Management of non-maturing deposits by multi-stage stochastic programming

Article Abstract:

A multistage stochastic programming model is developed where stochastic processes describe the stochastic evolution of interest rates and volume under management with the observed correlations between interest rates and volumes. Practical experience from the application at a major Swiss bank is reported where the model was employed since the mid-90s.

Depository Credit Intermediation, Money Management Accts & Svcs, Banking industry, Asset management accounts, Stochastic programming

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Optimal procurement decisions in the presence of total quantity discounts and alternative product recipes

Article Abstract:

The results of a study conducted to find how a multi-plant company deals with various suppliers offering concessions on the quantity of products purchased have been mentioned. The procedures used in the study have been discussed.

Europe, General services, Commodity & service prices, Venture Analysis, Purchasing, Prices and rates, Business enterprises, Materials, Logistics, Business logistics, Industrial suppliers, Company pricing policy

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A multi-period game theoretic model of venture capitalists and entrepreneurs

Article Abstract:

Relationship between venture capitalist and entrepreneur from inception onwards, is studied through multi-period game theoretic model with moral hazard where contract is set in the first period.

Commercial Banking, Canada, Israel, Business Financing, Models, Analysis, Business, Corporations, Business models

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