000 04208nam a22005295i 4500
001 978-0-387-77117-5
003 DE-He213
005 20140220084455.0
007 cr nn 008mamaa
008 100612s2010 xxu| s |||| 0|eng d
020 _a9780387771175
_9978-0-387-77117-5
024 7 _a10.1007/978-0-387-77117-5
_2doi
050 4 _aHG1-9999
050 4 _aHG4501-6051
050 4 _aHG1501-HG3550
072 7 _aKFF
_2bicssc
072 7 _aKFFK
_2bicssc
072 7 _aBUS027000
_2bisacsh
072 7 _aBUS004000
_2bisacsh
082 0 4 _a657.8333
_223
082 0 4 _a658.152
_223
100 1 _aLee, Cheng-Few.
_eeditor.
245 1 0 _aHandbook of Quantitative Finance and Risk Management
_h[electronic resource] /
_cedited by Cheng-Few Lee, Alice C. Lee, John Lee.
264 1 _aBoston, MA :
_bSpringer US :
_bImprint: Springer,
_c2010.
300 _aXX, 1550p. 335 illus.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
505 0 _aOverview of Quantitative Finance and Risk Management Research -- Portfolio Theory and Investment Analysis -- Options and Option Pricing Theory -- Risk Management -- Theory, Methodology, and Applications.
520 _aQuantitative finance is a combination of economics, accounting, statistics, econometrics, mathematics, stochastic process, and computer science and technology. Increasingly, the tools of financial analysis are being applied to assess, monitor, and mitigate risk, especially in the context of globalization, market volatility, and economic crisis. This three-volume handbook, comprised of over 100 chapters, is the most comprehensive resource in the field to date, integrating the most current theory, methodology, policy, and practical applications. Showcasing contributions from an international array of experts, the Handbook of Quantitative Finance and Risk Management is unparalleled in the breadth and depth of its coverage. Volume 1 presents an overview of quantitative finance and risk management research, covering the essential theories, policies, and empirical methodologies used in the field. Chapters provide in-depth discussion of portfolio theory and investment analysis. Volume 2 covers options and option pricing theory and risk management. Volume 3 presents a wide variety of models and analytical tools. Throughout, the handbook offers illustrative case examples, worked equations, and extensive references; additional features include chapter abstracts, keywords, and author and subject indices. From "arbitrage" to "yield spreads," the Handbook of Quantitative Finance and Risk Management will serve as an essential resource for academics, educators, students, policymakers, and practitioners. Selected entries include: Michael J. Brennan and Yihong Xia on "Persistence, Predictability and Portfolio Planning" Kenton K. Yee on "Combining Fundamental Measures for Stock Selection" Itzhak Venezia on "Asian Options" Ren-Raw Chen, Ben Logan, Oded Palmon, and Larry Shepp on "Dividends vs. Reinvestments in Continuous Time" Fathali Firoozi and Donald Lien on "Capital Structure and Entre Deterrence" Lan-Chih Ho, John Cadle, and Michael Theobald on "Portfolio Insurance Strategies – Review of Theory and Empirical Studies" Gurdip Bakshi, Charles Cao, and Zhiwu Chen on "Option Pricing and Hedging Performance under Stochastic Volatility and Stochastic Interest Rates" C.H. Ted Hong on "Dynamic Econometric Loss Model: A Default Study of US Subprime Market" N.K. Chidambaran on "Genetic Programming for Option Pricing"
650 0 _aEconomics.
650 0 _aFinance.
650 0 _aEconometrics.
650 1 4 _aEconomics/Management Science.
650 2 4 _aFinance/Investment/Banking.
650 2 4 _aQuantitative Finance.
650 2 4 _aEconometrics.
700 1 _aLee, Alice C.
_eeditor.
700 1 _aLee, John.
_eeditor.
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9780387771168
856 4 0 _uhttp://dx.doi.org/10.1007/978-0-387-77117-5
912 _aZDB-2-SBE
999 _c109796
_d109796