000 04153nam a22005775i 4500
001 978-0-387-76682-9
003 DE-He213
005 20161121231209.0
007 cr nn 008mamaa
008 100725s2008 xxu| s |||| 0|eng d
020 _a9780387766829
_9978-0-387-76682-9
024 7 _a10.1007/978-0-387-76682-9
_2doi
050 4 _aHG8779-8793
072 7 _aKFFN
_2bicssc
072 7 _aBUS033000
_2bisacsh
082 0 4 _a368.01
_223
245 1 0 _aHandbook of Financial Engineering
_h[electronic resource] /
_cedited by Constantin Zopounidis, Michael Doumpos, Panos M. Pardalos.
264 1 _aBoston, MA :
_bSpringer US,
_c2008.
300 _aXVIII, 494 p. 25 illus.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aSpringer Optimization and Its Applications,
_x1931-6828 ;
_v18
505 0 _aPortfolio 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.
520 _aOver 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.
650 0 _aMathematics.
650 0 _aBusiness mathematics.
650 0 _aFinance.
650 0 _aEconomics, Mathematical.
650 0 _aActuarial science.
650 0 _aMathematical models.
650 0 _aMathematical optimization.
650 1 4 _aMathematics.
650 2 4 _aActuarial Sciences.
650 2 4 _aMathematical Modeling and Industrial Mathematics.
650 2 4 _aBusiness Mathematics.
650 2 4 _aQuantitative Finance.
650 2 4 _aOptimization.
650 2 4 _aFinance, general.
700 1 _aZopounidis, Constantin.
_eeditor.
700 1 _aDoumpos, Michael.
_eeditor.
700 1 _aPardalos, Panos M.
_eeditor.
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9780387766812
830 0 _aSpringer Optimization and Its Applications,
_x1931-6828 ;
_v18
856 4 0 _uhttp://dx.doi.org/10.1007/978-0-387-76682-9
912 _aZDB-2-SMA
950 _aMathematics and Statistics (Springer-11649)
999 _c509986
_d509986