Online Public Access Catalogue (OPAC)
Library,Documentation and Information Science Division

“A research journal serves that narrow

borderland which separates the known from the unknown”

-P.C.Mahalanobis


Normal view MARC view ISBD view

Handbook of Financial Engineering [electronic resource] / edited by Constantin Zopounidis, Michael Doumpos, Panos M. Pardalos.

Contributor(s): Zopounidis, Constantin [editor.] | Doumpos, Michael [editor.] | Pardalos, Panos M [editor.] | SpringerLink (Online service).
Material type: TextTextSeries: Springer Optimization and Its Applications: 18Publisher: Boston, MA : Springer US, 2008Description: XVIII, 494 p. 25 illus. online resource.Content type: text Media type: computer Carrier type: online resourceISBN: 9780387766829.Subject(s): Business mathematics | Finance | Mathematical optimization | Actuarial Sciences | Mathematical Modeling and Industrial Mathematics | Business Mathematics | Quantitative Finance | Optimization | Finance, generalAdditional physical formats: Printed edition:: No title; Printed edition:: No title; Printed edition:: No titleDDC classification: 368.01 Online resources: Click here to access online
Contents:
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.
In: Springer eBooksSummary: Over the past decade the financial and business environments have undergone significant changes. During the same period several advances have been made within the field of financial engineering, involving both the methodological tools as well as the application areas. This comprehensive edited volume discusses the most recent advances within the field of financial engineering, focusing not only on the description of the existing areas in financial engineering research, but also on the new methodologies that have been developed for modeling and addressing financial engineering problems. This book is divided into four major parts, each covering different aspects of financial engineering and modeling such as portfolio management and trading, risk management, applications of operation research methods, and credit rating models. Handbook of Financial Engineering is intended for financial engineers, researchers, applied mathematicians, and graduate students interested in real-world applications to financial engineering.
Tags from this library: No tags from this library for this title. Log in to add tags.
No physical items for this record

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.

Over the past decade the financial and business environments have undergone significant changes. During the same period several advances have been made within the field of financial engineering, involving both the methodological tools as well as the application areas. This comprehensive edited volume discusses the most recent advances within the field of financial engineering, focusing not only on the description of the existing areas in financial engineering research, but also on the new methodologies that have been developed for modeling and addressing financial engineering problems. This book is divided into four major parts, each covering different aspects of financial engineering and modeling such as portfolio management and trading, risk management, applications of operation research methods, and credit rating models. Handbook of Financial Engineering is intended for financial engineers, researchers, applied mathematicians, and graduate students interested in real-world applications to financial engineering.

There are no comments for this item.

Log in to your account to post a comment.
Library, Documentation and Information Science Division, Indian Statistical Institute, 203 B T Road, Kolkata 700108, INDIA
Phone no. 91-33-2575 2100, Fax no. 91-33-2578 1412, ksatpathy@isical.ac.in


Visitor Counter