[Handbooks in Operations Research and Management Science] Financial Engineering Volume 15 || Introduction to the Handbook of Financial Engineering

[Handbooks in Operations Research and Ma

[Handbooks in Operations Research and Management Science] Financial Engineering Volume 15 || Chapter 1 An Introduction to Financial Asset Pricing

✍ Jarrow, Robert A. 📂 Article 📅 2007 🏛 Elsevier 🌐 English ⚖ 416 KB

The remarkable growth of financial markets over the past decades has been accompanied by an equally remarkable explosion in financial engineering, the interdisciplinary field focusing on applications of mathematical and statistical modeling and computational technology to problems in the financial s

[Handbooks in Operations Research and Ma

[Handbooks in Operations Research and Management Science] Financial Engineering Volume 15 || Chapter 5 Volatility

✍ Bandi, Federico M. 📂 Article 📅 2007 🏛 Elsevier 🌐 English ⚖ 447 KB

[Handbooks in Operations Research and Ma

[Handbooks in Operations Research and Management Science] Financial Engineering Volume 15 || Chapter 2 Jump-Diffusion Models for Asset Pricing in Financial Engineering

✍ Kou, S.G. 📂 Article 📅 2007 🏛 Elsevier 🌐 English ⚖ 507 KB

The remarkable growth of financial markets over the past decades has been accompanied by an equally remarkable explosion in financial engineering, the interdisciplinary field focusing on applications of mathematical and statistical modeling and computational technology to problems in the financial s

[Handbooks in Operations Research and Ma

[Handbooks in Operations Research and Management Science] Financial Engineering Volume 15 || Chapter 10 Calculating Portfolio Credit Risk

✍ Glasserman, Paul 📂 Article 📅 2007 🏛 Elsevier 🌐 English ⚖ 333 KB

The remarkable growth of financial markets over the past decades has been accompanied by an equally remarkable explosion in financial engineering, the interdisciplinary field focusing on applications of mathematical and statistical modeling and computational technology to problems in the financial s

[Springer Series in Operations Research

[Springer Series in Operations Research and Financial Engineering] Introduction to Stochastic Programming || Introduction and Examples

✍ , 📂 Article 📅 1997 🏛 Springer-Verlag 🌐 English ⚖ 355 KB

The aim of stochastic programming is to find optimal decisions in problems which involve uncertain data. This field is currently developing rapidly with contributions from many disciplines including operations research, mathematics, and probability. Conversely, it is being applied in a wide variety

[Springer Series in Operations Research

[Springer Series in Operations Research and Financial Engineering] Introduction to Stochastic Programming || Multistage Approximations

✍ , 📂 Article 📅 1997 🏛 Springer-Verlag 🌐 English ⚖ 225 KB

The aim of stochastic programming is to find optimal decisions in problems which involve uncertain data. This field is currently developing rapidly with contributions from many disciplines including operations research, mathematics, and probability. Conversely, it is being applied in a wide variety