Screen LibraryHandbook of financial engineering
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| Corporate Authors: | |
|---|---|
| Group Author: | ; ; ; |
| Published: |
Springer,
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| Publisher Address: | New York |
| Publication Dates: | c2008. |
| Literature type: | Book |
| Language: | English |
| Series: |
Springer optimization and its applications ; v. 18 |
| Subjects: | |
| Online Access: |
http://dx.doi.org/10.1007/978-0-387-76682-9 |
| Carrier Form: | 1 online resource (xvii, 491 p.): ill. |
| ISBN: |
9780387766829 (electronic bk.) 0387766820 (electronic bk.) |
| Index Number: | F830 |
| CLC: | F830 |
| Contents: |
Includes bibliographical references and index. 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 ... [et al.] 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 |