• Produktbild: Handbook of Financial Engineering
  • Produktbild: Handbook of Financial Engineering
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Handbook of Financial Engineering

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Beschreibung

Produktdetails

Einband

Taschenbuch

Erscheinungsdatum

08.10.2011

Abbildungen

XVIII, 25 illus., schwarz-weiss Illustrationen

Herausgeber

Constantin Zopounidis + weitere

Verlag

Springer Us

Seitenzahl

494

Maße (L/B/H)

23,5/15,5/2,8 cm

Gewicht

768 g

Auflage

2008

Sprache

Englisch

ISBN

978-1-4419-4573-0

Beschreibung

Rezension

From the reviews:



"Handbook of Financial Engineering is a collection of papers from various areas of the field including Portfolio Management and Trading, Risk Management, Operations Research Methods in Financial Engineering, and Mergers, Acquisitions and Credit Risk Ratings. The papers are in narrative form, discussing the main current issues in the selected areas. … Discussions are at the introductory level, which should seem very inviting to students and readers who are new to the field and need an overview of the methods currently used." (Ita Cirovic Donev, The Mathematical Association of America, September, 2008)

Produktdetails

Einband

Taschenbuch

Erscheinungsdatum

08.10.2011

Abbildungen

XVIII, 25 illus., schwarz-weiss Illustrationen

Herausgeber

Verlag

Springer Us

Seitenzahl

494

Maße (L/B/H)

23,5/15,5/2,8 cm

Gewicht

768 g

Auflage

2008

Sprache

Englisch

ISBN

978-1-4419-4573-0

Herstelleradresse

Springer-Verlag KG
Sachsenplatz 4-6
1201 Wien
AT

Email: GPSR Kontakt

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  • Produktbild: Handbook of Financial Engineering
  • Produktbild: Handbook of Financial Engineering
  • Portfolio Selection in the Presence of Multiple Criteria (R.E. Steuer, Y. Qi, M. Hirschberger), Applications of Integer Programming to Financial Optimization (H. Konno, R. Yamamoto), Computing Mean/Downside Risk Frontiers: The Role of Ellipticity (A.D. Hall, S.E. Satchell), Exchange Traded Funds: History, Trading, and Research (L. Deville), Genetic Programming and Financial Trading: How Much About â What We Knowâ (S.H. Chen, T.W. Kuo, K.M. Hoi), Interest Rate Models: A Review (Ch. Ioannidis, R.H. Miao, J.M. Williams), Engineering a Generalized Neural Network Mapping of Volatility Spillovers in European Government Bond Markets (G.H. Dash, Jr., N. Kajiji), Estimating Parameters in a Pricing Model with State-Dependent Shocks (L. MacLean, Y. Zhao, G. Consigli, W. Ziemba), Controlling Currency Risk with Options or Forwards (N. Topaloglou, H. Vladimirou, S.A. Zenios), Asset Liability Management Techniques (K. Kosmidou, C. Zopounidis), Advanced Operations Research Techniques in Capital Budgeting (P.L. Kunsch), Financial Networks (A. Nagurney), The Choice of the Payment Method in Mergers and Acquisitions (A. Chevalier, E. Redor), An Application of Support Vector Machines in the Prediction of Acquisition Targets: Evidence from the EU Banking Sector (F. Pasiouras, C. Gaganis, S. Tanna, C. Zopounidis), Credit Rating Systems: Regulatory Framework and Comparative Evaluation of Existing Methods (D. Papageorgiou, M. Doumpos, C. Zopounidis, P.M. Pardalos)