Computational Methods in Financial Engineering

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

249342.rar (7.87 MB, 需要: 5 个论坛币) 本附件包括：

• 4.pdf
• 5.pdf
• 6.pdf
• 7.pdf
• 8.pdf
• 9.pdf
• 10.pdf
• 11.pdf
• 12.pdf
• 13.pdf
• 14.pdf
• 15.pdf
• 16.pdf
• 17.pdf
• 18.pdf
• back-matter.pdf
• front-matter1.pdf
• front-matter2.pdf
• front-matter3.pdf
• front-matter.pdf
• 1.pdf
• 2.pdf
• 3.pdf

2008-9-22 15:24:00 上传

Computational Methods in Financial Engineering
需要: 5 个论坛币  [购买]

Computational Methods in Financial Engineering
Essays in Honour of Manfred Gilli
出版社 Springer Berlin Heidelberg
DOI 10.1007/978-3-540-77958-2
版权 2008
ISBN 978-3-540-77957-5 (Print) 978-3-540-77958-2 (Online)
学科分类 商业和经济
学科 Economics/Management Science, Finance /Banking, Quantitative Finance, Statistics for Business/Economics/Mathematical Finance/Insurance and Financial Economics

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏1 回帖

关键词：Computation Engineering engineerin financial Financia Methods financial Engineering

PartIPortfolioOptimizationandOptionPricing
ThresholdAcceptingApproachtoImproveBound-based
ApproximationsforPortfolioOptimization
DanielKuhn,PanosParpas,Ber?cRustem .......................... 3
RiskPreferencesandLossAversioninPortfolioOptimization
DietmarMaringer ............................................... 27
GeneralizedExtremeValueDistributionandExtreme
EconomicValueatRisk(EE-VaR)
AmadeoAlentorn,SheriMarkose .................................. 47
PortfolioOptimizationunderVaRConstraintsBasedon
DynamicEstimatesoftheVariance-CovarianceMatrix
KatjaSpecht,PeterWinker ....................................... 73
OptimalExecutionofTime-ConstrainedPortfolio
Transactions
FaridAitSahlia,Yuan-ChyuanSheu,PanosM.Pardalos .............. 95
SemideniteProgrammingApproachesforBoundingAsian
OptionPrices
GeorgiosV.Dalakouras,RoyH.Kwon,PanosM.Pardalos............103
TheEvaluationofDiscreteBarrierOptionsinaPathIntegral
Framework
CarlChiarella,NadimaElCHassan,AdamKucer ....................117

XContents
PartIIEstimationandClassication
RobustPredictionofBeta
MarcG.Genton,ElvezioRonchetti.................................147
NeuralNetworkModellingwithApplicationstoEuro
ExchangeRates
MicheleLaRocca,CiraPerna .....................................163
TestingUncoveredInterestRateParityandTermStructure
UsingMultivariateThresholdCointegration
JayaKrishnakumar,DavidNeto ...................................191
ClassicationUsingOptimization:ApplicationtoCredit
RatingsofBonds
VladimirBugera,StanUryasev,GrigoryZrazhevsky ..................211
EvolvingDecisionRulestoDiscoverPatternsinFinancial
DataSets
AlmaLiliaGarc?a-Almanza,EdwardP.K.Tsang,EdgarGalvan-Lopez..239

AlmaLiliaGarc?a-Almanza,EdwardP.K.Tsang,EdgarGalvan-Lopez..239
PartIIIBanking,RiskandMacroeconomicModelling
ABankingFirmModel:TheRoleofMarket,Liquidityand
CreditRisks
BrendaGonzalez-Hermosillo,JennyX.Li...........................259
IdenticationofCriticalNodesandLinksinFinancial
NetworkswithIntermediationandElectronicTransactions
AnnaNagurney,QiangQiang .....................................273
AnAnalysisofSettlementRiskContagioninAlternative
SecuritiesSettlementArchitectures
GiuliaIori,ChristopheDeissenberg.................................299
IntegratedRiskManagement:RiskAggregationand
AllocationUsingIntelligentSystems
AndreasMitschele,FrankSchlottmann,DetlefSeese ..................317
AStochasticMonetaryPolicyInterestRateModel
ClaudioAlbanese,ManlioTrovato..................................343
Duali:SoftwareforSolvingStochasticControlProblemsin
Economics
DavidA.Kendrick,MarcoP.Tucci,HansM.Amman................393
Index ..........................................................421