New trends in financial engineering: works under the auspices of the World Class University Program of Ajou University
Gespeichert in:
| Format: | Elektronisch E-Book |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Amsterdam
IOS Press
©2011
|
| Schriftenreihe: | Studies in probability, optimization, and statistics
v.4 |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | Includes author index Financial engineering is defined as the application of mathematical methods to the solution of problems in finance. The recent financial crisis raised many challenges for financial engineers: not only were financially engineered products such as collateralized debt obligations and credit default swaps implicated in causing the crisis, but the risk management techniques developed by financial engineers appeared to fail when they were most desperately needed. This book is the first in a series describing research by a multidisciplinary team of economists, mathematicians and control theorists exp Title Page; Contents; Preface; Real Options and Variational Inequalities; Introduction; Complete Market and Risk-Neutral Pricing; Evolution of the Resource Process; The Classical Real Options Model -- A Single Player (Monopolist); Economic Framework; The Monopolist's Problem and Its Solution; Real Options and Competition; The Economic Framework; Investment Payoff Formulation for Players; The Stackelberg Leader-Follower Game; The Preemption Game; Stackelberg Leader's Lowest Threshold, y1, vs. Optimal Threshold for Leading Firm in Preemption Game, y |
| Beschreibung: | 1 Online-Ressource (xi, 151 pages) |
| ISBN: | 9781607508359 1607508354 |
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| dewey-ones | 658 - General management |
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| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:13:53Z |
| institution | BVB |
| isbn | 9781607508359 1607508354 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-028389367 |
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| physical | 1 Online-Ressource (xi, 151 pages) |
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| publishDate | 2011 |
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| publisher | IOS Press |
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| series2 | Studies in probability, optimization, and statistics |
| spelling | New trends in financial engineering works under the auspices of the World Class University Program of Ajou University edited by Hyeng Keun Koo Amsterdam IOS Press ©2011 1 Online-Ressource (xi, 151 pages) txt rdacontent c rdamedia cr rdacarrier Studies in probability, optimization, and statistics v.4 Includes author index Financial engineering is defined as the application of mathematical methods to the solution of problems in finance. The recent financial crisis raised many challenges for financial engineers: not only were financially engineered products such as collateralized debt obligations and credit default swaps implicated in causing the crisis, but the risk management techniques developed by financial engineers appeared to fail when they were most desperately needed. This book is the first in a series describing research by a multidisciplinary team of economists, mathematicians and control theorists exp Title Page; Contents; Preface; Real Options and Variational Inequalities; Introduction; Complete Market and Risk-Neutral Pricing; Evolution of the Resource Process; The Classical Real Options Model -- A Single Player (Monopolist); Economic Framework; The Monopolist's Problem and Its Solution; Real Options and Competition; The Economic Framework; Investment Payoff Formulation for Players; The Stackelberg Leader-Follower Game; The Preemption Game; Stackelberg Leader's Lowest Threshold, y1, vs. Optimal Threshold for Leading Firm in Preemption Game, y BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Financial engineering fast Wirtschaft Financial engineering Koo, Hyeng Keun Sonstige oth IOS Press Sonstige oth http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=422089 Aggregator Volltext |
| spellingShingle | New trends in financial engineering works under the auspices of the World Class University Program of Ajou University BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Financial engineering fast Wirtschaft Financial engineering |
| title | New trends in financial engineering works under the auspices of the World Class University Program of Ajou University |
| title_auth | New trends in financial engineering works under the auspices of the World Class University Program of Ajou University |
| title_exact_search | New trends in financial engineering works under the auspices of the World Class University Program of Ajou University |
| title_full | New trends in financial engineering works under the auspices of the World Class University Program of Ajou University edited by Hyeng Keun Koo |
| title_fullStr | New trends in financial engineering works under the auspices of the World Class University Program of Ajou University edited by Hyeng Keun Koo |
| title_full_unstemmed | New trends in financial engineering works under the auspices of the World Class University Program of Ajou University edited by Hyeng Keun Koo |
| title_short | New trends in financial engineering |
| title_sort | new trends in financial engineering works under the auspices of the world class university program of ajou university |
| title_sub | works under the auspices of the World Class University Program of Ajou University |
| topic | BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Financial engineering fast Wirtschaft Financial engineering |
| topic_facet | BUSINESS & ECONOMICS / Investments & Securities / General Financial engineering Wirtschaft |
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