Handbook of Financial Engineering

Editors: Constantin Zopounidis, Michael Doumpos, Panos M. Pardalos

Publisher: Springer US

Book Series : Springer Optimization and Its Applications

Part of: Springer Professional "Wirtschaft+Technik" , Springer Professional "Technik" , Springer Professional "Wirtschaft"

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.

Frontmatter

Operations Research Methods in Financial Engineering

Backmatter

Title: Handbook of Financial Engineering
Editors: Constantin Zopounidis
Michael Doumpos
Panos M. Pardalos
Publisher: Springer US
Electronic ISBN: 978-0-387-76682-9
Print ISBN: 978-0-387-76681-2
DOI: https://doi.org/10.1007/978-0-387-76682-9

Springer Professional

Handbook of Financial Engineering

About this book

Table of Contents

Frontmatter

Portfolio 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

Backmatter