A

PROJECT SYNOPSIS
ON
Mathematical Analysis of Financial Markets and Price Behaviour
SUBMITTED BY

Anurag Bhadauria
ROLL NO. (521039991)

IN PARTIAL FULFILLMENT FOR THE AWARD OF DEGREE

OF

MASTER OF BUSINESS ADMINISTRATION

In finance
Career point
Maholi road Mathura(up)

Learning center code 0979

TABLE OF CONTENTS
List of
Tables......viii
List of Figures .
........ix
Chapter 1: Introduction 1
1.1 Research Motivation ....2
1.1.1 Business Driving Forces . .....2
1.1.2 ATP Trend ..4
1.2 Research Questions .....7
1.3 Contributions .
10
1.3.1 Research Contributions
10
1.3.2 Managerial Implications
12
1.4 Overview of Chapters .....
.13
Chapter 2: Literature Review 15
2.1 Current ATP
Research...15
2.2 Stochastic ATP
Uncertainty...16

2.3 Coordinating Demand Fulfillment with Supply

...18
2.4 Revenue Management ....
...21
Chapter 3: Pseudo Order Consideration in ATP 25
3.1 ATP Framework..
..25
3.2 Problem Formulation and Model
27
3.2.1 Notation..28
3.2.2 Formulation.....30
3.2.3 Model Analysis...32
3.3 Implementation
Rule38
3.4 Experimental Study and
Results..39
3.5 Multiple Pseudo Orders in ATP
..46
3.5.1 Notation ...46
3.5.2 Formulation......48
3.5.3 Model Analysis....50
3.6 Remarks
...54
Chapter 4: Coordinating Demand Fulfillment with Supply
4.1 Analytical Model with Deterministic Demand
Curve...57
4.1.1 Model &
Formulation...57
4.1.2 Model
Analysis.60
4.1.3 Numerical Experiments63
4.2 Analytical Model with Stochastic Demand ..
..72
4.2.1 Model &
Formulation....73

4.2.2 Model
Analysis..76
v

4.2.3 Algorithm
..77
4.2.3 Numerical Experiments
80
4.3 Analytical Model for Balanced Supply ..
85
4.3.1 Model &
Formulation....87
4.3.2 Model Analysis
.90
4.4 Available Resource
Analysis.......91
4.4.1 Model Background.
92
4.4.2 Toshiba Global Supply Chain
94
4.4.3 Model Formulation.
96
4.4.4 Result
Analysis..102
4.4.5 Remarks...
...110