Financial engineering:
Gespeichert in:
| Format: | Elektronisch E-Book |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Amsterdam
North-Holland
2008
|
| Schriftenreihe: | Handbooks in operations research and management science
v. 15 |
| Schlagworte: | |
| Online-Zugang: | FAW01 UBY01 Volltext |
| Beschreibung: | Includes bibliographical references and index 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 |
| Beschreibung: | xii, 1014 pages |
| ISBN: | 9780080553252 0080553257 9780444517814 0444517812 |
Internformat
MARC
| LEADER | 00000nmm a2200000zcb4500 | ||
|---|---|---|---|
| 001 | BV044384051 | ||
| 003 | DE-604 | ||
| 005 | 20230207 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 170630s2008 |||| o||u| ||||||eng d | ||
| 020 | |a 9780080553252 |9 978-0-08-055325-2 | ||
| 020 | |a 0080553257 |9 0-08-055325-7 | ||
| 020 | |a 9780444517814 |9 978-0-444-51781-4 | ||
| 020 | |a 0444517812 |9 0-444-51781-2 | ||
| 035 | |a (ZDB-33-ESD)ocn182723644 | ||
| 035 | |a (OCoLC)182723644 | ||
| 035 | |a (DE-599)BVBBV044384051 | ||
| 040 | |a DE-604 |b ger |e aacr | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-1046 |a DE-706 | ||
| 082 | 0 | |a 658.15224 |2 22 | |
| 245 | 1 | 0 | |a Financial engineering |c edited by John R. Birge, Vadim Linetsky |
| 264 | 1 | |a Amsterdam |b North-Holland |c 2008 | |
| 300 | |a xii, 1014 pages | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 490 | 0 | |a Handbooks in operations research and management science |v v. 15 | |
| 500 | |a Includes bibliographical references and index | ||
| 500 | |a 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 | ||
| 650 | 7 | |a BUSINESS & ECONOMICS / Investments & Securities / General |2 bisacsh | |
| 650 | 7 | |a Financial engineering |2 fast | |
| 650 | 7 | |a Operations research |2 gtt | |
| 650 | 7 | |a Hedging |2 gtt | |
| 650 | 7 | |a Financieel management |2 gtt | |
| 650 | 7 | |a Risk management |2 gtt | |
| 650 | 7 | |a Financial Engineering |2 swd | |
| 650 | 4 | |a Finance | |
| 650 | 4 | |a Financial engineering | |
| 650 | 4 | |a Wirtschaft | |
| 650 | 4 | |a Financial engineering | |
| 650 | 0 | 7 | |a Financial Engineering |0 (DE-588)4208404-0 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Financial Engineering |0 (DE-588)4208404-0 |D s |
| 689 | 0 | |8 1\p |5 DE-604 | |
| 700 | 1 | |a Birge, John R. |e Sonstige |4 oth | |
| 700 | 1 | |a Linetsky, Vadim |e Sonstige |4 oth | |
| 856 | 4 | 0 | |u http://www.sciencedirect.com/science/handbooks/09270507/15 |x Verlag |z URL des Erstveröffentlichers |3 Volltext |
| 912 | |a ZDB-33-ESD |a ZDB-33-EBS | ||
| 999 | |a oai:aleph.bib-bvb.de:BVB01-029786272 | ||
| 883 | 1 | |8 1\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
| 966 | e | |u http://www.sciencedirect.com/science/handbooks/09270507/15 |l FAW01 |p ZDB-33-ESD |q FAW_PDA_ESD |x Verlag |3 Volltext | |
| 966 | e | |u http://www.sciencedirect.com/science/handbooks/09270507/15 |l UBY01 |p ZDB-33-ESD |x Verlag |3 Volltext | |
Datensatz im Suchindex
| _version_ | 1804177649795334144 |
|---|---|
| any_adam_object | |
| building | Verbundindex |
| bvnumber | BV044384051 |
| collection | ZDB-33-ESD ZDB-33-EBS |
| ctrlnum | (ZDB-33-ESD)ocn182723644 (OCoLC)182723644 (DE-599)BVBBV044384051 |
| dewey-full | 658.15224 |
| dewey-hundreds | 600 - Technology (Applied sciences) |
| dewey-ones | 658 - General management |
| dewey-raw | 658.15224 |
| dewey-search | 658.15224 |
| dewey-sort | 3658.15224 |
| dewey-tens | 650 - Management and auxiliary services |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>03590nmm a2200589zcb4500</leader><controlfield tag="001">BV044384051</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20230207 </controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">170630s2008 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780080553252</subfield><subfield code="9">978-0-08-055325-2</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0080553257</subfield><subfield code="9">0-08-055325-7</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780444517814</subfield><subfield code="9">978-0-444-51781-4</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0444517812</subfield><subfield code="9">0-444-51781-2</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ZDB-33-ESD)ocn182723644</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)182723644</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV044384051</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">aacr</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-1046</subfield><subfield code="a">DE-706</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">658.15224</subfield><subfield code="2">22</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Financial engineering</subfield><subfield code="c">edited by John R. Birge, Vadim Linetsky</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Amsterdam</subfield><subfield code="b">North-Holland</subfield><subfield code="c">2008</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">xii, 1014 pages</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Handbooks in operations research and management science</subfield><subfield code="v">v. 15</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Includes bibliographical references and