Springer Optimization and Its Applications

Handbook of Financial Engineering

Editors: Zopounidis, Constantin, Doumpos, Michael, Pardalos, Panos M. (Eds.)

  • 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
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eBook $179.00
price for USA (gross)
  • ISBN 978-0-387-76682-9
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $229.00
price for USA
  • ISBN 978-0-387-76681-2
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $229.00
price for USA
  • ISBN 978-1-4419-4573-0
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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)


Table of contents (15 chapters)

  • Portfolio Selection in the Presence of Multiple Criteria

    Steuer, Ralph E. (et al.)

    Pages 3-24

  • Applications of Integer Programming to Financial Optimization

    Konno, Hiroshi (et al.)

    Pages 25-48

  • Computing Mean/Downside Risk Frontiers: The Role of Ellipticity

    Hall, Antony D. (et al.)

    Pages 49-66

  • Exchange Traded Funds: History, Trading, and Research

    Deville, Laurent

    Pages 67-98

  • Genetic Programming and Financial Trading: How Much About "What We Know"

    Chen, Shu-Heng (et al.)

    Pages 99-154

Buy this book

eBook $179.00
price for USA (gross)
  • ISBN 978-0-387-76682-9
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $229.00
price for USA
  • ISBN 978-0-387-76681-2
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $229.00
price for USA
  • ISBN 978-1-4419-4573-0
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Handbook of Financial Engineering
Editors
  • Constantin Zopounidis
  • Michael Doumpos
  • Panos M. Pardalos
Series Title
Springer Optimization and Its Applications
Series Volume
18
Copyright
2008
Publisher
Springer US
Copyright Holder
Springer-Verlag US
eBook ISBN
978-0-387-76682-9
DOI
10.1007/978-0-387-76682-9
Hardcover ISBN
978-0-387-76681-2
Softcover ISBN
978-1-4419-4573-0
Series ISSN
1931-6828
Edition Number
1
Number of Pages
XVIII, 494
Number of Illustrations and Tables
25 b/w illustrations
Topics