Handbook of Financial Engineering

ISBN: 978-0-387-76681-2 (Print) 978-0-387-76682-9 (Online)

Table of contents (15 chapters)

  1. Front Matter

    Pages I-XVII

  2. Portfolio Management and Trading

    1. No Access

      Chapter

      Pages 3-24

      Portfolio Selection in the Presence of Multiple Criteria

    2. No Access

      Chapter

      Pages 25-48

      Applications of Integer Programming to Financial Optimization

    3. No Access

      Chapter

      Pages 49-66

      Computing Mean/Downside Risk Frontiers: The Role of Ellipticity

    4. No Access

      Chapter

      Pages 67-98

      Exchange Traded Funds: History, Trading, and Research

    5. No Access

      Chapter

      Pages 99-154

      Genetic Programming and Financial Trading: How Much About "What We Know"

  3. Risk Management

    1. No Access

      Chapter

      Pages 157-200

      Interest Rate Models: A Review

    2. No Access

      Chapter

      Pages 201-230

      Engineering a Generalized Neural Network Mapping of Volatility Spillovers in European Government Bond Markets

    3. No Access

      Chapter

      Pages 231-244

      Estimating Parameters in a Pricing Model with State-Dependent Shocks

    4. No Access

      Chapter

      Pages 245-278

      Controlling Currency Risk with Options or Forwards

  4. Operations Research Methods in Financial Engineering

    1. No Access

      Chapter

      Pages 281-300

      Asset Liability Management Techniques

    2. No Access

      Chapter

      Pages 301-342

      Advanced Operations Research Techniques in Capital Budgeting

    3. No Access

      Chapter

      Pages 343-382

      Financial Networks

  5. Mergers, Acquisitions, and Credit Risk Ratings

    1. No Access

      Chapter

      Pages 385-430

      The Choice of the Payment Method in Mergers and Acquisitions

    2. No Access

      Chapter

      Pages 431-456

      An Application of Support Vector Machines in the Prediction of Acquisition Targets: Evidence from the EU Banking Sector

    3. No Access

      Chapter

      Pages 457-488

      Credit Rating Systems: Regulatory Framework and Comparative Evaluation of Existing Methods

  6. Back Matter

    Pages 489-491