Discriminatory Pricing of Over-the-Counter Derivatives

Discriminatory Pricing of Over-the-Counter Derivatives

Author: Hau Harald

Publisher: International Monetary Fund

Published: 2019-05-07

Total Pages: 45

ISBN-13: 1498303773

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New regulatory data reveal extensive price discrimination against non-financial clients in the FX derivatives market. The client at the 90th percentile pays an effective spread of 0.5%, while the bottom quarter incur transaction costs of less than 0.02%. Consistent with models of search frictions in over-the-counter markets, dealers charge higher spreads to less sophisticated clients. However, price discrimination is eliminated when clients trade through multi-dealer request-for-quote platforms. We also document that dealers extract rents from captive clients and market opacity, but only for contracts negotiated bilaterally with unsophisticated clients.


Encyclopedia of Operations Research and Management Science

Encyclopedia of Operations Research and Management Science

Author: Saul I. Gass

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 774

ISBN-13: 1461304598

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Operations Research: 1934-1941," 35, 1, 143-152; "British The goal of the Encyclopedia of Operations Research and Operational Research in World War II," 35, 3, 453-470; Management Science is to provide to decision makers and "U. S. Operations Research in World War II," 35, 6, 910-925; problem solvers in business, industry, government and and the 1984 article by Harold Lardner that appeared in academia a comprehensive overview of the wide range of Operations Research: "The Origin of Operational Research," ideas, methodologies, and synergistic forces that combine to 32, 2, 465-475. form the preeminent decision-aiding fields of operations re search and management science (OR/MS). To this end, we The Encyclopedia contains no entries that define the fields enlisted a distinguished international group of academics of operations research and management science. OR and MS and practitioners to contribute articles on subjects for are often equated to one another. If one defines them by the which they are renowned. methodologies they employ, the equation would probably The editors, working with the Encyclopedia's Editorial stand inspection. If one defines them by their historical Advisory Board, surveyed and divided OR/MS into specific developments and the classes of problems they encompass, topics that collectively encompass the foundations, applica the equation becomes fuzzy. The formalism OR grew out of tions, and emerging elements of this ever-changing field. We the operational problems of the British and U. s. military also wanted to establish the close associations that OR/MS efforts in World War II.


Management Science

Management Science

Author: Jeffrey D. Camm

Publisher: South-Western Pub

Published: 1996

Total Pages: 865

ISBN-13: 9780538827386

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This text is intended for use in intoductory management science courses for undergraduate business students or MBAs. The focus of the book is model building and the proper use (analysis) and interpretation of model results. It stresses modelling and gives only intuitive explanations of algorithmic and theoretical topics. Computer spreadsheets are emphasized throughout the book as a vehicle for modelling. The book is designed for the non-major and takes a user's rather than a doer's approach.


Management Science, Logistics, and Operations Research

Management Science, Logistics, and Operations Research

Author: Wang, John

Publisher: IGI Global

Published: 2013-09-30

Total Pages: 481

ISBN-13: 1466645075

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"This book examines related research in decision, management, and other behavioral sciences in order to exchange and collaborate on information among business, industry, and government, providing innovative theories and practices in operations research"--Provided by publisher.


Introduction to Management Science with Spreadsheets

Introduction to Management Science with Spreadsheets

Author: William J. Stevenson

Publisher: Irwin/McGraw-Hill

Published: 2007

Total Pages: 0

ISBN-13: 9780073252902

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This text combines the market leading writing and presentation skills of Bill Stevenson with integrated, thorough, Excel modeling from Ceyhun Ozgur. Professor Ozgur teaches Management Science, Operations, and Statistics using Excel, at the undergrad and MBA levels at Valparaiso University --and Ozgur developed and tested all examples, problems and cases with his students. The authors have written this text for students who have no significant mathematics training and only the most elementary experience with Excel.


Management Science Modeling

Management Science Modeling

Author: S. Christian Albright

Publisher:

Published: 2012

Total Pages: 917

ISBN-13: 9781111532451

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Easy to understand and to the point, MANAGEMENT SCIENCE MODELING, 4th Edition, International Edition uses an active-learning approach and realistic problems to help you understand and take advantage of the power of spreadsheet modeling. With real examples and problems drawn from finance, marketing, and operations research, you will easily come to see how management science applies to your chosen profession and how you can use it on the job. The authors emphasize modeling over algebraic formulations and memorization of particular models. The essentials resource website, whose access is available with every new book, includes links to the following add-ins: the Palisade Decision Tools Suite (@RISK, StatTools, PrecisionTree, TopRank, RISKOptimizer, NeuralTools, and Evolver); and SolverTable, which allows you to do sensitivity analysis. All of these add-ins have been revised for Excel 2010.


Handbook of Operations Research and Management Science in Higher Education

Handbook of Operations Research and Management Science in Higher Education

Author: Zilla Sinuany-Stern

Publisher: Springer Nature

Published: 2021-09-09

Total Pages: 529

ISBN-13: 303074051X

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This handbook covers various areas of Higher Education (HE) in which operations research/management science (OR/MS) techniques are used. Key examples include: international comparisons, university rankings, and rating academic efficiency with Data Envelopment Analysis (DEA); formulating academic strategy with balanced scorecard; budgeting and planning with linear and quadratic models; student forecasting; E-learning evaluation; faculty evaluation with questionnaires and multivariate statistics; marketing for HE; analytic and educational simulation; academic information systems; technology transfer with systems analysis; and examination timetabling. Overviews, case studies and findings on advanced OR/MS applications in various functional areas of HE are included.


Practical Management Science

Practical Management Science

Author: Wayne L. Winston

Publisher: South Western Educational Publishing

Published: 2006

Total Pages: 0

ISBN-13: 9780534465124

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This text takes an active-learning approach, providing numerous examples and problems so students can practice extensively with a concept before moving on. Four types of problems -- skill-building, skill-extending, modeling, and cases are graded within sections and chapters to help instructors assign homework. Another important feature is the way that the text integrates modeling into all functional areas of business: finance, marketing, operations management using real examples and real data. The text emphasizes modeling over algebraic formulations and memorization of particular models. Shell files are also provided so that instructors can give students as much or as little information as they need.


Management Science

Management Science

Author: Powell

Publisher: Wiley

Published: 2013-10-07

Total Pages: 0

ISBN-13: 9781118582695

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Now in its fourth edition, Powell and Baker’s Management Science: The Art of Modeling with Spreadsheets, 4th Edition provides students and business analysts with the technical knowledge and skill needed to develop real expertise in business modeling. In this book, the authors cover spreadsheet engineering, management science, and the modeling craft. Management Science, 4th Edition provides students and business analysts with the technical knowledge and skill needed to develop real expertise in business modeling. The authors cover spreadsheet engineering, management science, and the modeling craft. The text is designed to improve modeling efficiency and modeling effectiveness by focusing on the most important tasks and tools.