science, and Combinatorics.
Handbook on Information Technology in Finance
This Handbook contains surveys of state-of-the-art concepts, systems, applications, best practices as well as contemporary research in the intersection between IT and finance. Included are recent trends and challenges, IT systems and architectures in finance, essential developments and case studies on management information systems, service oriented architecture modelling, IT architectures for securities trading, IT-systems in banking, process-oriented systems in corporate treasuries, grid computing and networking. The IT applications in banking, trading and insurance cover risk management and controlling, financial portals, electronic payment and others. In addition, also finance-related IT applications in non-financial companies are considered. The concept-oriented part of the book focuses on IT methods in finance like financial models and modelling financial data, planning and processes, security, algorithms and complexity.
Handbook on Information Technologies for Education and Training
The handbook's goal is to enable the reader to gain a deep understanding of past, current and future research and applications in the field of educational technology. The reader will gain an in-depth understanding of complex theories, strategies, concepts, and methods relating to the design, development, implementation, and evaluation of educational technologies. Because it combines both the present experience in the field and the vision of its emerging directions, the handbook will be a comprehensive guide for researchers and practitioners working with educational technologies. All the chapters of the second edition are newly written, the handbook therefore presents the latest developments in the field.
Handbook on Decision Support Systems 2 : Variations
As the most comprehensive reference work dealing with decision support systems (DSS), this book is essential for the library of every DSS practitioner, researcher, and educator. Written by an international array of DSS luminaries, its more than 70 chapters approach decision support systems from a wide variety of perspectives ranging from classic foundations to cutting-edge thought, informative to provocative, theoretical to practical, historical to futuristic, human to technological, and operational to strategic. The chapters are conveniently organized into 10 major sections: foundations of decision support systems, DSS fundamentals, multiparticipant DSSs, intelligent DSSs, effects of decision support, time & space issues, scopes of decision support, developing & managing decision support systems, cases &applications, and decision support horizons. Novices and experts alike will refer to the authoritative and stimulating content again and again for years to come.
Handbook on Decision Support Systems 1 : Basic Themes
Decision support systems have experienced a marked increase in attention and importance over the past 25 years. The aim of this book is to survey the decision support system (DSS) field – covering both developed territory and emergent frontiers. It will give the reader a clear understanding of fundamental DSS concepts, methods, technologies, trends, and issues. It will serve as a basic reference work for DSS research, practice, and instruction. To achieve these goals, the book has been designed according to a ten-part structure, divided in two volumes with chapters authored by well-known, well-versed scholars and practitioners from the DSS community.
Handbook on Architectures of Information Systems
This book is the first volume of a running series under the title Inter- tional Handbooks on Information Systems. The series is edited by Peter Bernus, Jacek Blazewicz, Günter Schmidt and Mike Shaw. One objective is to give state of the art surveys on selected topics of information systems theory and applications. To this end, a distinguished international group of academics and practitioners are invited to provide a reference source not only for problem solvers in business, industry, and government but also for professional researchers and graduate students.
Handbook of public finance
The Handbook of Public Finance provides a definitive source, reference, and text for the field of public finance. In 18 chapters it surveys the state of the art - the tradition and breadth of the field but also its current status and recent developments. The Handbook's intellectual foundation and orientation is truly multidisciplinary. Throughout its examination of the standard material of public finance, it explores the connections between that material and such neighboring fields as political science, sociology, law, and public administration.
Handbook Of Operations Research In Natural Resources
Handbook of Operations Research in Natural Resources will be the first systematic handbook treatment of quantitative modeling natural resource problems, their allocated efficient use, and societal and economic impact. Andrés Weintraub is the very top person in Natural Resource research. Moreover, he has an international reputation in OR and a former president of the International Federation of Operational Research Societies (IFORS). He has selected co-editors who are at the top of the sub-fields in natural resources: agriculture, fisheries, forestry, and mining. The book will cover these areas in terms with contributions from researchers on modeling natural research problems, quantifying data, developing algorithms, and discussing the benefits of research implementations. The handbook will include tutorial contributions when necessary.
Handbook of New Institutional Economics
New Institutional Economics (NIE) has skyrocketed in scope and influence over the last three decades. This first Handbook of NIE provides a unique and timely overview of recent developments and broad orientations. Contributions analyse the domain and perspectives of NIE; sections on legal institutions, political institutions, transaction cost economics, governance, contracting, institutional change, and more capture NIE's interdisciplinary nature. This Handbook will be of interest to economists, political scientists, legal scholars, management specialists, sociologists, and others wishing to learn more about this important subject and gain insight into progress made by institutionalists from other disciplines. This compendium of analyses by some of the foremost NIE specialists, including Ronald Coase, Douglass North, Elinor Ostrom, and Oliver Williamson, gives students and new researchers an introduction to the topic and offers established scholars a reference book for their research
Handbook of New Institutional Economics
New Institutional Economics (NIE) has skyrocketed in scope and influence over the last three decades. This first Handbook of NIE provides a unique and timely overview of recent developments and broad orientations. Contributions analyse the domain and perspectives of NIE; sections on legal institutions, political institutions, transaction cost economics, governance, contracting, institutional change, and more capture NIE's interdisciplinary nature. This Handbook will be of interest to economists, political scientists, legal scholars, management specialists, sociologists, and others wishing to learn more about this important subject and gain insight into progress made by institutionalists from other disciplines. This compendium of analyses by some of the foremost NIE specialists, including Ronald Coase, Douglass North, Elinor Ostrom, and Oliver Williamson, gives students and new researchers an introduction to the topic and offers established scholars a reference book for their research.
