Complexity in economics

Complex dynamics in economics arise from nonlinear systems that do not converge to a fixed point, a limit cycle, or explode or implode exponentially due to endogenous factors. They arise from cybernetics, catastrophe theory, chaos theory, or the varieties of modern complexity theory, including models ...

Investigación operativa

modelos determinísticos y estocásticos

Esta obra nos introduce en el conocimiento de los modelos deterministas y estocásticos de la Investigación Operativa cuyos orígenes se encuentran en los primeros intentos de aplicar el método científico a problemas de planificación empresarial en los comienzos del siglo pasado. Libro adecuado para profesionales ...

Time series with long memory

This volume provides in a convenient format for students and researchers the core papers in long memory time series analysis. Long memory time series are characterized by a strong dependence between distant events. Various methods and their theoretical properties are discussed, with empirical applications. The ...

Econometric modelling of European money demand

aggregation, cointegration, identification

The introduction of a single European currency constitutes a remarkable instance of internationalization of monetary policy. Whether a concomitant internationalization can be detected also in the econometric foundations of monetary policy is the problem dealt with in this book. Its basic theoretical ingredients comprise a ...

A companion to theoretical econometrics

Essentials of business research methods

Stochastic modeling and optimization

with applications in queues, finance, and supply chains

This book covers the broad range of research in stochastic models and optimization. Applications covered include networks, financial engineering, production planning and supply chain management. Each contribution is aimed at graduate students working in operations research, probability, and statistics

Computer-aided introduction to econometrics

Advances in economics and econometrics

Business research

a practical guide for undergraduate and postgraduate students

Teoría de colas y simulación de eventos discretos

Dealmaking

using Monte Carlo and real options analysis

Real Options Analysis (ROA) and Monte Carlo Analysis (MCA) are two of today#s most significant tools in the valuation and negotiation of high- potential-value, high-ambiguity deals. Dealmaking Using Real Options and Monte Carlo Analysis outlines a new approach for creating flexible, practical valuation models ...

Discrete choice methods with simulation

This book describes the new generation of discrete choice methods, focusing on the many advances that are made possible by simulation. Researchers use these statistical methods to examine the choices that consumers, households, firms, and other agents make. Each of the major models is covered ...

Investigación operativa

Tourism forecasting and marketing

Técnicas de análisis económico input-output

Dynamic models of advertising competition

The dynamic modelling and analysis of advertising competition continues to be a topic of importance to scholars and practitioners. The second edition of this text reviews empirical and analytical research on the topic and extends the research through analytical and numerical investigation. Three types of ...

Market response models

econometric and time series analysis

A guide to the use of market response models for planning and forecasting. The text can serve as a text for graduate students in marketing, as a guide for marketing scientists and as a handbook for marketing professionals. In each case the purpose has been ...

Asset pricing

discrete time approach

The theory of asset pricing has grown markedly more sophisticated since the early 1980s, with the application of powerful mathematical tools such as probability theory, stochastic processes and numerical analysis. The main goal of this text is to provide a systematic exposition, with practical applications ...

Quantitative models for performance evaluation and benchmarking

data development analysis with spreadsheets and DEA Excel solver

It is difficult to evaluate an organization's performance when there are multiple inputs and multiple outputs to the system. The difficulties are further enhanced when the relationships between the inputs and the outputs are complex and involve unknown tradeoffs. This work introduces DEA as ...