Financial engineering (Record no. 59280)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01956 a2200205 4500 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 221214t2008 ne ||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9780444517814 (HB) |
| 041 ## - LANGUAGE CODE | |
| Language code of text/sound track or separate title | eng |
| 080 ## - UNIVERSAL DECIMAL CLASSIFICATION NUMBER | |
| Universal Decimal Classification number | 519.8 |
| Item number | BIR |
| 100 ## - MAIN ENTRY--AUTHOR NAME | |
| Personal name | Birge, John R. |
| 245 ## - TITLE STATEMENT | |
| Title | Financial engineering |
| Statement of responsibility, etc | Handbooks in operations research and management science |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 1 |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication | Amsterdam |
| Name of publisher | North-Holland, Elsevier |
| Year of publication | 2008 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | xii, 1014 p. |
| 490 ## - SERIES STATEMENT | |
| Series statement | Handbooks in operations research and management science |
| Volume number/sequential designation | 15 |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | 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 services industry. The goals of financial engineering research are to develop empirically realistic stochastic models describing dynamics of financial risk variables, such as asset prices, foreign exchange rates, and interest rates, and to develop analytical, computational and statistical methods and tools to implement the models and employ them to design and evaluate financial products and processes to manage risk and to meet financial goals. This handbook describes the latest developments in this rapidly evolving field in the areas of modeling and pricing financial derivatives, building models of interest rates and credit risk, pricing and hedging in incomplete markets, risk management, and portfolio optimization. Leading researchers in each of these areas provide their perspective on the state of the art in terms of analysis, computation, and practical relevance. The authors describe essential results to date, fundamental methods and tools, as well as new views of the existing literature, opportunities, and challenges for future research |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | Mathematics |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Linetsky, Vadim (Eds.) |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | BOOKS |
| Withdrawn status | Lost status | Damaged status | Not for loan | Current library | Shelving location | Full call number | Accession Number | Koha item type |
|---|---|---|---|---|---|---|---|---|
| 1 | IMSc Library | First Floor Rack No:36 Shelf No:4 | 519.8 BIR | 76517 | BOOKS |