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024 7 _a10.1007/978-0-387-76682-9
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072 7 _aKFFN
_2bicssc
072 7 _aBUS033000
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082 0 4 _a368.01
245 1 0 _aHandbook of Financial Engineering
_h[electronic resource] /
_cedited by Constantin Zopounidis, Michael Doumpos, Panos M. Pardalos.
250 _a1st ed. 2008.
264 1 _aNew York, NY :
_bSpringer US :
_bImprint: Springer,
_c2008.
300 _aXVIII, 494 p. 25 illus.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
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347 _atext file
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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 _aActuarial science.
650 0 _aMathematical models.
650 0 _aBusiness mathematics.
650 0 _aEconomics, Mathematical .
650 0 _aMathematical optimization.
650 0 _aFinance.
650 1 4 _aActuarial Sciences.
_0https://scigraph.springernature.com/ontologies/product-market-codes/M13080
650 2 4 _aMathematical Modeling and Industrial Mathematics.
_0https://scigraph.springernature.com/ontologies/product-market-codes/M14068
650 2 4 _aBusiness Mathematics.
_0https://scigraph.springernature.com/ontologies/product-market-codes/523000
650 2 4 _aQuantitative Finance.
_0https://scigraph.springernature.com/ontologies/product-market-codes/M13062
650 2 4 _aOptimization.
_0https://scigraph.springernature.com/ontologies/product-market-codes/M26008
650 2 4 _aFinance, general.
_0https://scigraph.springernature.com/ontologies/product-market-codes/600000
700 1 _aZopounidis, Constantin.
_eeditor.
_4edt
_4http://id.loc.gov/vocabulary/relators/edt
700 1 _aDoumpos, Michael.
_eeditor.
_4edt
_4http://id.loc.gov/vocabulary/relators/edt
700 1 _aPardalos, Panos M.
_eeditor.
_0(orcid)0000-0003-2824-101X
_1https://orcid.org/0000-0003-2824-101X
_4edt
_4http://id.loc.gov/vocabulary/relators/edt
710 2 _aSpringerLink (Online service)
773 0 _tSpringer Nature eBook
776 0 8 _iPrinted edition:
_z9780387568324
776 0 8 _iPrinted edition:
_z9781441945730
776 0 8 _iPrinted edition:
_z9780387766812
830 0 _aSpringer Optimization and Its Applications,
_x1931-6828 ;
_v18
856 4 0 _uhttps://s443-doi-org.br.lsproxy.net/10.1007/978-0-387-76682-9
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