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Zopounidis, Constantin

Handbook of Financial Engineering

Zopounidis, Constantin - Handbook of Financial Engineering, e-bok

120,95€

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ISBN: 9780387766829
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Table of contents

Part I. Portfolio Management and Trading

1. Portfolio Selection in the Presence of Multiple Criteria
Ralph E. Steuer, Yue Qi, Markus Hirschberger

2. Applications of Integer Programming to Financial Optimization
Hiroshi Konno, Rei Yamamoto

3. Computing Mean/Downside Risk Frontiers: The Role of Ellipticity
Antony D. Hall, Steve E. Satchell

4. Exchange Traded Funds: History, Trading, and Research
Laurent Deville

5. Genetic Programming and Financial Trading: How Much About “What We Know”
Shu-Heng Chen, Tzu-Wen Kuo, Kong-Mui Hoi

Part II. Risk Management

6. Interest Rate Models: A Review
Christos Ioannidis, Rong Hui Miao, Julian M. Williams

7. Engineering a Generalized Neural Network Mapping of Volatility Spillovers in European Government Bond Markets
Gordon H. Dash Jr., Nina Kajiji

8. Estimating Parameters in a Pricing Model with State-Dependent Shocks
Leonard MacLean, Yonggan Zhao, Giorgio Consigli, William Ziemba

9. Controlling Currency Risk with Options or Forwards
Nikolas Topaloglou, Hercules Vladimirou, Stavros A. Zenios

Part III. Operations Research Methods in Financial Engineering

10. Asset Liability Management Techniques
Kyriaki Kosmidou, Constantin Zopounidis

11. Advanced Operations Research Techniques in Capital Budgeting
Pierre L. Kunsch

12. Financial Networks
Anna Nagurney

Part IV. Mergers, Acquisitions, and Credit Risk Ratings

13. The Choice of the Payment Method in Mergers and Acquisitions
Alain Chevalier, Etienne Redor

14. 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

15. Credit Rating Systems: Regulatory Framework and Comparative Evaluation of Existing Methods
Dimitris Papageorgiou, Michael Doumpos, Constantin Zopounidis, Panos M. Pardalos

Nyckelord: Mathematics, Quantitative Finance, Optimization, Finance /Banking, Mathematical Modeling and Industrial Mathematics, Applications of Mathematics

Författare
 
 
Utgivare
Springer
Utgivningsår
2008
Språk
en
Utgåva
1
Serie
Springer Optimization and Its Applications
Sidantal
508 sidor
Kategori
Naturvetenskaper
Format
E-bok
eISBN (PDF)
9780387766829

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