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Date
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Topic |
For next class |
Download |
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Lecture 1
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- Course overview
- Introduction to decision models; scale and complexity
- Linear programming formulation
- Demonstration of the spreadsheet optimization method
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- Formulate ad solve the "Shelby Shelving" case (in
the reading book on pp. 68-69 prepare to discuss in class but
do not write up a formal solution)
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Lecture 1 Notes
Bland0.xls
Bland.xls
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Lecture 2
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- Two formulation examples
- Shelby Shelving case
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- Homework 1 is assigned homerwork1.pdf
- Read and try question (a) of “Petromor: The Morombian
State Oil Company.” (Prepare to discuss in class, but do
not write a formal solution.)
- Optional reading: “Graphical Analysis' in the reading
book.
- Load the Solver Table into your Excel (you need to have Solver
installed before attempting to load SolverTable. They are separate
programs.) Instructions are here.
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Lecture 2 Notes
Trans0.xls
Trans.xls
Staffing0.xls
Staffing.xls
Shelby0.xls
Shelby.xls
Shelby-tables.xls
Petromor.xls
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Lecture 3
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- Sensitivity analysis (on Shelby)
- Bidding/Assignment models
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· Try optimization
Practice Problems #2 and # 5 (in the reading book).
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Lecture 3 Notes
Petromor0.xls
Petromor.xls
Shelby-ST.xls
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Lecture 4
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- Multiperiod planning
- Cash Flow Matching LP, Project funding example
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· Optional reading:
“Improving Gasoline Blending at Texaco” in the reading
book
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Lecture 4 Notes
Nsc0.xls
Nsc.xls
Projfund0.xls
Projfund.xls
Projfund-with-ST.xls
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Lecture 5
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· Integer Programing :
plant location example
· Portfolio Optimizaton
I
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· Optional reading:
« Exploring the New Efficient Frontier » and
« Asset Allocation in a Downside-Risk Framework »
in the reading book.
· Try optimization
Practice Problems # 7, #8, and #9 in the reading book.
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Lecture 5 Notes
Plant0.xls
Plant.xls
Plant_if.xls
Invest0.xls
Invest.xls
EmoryU-Article
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Lecture 6
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· Portfolio Optimizaton
II
· Homework
#1 is due !
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· Homework 2 is
assigned.
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Lecture 6 Notes
Ten-stocks.xls
Ten-stocks0.xls
Ten-stocks-with-shorting.xls
Ten-stocks-with-int.xls
Negcorrel.xls
Highcorrel.xls
Lowcorrel.xls
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Lecture 7
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· GMS stock Hedging
· Introduction
to Retailer Simulation
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· Crystal Ball
Software will be handed out in class !
· Optional reading :
« His goal : No room at the Inns, » « Computes
as Price Setters Complicate Travelers’s Lives, »
« Makinf Supply Meet Deamand in an Uncertain World. »
and « Yield Management at American Airlines »
in the reading book.
· Try optimization
Practice Problems #11, #13, and #14 in the reading book.
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Lecture 7 Notes
Gold.xls
Gold0.xls
Retail.xls
Retail-zip-file
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Lecture 8
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· Retailer case
· Retailier analysis
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· Install Crystal
Ball on your computer
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Lecture 8 Notes
Ret_Ip0.xls
Ret_Ip.xls
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Lecture 9
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· Introduction
to simulation
· Introduction
to Crytal Ball
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· Try Simulation
Practice Problems #1 and #2in the reading book.
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Lecture 9 Notes
Coin.xls
Asiaoil0.xls
Asianoil.xls
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Lecture 10
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· Risk Management
simulation example
· Ski jacket case
· Homework
#2 is due !
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· Reeading « identifying,
Measuring, and Hedging Currency Risk at Merck, » « Merck's
1995 Annual Report, » and « Managing Risk »
in the reading book.
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Lecture 10 Notes
Ski0.xls
Ski.xls
Ski2.xls
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Lecture 11
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· Risk Management
at Merck
· Using Simulation
for Foreign Currency Risk Management
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· Try Simulation
Practice #3 in the reading book.
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Lecture 11 Notes
Merck_u0.xls
Merck_u.xls
Merck0.xls
Merck.xls
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Lecture 12
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· Introduction
to Value at Risk
· Bond Applications
· Course review
and wrap-up
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Lecture 12 Notes
Putnam.xls
Putnam0.xls
Premier.xls
Premier0.xls
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Final Exam
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SampleQuestions.pdf
SampleSoutions.pdf
Brition.xls
Nifty.xls
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