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2008 | Buch

Handbook of Financial Engineering

herausgegeben von: Constantin Zopounidis, Michael Doumpos, Panos M. Pardalos

Verlag: Springer US

Buchreihe : Springer Optimization and Its Applications

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Über dieses Buch

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.

Inhaltsverzeichnis

Frontmatter

Portfolio Management and Trading

Portfolio Selection in the Presence of Multiple Criteria
Ralph E. Steuer, Yue Qi, Markus Hirschberger
Applications of Integer Programming to Financial Optimization
Hiroshi Konno, Rei Yamamoto
Computing Mean/Downside Risk Frontiers: The Role of Ellipticity
Antony D. Hall, Steve E. Satchell
Exchange Traded Funds: History, Trading, and Research
Laurent Deville
Genetic Programming and Financial Trading: How Much About "What We Know"
Shu-Heng Chen, Tzu-Wen Kuo, Kong-Mui Hoi

Risk Management

Interest Rate Models: A Review
Christos Ioannidis, Rong Hui Miao, Julian M. Williams
Engineering a Generalized Neural Network Mapping of Volatility Spillovers in European Government Bond Markets
Gordon H. Dash Jr., Nina Kajiji
Estimating Parameters in a Pricing Model with State-Dependent Shocks
Leonard MacLean, Yonggan Zhao, Giorgio Consigli, William Ziemba
Controlling Currency Risk with Options or Forwards
Nikolas Topaloglou, Hercules Vladimirou, Stavros A. Zenios

Operations Research Methods in Financial Engineering

Asset Liability Management Techniques
Kyriaki Kosmidou, Constantin Zopounidis
Advanced Operations Research Techniques in Capital Budgeting
Pierre L. Kunsch
Financial Networks
Anna Nagurney

Mergers, Acquisitions, and Credit Risk Ratings

The Choice of the Payment Method in Mergers and Acquisitions
Alain Chevalier, Etienne Redor
An Application of Support Vector Machines in the Prediction of Acquisition Targets: Evidence from the EU Banking Sector
Fotios Pasiouras, Chrysovalantis Gaganis, Sailesh Tanna, Constantin Zopounidis
Credit Rating Systems: Regulatory Framework and Comparative Evaluation of Existing Methods
Dimitris Papageorgiou, Michael Doumpos, Constantin Zopounidis, Panos M. Pardalos
Backmatter
Metadaten
Titel
Handbook of Financial Engineering
herausgegeben von
Constantin Zopounidis
Michael Doumpos
Panos M. Pardalos
Copyright-Jahr
2008
Verlag
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