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 discussesthe 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 modelingand addressing financial engineering problems. This book is divided into fourmajor 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. A comprehensive handbook includeing self-contained chapters Emphasis on the operational tools that can be used for decision making Chapters written by distingished contributors in the financial engineering field Special focus on methodologies that can be used to address financial engineering problems, i.e., statistical and econometric approaches, multiple criteria decision making, and fuzzy sets INDICE: 1. Portfolio Selection and Management.- 2. Advances in Value at Risk Measurement and Optimization.- 3. Interest Rate Modeling.- 4. Bond Management.- 5. Optimization Techniques in Financial Planning and Asset-Liability Management.- 6. Stochastic Programming Modeling for Financial Engineering.- 7. Multi-objective Programming Techniques in Financial Engineering.- 8. Computational intelligence techniques in financial time series analysis.- 9. Credit Risk Modeling and Evaluation.- 10. Financial Networks.- 11. Capital Budgeting.- 12. Country Risk Analysis.- 13. The Role of Information Systems in Financial Engineering.- 14. Network Techniques in Financial Markets.- 15. Electronic Servicesin Finance.- 16. Finance and International Trading.- Index.
- ISBN: 978-0-387-76681-2
- Editorial: Springer
- Encuadernacion: Cartoné
- Páginas: 510
- Fecha Publicación: 01/04/2008
- Nº Volúmenes: 1
- Idioma: Inglés