000			03965nam a22005055i 4500
001			978-0-387-76682-9
003			DE-He213
005			20250710084025.0
007			cr nn 008mamaa
008			100725s2008 xxu| s |||| 0|eng d
020			_a9780387766829 _a99780387766829
024	7		_a10.1007/978-0-387-76682-9 _2doi
082	0	4	_a519 _223
100	1		_aZopounidis, Constantin. _eeditor.
245	1	0	_aHandbook of Financial Engineering _h[recurso electrónico] / _cedited by Constantin Zopounidis, Michael Doumpos, Panos M. Pardalos.
264		1	_aBoston, MA : _bSpringer US, _c2008.
300			_bonline resource.
336			_atext _btxt _2rdacontent
337			_acomputer _bc _2rdamedia
338			_arecurso en línea _bcr _2rdacarrier
347			_atext file _bPDF _2rda
490	1		_aSpringer Optimization and Its Applications, _x1931-6828 ; _v18
505	0		_aPortfolio Management and Trading -- Portfolio Selection in the Presence of Multiple Criteria -- Applications of Integer Programming to Financial Optimization -- Computing Mean/Downside Risk Frontiers: The Role of Ellipticity -- Exchange Traded Funds: History, Trading, and Research -- Genetic Programming and Financial Trading: How Much About "What We Know" -- Risk Management -- Interest Rate Models: A Review -- Engineering a Generalized Neural Network Mapping of Volatility Spillovers in European Government Bond Markets -- Estimating Parameters in a Pricing Model with State-Dependent Shocks -- Controlling Currency Risk with Options or Forwards -- Operations Research Methods in Financial Engineering -- Asset Liability Management Techniques -- Advanced Operations Research Techniques in Capital Budgeting -- Financial Networks -- Mergers, Acquisitions, and Credit Risk Ratings -- The Choice of the Payment Method in Mergers and Acquisitions -- An Application of Support Vector Machines in the Prediction of Acquisition Targets: Evidence from the EU Banking Sector -- Credit Rating Systems: Regulatory Framework and Comparative Evaluation of Existing Methods.
520			_aOver 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 book is divided into four major 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. Handbook of Financial Engineering is intended for financial engineers, researchers, applied mathematicians, and graduate students interested in real-world applications to financial engineering.
650		0	_aMATHEMATICS.
650		0	_aFINANCE.
650		0	_aMATHEMATICAL OPTIMIZATION.
650		0	_aBANKS AND BANKING.
650	1	4	_aMATHEMATICS.
650	2	4	_aQUANTITATIVE FINANCE.
650	2	4	_aOPTIMIZATION.
650	2	4	_aFINANCE /BANKING.
650	2	4	_aMATHEMATICAL MODELING AND INDUSTRIAL MATHEMATICS.
650	2	4	_aAPPLICATIONS OF MATHEMATICS.
700	1		_aDoumpos, Michael. _eeditor.
700	1		_aPardalos, Panos M. _eeditor.
710	2		_aSpringerLink (Online service)
773	0		_tSpringer eBooks
776	0	8	_iPrinted edition: _z9780387766812
830		0	_aSpringer Optimization and Its Applications, _x1931-6828 ; _v18
856	4	0	_uhttp://dx.doi.org/10.1007/978-0-387-76682-9 _zVer el texto completo en las instalaciones del CICY
912			_aZDB-2-SMA
942			_2ddc _cER
999			_c58823 _d58823