Handbooks in Operations Research and Management Science: Financial Engineering (Handbooks in Operations Research and Management Science): Volume 15

by John R. Birge (Editor), Vadim Linetsky (Editor)

• New

  Illustrated
  2007

  $175.30

  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.