Handbook of Financial Engineering

368.01

Handbook of Financial Engineering edited by Constantin Zopounidis, Michael Doumpos, Panos M. Pardalos. -
XVIII, 494 p. 25 illus. online resource. - (Springer Optimization and Its Applications, 18) Content notes : Portfolio Management and Trading -- Portfolio Selection in the Presence of Multiple Criteria -- Applications of Integer Programming to Financial Optimization -- Computing Mean/Downside Risk Frontiers: The Role of Ellipticity -- Exchange Traded Funds: History, Trading, and Research -- Genetic Programming and Financial Trading: How Much About "What We Know" -- Risk Management -- Interest Rate Models: A Review -- Engineering a Generalized Neural Network Mapping of Volatility Spillovers in European Government Bond Markets -- Estimating Parameters in a Pricing Model with State-Dependent Shocks -- Controlling Currency Risk with Options or Forwards -- Operations Research Methods in Financial Engineering -- Asset Liability Management Techniques -- Advanced Operations Research Techniques in Capital Budgeting -- Financial Networks -- Mergers, Acquisitions, and Credit Risk Ratings -- The Choice of the Payment Method in Mergers and Acquisitions -- An Application of Support Vector Machines in the Prediction of Acquisition Targets: Evidence from the EU Banking Sector -- Credit Rating Systems: Regulatory Framework and Comparative Evaluation of Existing Methods. 9780387766829 * Business mathematics. Finance. Mathematical optimization. Actuarial Sciences. Mathematical Modeling and Industrial Mathematics. Business Mathematics. Quantitative Finance. Optimization. Finance, general. * Zopounidis, Constantin., edt, http://id.loc.gov/vocabulary/relators/edtDoumpos, Michael., edt, http://id.loc.gov/vocabulary/relators/edtPardalos, Panos M., edt, http://id.loc.gov/vocabulary/relators/edt * Title * Series