Handbooks in Operations Research and Management Science: Financial Engineering, Volume 15 (Hardcover, 15th edition)

The remarkable growth of financial markets over the past decades has been accompanied by an equally remarkable explosion in financial engineering, the interdisciplinary field focusing on applications of mathematical and statistical modeling and computational technology to problems in the financial services industry. The goals of financial engineering research are to develop empirically realistic stochastic models describing dynamics of financial risk variables, such as asset prices, foreign exchange rates, and interest rates, and to develop analytical, computational and statistical methods and tools to implement the models and employ them to design and evaluate financial products and processes to manage risk and to meet financial goals. This handbook describes the latest developments in this rapidly evolving field in the areas of modeling and pricing financial derivatives, building models of interest rates and credit risk, pricing and hedging in incomplete markets, risk management, and portfolio optimization. Leading researchers in each of these areas provide their perspective on the state of the art in terms of analysis, computation, and practical relevance. The authors describe essential results to date, fundamental methods and tools, as well as new views of the existing literature, opportunities, and challenges for future research.

General

Imprint:	Elsevier Science Ltd
Country of origin:	United Kingdom
Series:	Handbooks in Operations Research and Management Science
Release date:	October 2007
First published:	2008
Editors:	John R. Birge • Vadim Linetsky
Dimensions:	240 x 165 x 48mm (L x W x T)
Format:	Hardcover
Pages:	1026
Edition:	15th edition
ISBN-13:	978-0-444-51781-4
Categories:	Books > Business & Economics > Business & management > Management of specific areas > Budgeting & financial management Promotions
LSN:	0-444-51781-2
Barcode:	9780444517814

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