Handbooks in operations research and management science: financial engineering: volume 15
Éditeur :
Elsevier Science & Technology
ISBN :
9780444517814
Date de publication :
18 oct. 2007
Dimensions :
24,0 x 16,5 cm
Poids :
2000 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
The goals of financial engineering research are to develop realistic stochastic models describing dynamics of financial risk variables. This title describes developments in this field in the areas of modeling and pricing financial derivatives, building models of interest rates and credit risk, risk management, and portfolio optimization.