Handbooks in Operations Research and Management Science: Financial Engineering (häftad)
Fler böcker inom
Format
E-bok
Filformat
PDF med LCP-kryptering (0.0 MB)
Om LCP-kryptering
PDF-böcker lämpar sig inte för läsning på små skärmar, t ex mobiler.
Nedladdning
Kan laddas ned under 24 månader, dock max 6 gånger.
Språk
Engelska
Antal sidor
1026
Utgivningsdatum
2007-11-16
Förlag
Elsevier Science
ISBN
9780080553252

Handbooks in Operations Research and Management Science: Financial Engineering E-bok

av John R Birge, Vadim Linetsky
E-bok (PDF, LCP),  Engelska, 2007-11-16
2373
Ladda ned
Spara som favorit
Läs i Bokus Reader för iOS och Android
Finns även som
The remarkable growth of financial markets over the past decades has been accompanied by an equally remarkable explosion in financial engineering, the interdisciplinary field focusing on applications of mathematical and statistical modeling and computational technology to problems in the financial services industry. The goals of financial engineering research are to develop empirically realistic stochastic models describing dynamics of financial risk variables, such as asset prices, foreign exchange rates, and interest rates, and to develop analytical, computational and statistical methods and tools to implement the models and employ them to design and evaluate financial products and processes to manage risk and to meet financial goals. This handbook describes the latest developments in this rapidly evolving field in the areas of modeling and pricing financial derivatives, building models of interest rates and credit risk, pricing and hedging in incomplete markets, risk management, and portfolio optimization. Leading researchers in each of these areas provide their perspective on the state of the art in terms of analysis, computation, and practical relevance. The authors describe essential results to date, fundamental methods and tools, as well as new views of the existing literature, opportunities, and challenges for future research.

Kundrecensioner

Har du läst boken? Sätt ditt betyg »

Fler böcker av författarna

  • Introduction to Stochastic Programming

    Introduction to Stochastic Programming

    John R Birge, François Louveaux, John R Birge

    The aim of stochastic programming is to find optimal decisions in problems¿ which involve uncertain data. This field is currently developing rapidly with contributions from many disciplines including operations research, mathematics, and probabili...

    969
    Köp
    Skickas inom vardagar.
  • Innovative Technology at the Interface of Finance and Operations

    Innovative Technology at the Interface of Finance and Operations

    Volodymyr Babich, John R Birge, Gilles Hilary

    This book examines the challenges and opportunities arising from an assortment of technologies as they relate to Operations Management and Finance. The book contains primers on operations, finance, and their interface. After that, each section con...

    1685
    Köp
    Skickas inom vardagar.

Du kanske gillar