A spreadsheet modelling approach to the assortment problem

Article Abstract:

A study was conducted to analyze assortment problems and formulate them as shortest or longest path problems on directed acyclic networks. A spreadsheet model was utilized to solve the problem. A basis tree was generated and was shown to be planar for practical uses. Results indicated the effectiveness of using a spreadsheet to solve problems resulting from a variety of different situations.

Information Systems & Theory, Computer networks, Spreadsheets, Spreadsheet software

---

From data to model and back to data: a bond portfolio management problem

Article Abstract:

Research is presented concerning the development of a multiperiod stochastic program which incorporates interest rate scenarios for the investigation of management problems relating to bond portfolios. The sensitivity of the model is discussed.

Research, Finance, Stochastic programming

---

Extensions of the Ho and Lee interest-rate model to the multinomial case

Article Abstract:

A multinomial model for development of the term structure of interest rates is presented. The model is an extension of the Ho and Lee binomial model.

Italy, Hungary, Interest Rates, Binomial theorem

Similar abstracts:

• Abstracts: Performance characteristics of alternative genetic algorithmic approaches to the traveling salesman problem using path representation: an empirical study
• Abstracts: Approximating probability density functions and their convolutions using orthogonal polynomials. An optimal, dynaic policy for hotel yield management
• Abstracts: Solving the generalized assignment problem using polyhedral results. An experiment in scheduling and planning of non-structured jobs: lessons learned from artificial intelligence and operational research toolbox
• Abstracts: Getting to them through their money. The financial front line. Cheap and trusted
• Abstracts: Asian democracy for the 21st century. Pakistan's good sense should extend to Kashmir. A refugee crisis doesn't have to happen

This website is not affiliated with document authors or copyright owners. This page is provided for informational purposes only. Unintentional errors are possible.