Handbook of Financial Engineering
Editors: Zopounidis, Constantin, Doumpos, Michael, Pardalos, Panos (Eds.)
Free Preview- 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
Buy this book
- 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
Pages 3-24
-
Applications of Integer Programming to Financial Optimization
Pages 25-48
-
Computing Mean/Downside Risk Frontiers: The Role of Ellipticity
Pages 49-66
-
Exchange Traded Funds: History, Trading, and Research
Pages 67-98
-
Genetic Programming and Financial Trading: How Much About "What We Know"
Pages 99-154
-
Table of contents (15 chapters)
Recommended for you
Bibliographic Information
- Bibliographic Information
-
- Book Title
- Handbook of Financial Engineering
- Editors
-
- Constantin Zopounidis
- Michael Doumpos
- Panos 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
- 25 b/w illustrations
- Topics
