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Handbooks in Operations Research and Management Science: Financial Engineering

av John R. Birge, Vadim Linetsky

del av Handbooks in Operations Research and Management Science-serien

Handbooks in Operations Research and Management Science: Financial Engineering av John R. Birge
Om Handbooks in Operations Research and Management Science: Financial Engineering

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.

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  • Språk:
  • Engelska
  • ISBN:
  • 9780444517814
  • Format:
  • Inbunden
  • Sidor:
  • 1026
  • Utgiven:
  • 18. oktober 2007
  • Mått:
  • 165x240x48 mm.
  • Vikt:
  • 2000 g.
  Fri leverans
Leveranstid: 2-4 veckor
Förväntad leverans: 3. februari 2025

Om John R. Birge

Se alla böcker av John R. Birge

Beskrivning av Handbooks in Operations Research and Management Science: Financial Engineering

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.

Användarnas betyg av Handbooks in Operations Research and Management Science: Financial Engineering



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