Overview
- A comprehensive handbook including self-contained chapters
- Emphasis on the operational tools that can be used for decision making
- Chapters written by distinguished contributors in the financial engineering field
- Special focus on methodologies that can be used to address financial engineering problems, i.e., statistical and econometric approaches, multiple criteria decision making, and fuzzy sets
Part of the book series: Springer Optimization and Its Applications (SOIA, volume 18)
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Table of contents (15 chapters)
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Portfolio Management and Trading
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Operations Research Methods in Financial Engineering
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Mergers, Acquisitions, and Credit Risk Ratings
Keywords
About this book
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.
Reviews
From the reviews:
"Handbook of Financial Engineering is a collection of papers from various areas of the field including Portfolio Management and Trading, Risk Management, Operations Research Methods in Financial Engineering, and Mergers, Acquisitions and Credit Risk Ratings. The papers are in narrative form, discussing the main current issues in the selected areas. … Discussions are at the introductory level, which should seem very inviting to students and readers who are new to the field and need an overview of the methods currently used." (Ita Cirovic Donev, The Mathematical Association of America, September, 2008)
Editors and Affiliations
Bibliographic Information
Book Title: Handbook of Financial Engineering
Editors: Constantin Zopounidis, Michael Doumpos, Panos M. Pardalos
Series Title: Springer Optimization and Its Applications
DOI: https://doi.org/10.1007/978-0-387-76682-9
Publisher: Springer New York, NY
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer-Verlag US 2008
Hardcover ISBN: 978-0-387-76681-2Published: 19 August 2008
Softcover ISBN: 978-1-4419-4573-0Published: 08 October 2011
eBook ISBN: 978-0-387-76682-9Published: 25 July 2010
Series ISSN: 1931-6828
Series E-ISSN: 1931-6836
Edition Number: 1
Number of Pages: XVIII, 494
Number of Illustrations: 25 b/w illustrations
Topics: Actuarial Sciences, Mathematical Modeling and Industrial Mathematics, Business Mathematics, Quantitative Finance, Optimization, Finance, general