Cargando…

New trends in financial engineering : works under the auspices of the World Class University Program of Ajou University /

Financial engineering is defined as the application of mathematical methods to the solution of problems in finance. The recent financial crisis raised many challenges for financial engineers: not only were financially engineered products such as collateralized debt obligations and credit default swa...

Descripción completa

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor Corporativo: IOS Press
Otros Autores: Koo, Hyeng Keun
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Amsterdam ; Washington, D.C. : IOS Press, ©2011.
Colección:Studies in probability, optimization, and statistics ; v. 4.
Temas:
Acceso en línea:Texto completo
Descripción
Sumario:Financial engineering is defined as the application of mathematical methods to the solution of problems in finance. The recent financial crisis raised many challenges for financial engineers: not only were financially engineered products such as collateralized debt obligations and credit default swaps implicated in causing the crisis, but the risk management techniques developed by financial engineers appeared to fail when they were most desperately needed. This book is the first in a series describing research by a multidisciplinary team of economists, mathematicians and control theorists exp.
Notas:Includes author index.
Descripción Física:1 online resource (xi, 151 pages)
Bibliografía:Includes bibliographical references and index.
ISBN:9781607508359
1607508354
1283432994
9781283432993
1607508346
9781607508342