index</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">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</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">BUSINESS & ECONOMICS / Investments & Securities / General</subfield><subfield code="2">bisacsh</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Financial engineering</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Operations research</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Hedging</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Financieel management</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Risk management</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Financial Engineering</subfield><subfield code="2">swd</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Finance</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Financial engineering</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Wirtschaft</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Financial engineering</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Financial Engineering</subfield><subfield code="0">(DE-588)4208404-0</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Financial Engineering</subfield><subfield code="0">(DE-588)4208404-0</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="8">1\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Birge, John R.</subfield><subfield code="e">Sonstige</subfield><subfield code="4">oth</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Linetsky, Vadim</subfield><subfield code="e">Sonstige</subfield><subfield code="4">oth</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">http://www.sciencedirect.com/science/handbooks/09270507/15</subfield><subfield code="x">Verlag</subfield><subfield code="z">URL des Erstveröffentlichers</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-33-ESD</subfield><subfield code="a">ZDB-33-EBS</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-029786272</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://www.sciencedirect.com/science/handbooks/09270507/15</subfield><subfield code="l">FAW01</subfield><subfield code="p">ZDB-33-ESD</subfield><subfield code="q">FAW_PDA_ESD</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://www.sciencedirect.com/science/handbooks/09270507/15</subfield><subfield code="l">UBY01</subfield><subfield code="p">ZDB-33-ESD</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield></record></collection> |
| id | DE-604.BV044384051 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:51:26Z |
| institution | BVB |
| isbn | 9780080553252 0080553257 9780444517814 0444517812 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029786272 |
| oclc_num | 182723644 |
| open_access_boolean | |
| owner | DE-1046 DE-706 |
| owner_facet | DE-1046 DE-706 |
| physical | xii, 1014 pages |
| psigel | ZDB-33-ESD ZDB-33-EBS ZDB-33-ESD FAW_PDA_ESD |
| publishDate | 2008 |
| publishDateSearch | 2008 |
| publishDateSort | 2008 |
| publisher | North-Holland |
| record_format | marc |
| series2 | Handbooks in operations research and management science |
| spelling | Financial engineering edited by John R. Birge, Vadim Linetsky Amsterdam North-Holland 2008 xii, 1014 pages txt rdacontent c rdamedia cr rdacarrier Handbooks in operations research and management science v. 15 Includes bibliographical references and index 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 BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Financial engineering fast Operations research gtt Hedging gtt Financieel management gtt Risk management gtt Financial Engineering swd Finance Financial engineering Wirtschaft Financial Engineering (DE-588)4208404-0 gnd rswk-swf Financial Engineering (DE-588)4208404-0 s 1\p DE-604 Birge, John R. Sonstige oth Linetsky, Vadim Sonstige oth http://www.sciencedirect.com/science/handbooks/09270507/15 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Financial engineering BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Financial engineering fast Operations research gtt Hedging gtt Financieel management gtt Risk management gtt Financial Engineering swd Finance Financial engineering Wirtschaft Financial Engineering (DE-588)4208404-0 gnd |
| subject_GND | (DE-588)4208404-0 |
| title | Financial engineering |
| title_auth | Financial engineering |
| title_exact_search | Financial engineering |
| title_full | Financial engineering edited by John R. Birge, Vadim Linetsky |
| title_fullStr | Financial engineering edited by John R. Birge, Vadim Linetsky |
| title_full_unstemmed | Financial engineering edited by John R. Birge, Vadim Linetsky |
| title_short | Financial engineering |
| title_sort | financial engineering |
| topic | BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Financial engineering fast Operations research gtt Hedging gtt Financieel management gtt Risk management gtt Financial Engineering swd Finance Financial engineering Wirtschaft Financial Engineering (DE-588)4208404-0 gnd |
| topic_facet | BUSINESS & ECONOMICS / Investments & Securities / General Financial engineering Operations research Hedging Financieel management Risk management Financial Engineering Finance Wirtschaft |
| url | http://www.sciencedirect.com/science/handbooks/09270507/15 |
| work_keys_str_mv | AT birgejohnr financialengineering AT linetskyvadim financialengineering |