Handbooks in operations research and management science. Volume 15 : Financial management

dc.contributor.author	Birge, John R. (editor)
dc.contributor.author	Linetsky, Vadim (editor)
dc.date.issued	2008
dc.identifier.isbn	978-0-444-51781-4
dc.identifier.uri	https://thuvienso.hoasen.edu.vn/handle/123456789/3458
dc.description.abstract	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.
dc.format	xii, 1014 p. : ill.
dc.language.iso	en
dc.publisher	North-Holland is an imprint of Elsevier
dc.subject	Management science
dc.subject	Operations research
dc.title	Handbooks in operations research and management science. Volume 15 : Financial management
dc.type	Book