| Description |
1 online resource (xvii, 491 pages) : illustrations |
| Series |
Springer optimization and its applications, 1931-6828 ; v. 18 |
|
Springer optimization and its applications ; v. 18. 1931-6828
|
| Contents |
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 -- 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 [and others] -- Controlling currency risk with options or forwards / Nikolas Topaloglou, Hercules Vladimirou, Stavros A. Zenios -- Asset liability management techniques / Kyriaki Kosmidou, Constantin Zopounidis -- Advanced operations research techniques in capital budgeting / Pierre L. Kunsch -- Financial networks / Anna Nagurney -- 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 [and others] -- Credit rating systems : regulatory framework and comparative evaluation of existing methods / Dimitris Papageorgiou [and others] |
| Summary |
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 bo |
| Bibliography |
Includes bibliographical references and index |
| Notes |
English |
|
Print version record |
| Subject |
Financial engineering.
|
|
BUSINESS & ECONOMICS -- Corporate Finance.
|
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BUSINESS & ECONOMICS -- Finance.
|
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Financial engineering
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Financial Engineering
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| Form |
Electronic book
|
| Author |
Zopounidis, Constantin.
|
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Doumpos, Michael.
|
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Pardalos, P. M. (Panos M.), 1954-
|
| LC no. |
2008923930 |
| ISBN |
9780387766829 |
|
0387766820 |
|
