Computational Methods in Financial Engineering: Essays in Honour of Manfred Gilli (Google eBook)
Springer, Feb 26, 2008 - Business & Economics - 439 pages
Computational models and methods are central to the analysis of economic and financial decisions. Simulation and optimisation are widely used as tools of analysis, modelling and testing. The focus of this book is the development of computational methods and analytical models in financial engineering that rely on computation. The book contains eighteen chapters written by leading researchers in the area on portfolio optimization and option pricing; estimation and classification; banking; risk and macroeconomic modelling. It explores and brings together current research tools and will be of interest to researchers, analysts and practitioners in policy and investment decisions in economics and finance.
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Financial and Macroeconomic Dynamics in Central and Eastern Europe: A ...
No preview available - 2012
Risk Preferences and Loss Aversion in Portfolio Optimization
Generalized Extreme Value Distribution and Extreme Economic Value at Risk EEVaR
Portfolio Optimization under VaR Constraints Based on Dynamic Estimates of the VarianceCovariance Matrix
Optimal Execution of TimeConstrained Portfolio Transactions
Semideﬁnite Programming Approaches for Bounding Asian Option Prices
The Evaluation of Discrete Barrier Options in a Path Integral Framework
Estimation and Classiﬁcation
Application to Credit Ratings of Bonds
Evolving Decision Rules to Discover Patterns in Financial Data Sets
Banking Risk and Macroeconomic Modelling
The Role of Market Liquidity and Credit Risks
Identiﬁcation of Critical Nodes and Links in Financial Networks with Intermediation and Electronic Transactions
An Analysis of Settlement Risk Contagion in Alternative Securities Settlement Architectures
Risk Aggregation and Allocation Using Intelligent Systems
A Stochastic Monetary Policy Interest Rate Model
Computational Methods in Financial Engineering edited by ej Kontoghiorghes, B. Rustem and P. Winker in honour of Manfred Gilli, Springer Verlag. ...
www.essex.ac.uk/ CCFEA/ Research/ publications.htm
Blackwell Online - Business & Economics : Statistics
Computational Methods in Financial Engineering, By Erricos John Kontoghiorghes, Berc Rustem, Peter Winker. £84.50 01 Mar 2008 Hardback Springer-Verlag ...
bookshop.blackwell.co.uk/ rss/ uk/ BUS061000.xml