Computational Methods in Financial Engineering
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Published By Springer Berlin Heidelberg

9783540779575, 9783540779582

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Generalized Extreme Value Distribution and Extreme Economic Value at Risk (EE-VaR)

Computational Methods in Financial Engineering ◽

10.1007/978-3-540-77958-2_3 ◽

2008 ◽

pp. 47-71 ◽

Cited By ~ 2

Author(s):

Amadeo Alentorn ◽

Sheri Markose

Keyword(s):

At Risk ◽

Value At Risk ◽

Economic Value ◽

Extreme Value Distribution ◽

Extreme Value ◽

Value Distribution ◽

Generalized Extreme Value Distribution ◽

Generalized Extreme Value

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Duali: Software for Solving Stochastic Control Problems in Economics

Computational Methods in Financial Engineering ◽

10.1007/978-3-540-77958-2_18 ◽

2008 ◽

pp. 393-419

Author(s):

David A. Kendrick ◽

Marco P. Tucci ◽

Hans M. Amman

Keyword(s):

Stochastic Control ◽

Control Problems ◽

Stochastic Control Problems

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A Stochastic Monetary Policy Interest Rate Model

Computational Methods in Financial Engineering ◽

10.1007/978-3-540-77958-2_17 ◽

2008 ◽

pp. 343-392

Author(s):

Claudio Albanese ◽

Manlio Trovato

Keyword(s):

Monetary Policy ◽

Interest Rate ◽

Rate Model ◽

Interest Rate Model ◽

Policy Interest

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Classification Using Optimization: Application to Credit Ratings of Bonds

Computational Methods in Financial Engineering ◽

10.1007/978-3-540-77958-2_11 ◽

2008 ◽

pp. 211-237 ◽

Cited By ~ 1

Author(s):

Vladimir Bugera ◽

Stan Uryasev ◽

Grigory Zrazhevsky

Keyword(s):

Credit Ratings

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Optimal Execution of Time-Constrained Portfolio Transactions

Computational Methods in Financial Engineering ◽

10.1007/978-3-540-77958-2_5 ◽

2008 ◽

pp. 95-102 ◽

Cited By ~ 3

Author(s):

Farid AitSahlia ◽

Yuan-Chyuan Sheu ◽

Panos M. Pardalos

Keyword(s):

Optimal Execution

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Integrated Risk Management: Risk Aggregation and Allocation Using Intelligent Systems

Computational Methods in Financial Engineering ◽

10.1007/978-3-540-77958-2_16 ◽

2008 ◽

pp. 317-342 ◽

Cited By ~ 2

Author(s):

Andreas Mitschele ◽

Frank Schlottmann ◽

Detlef Seese

Keyword(s):

Risk Management ◽

Intelligent Systems ◽

Integrated Risk ◽

Risk Aggregation ◽

Integrated Risk Management

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Identification of Critical Nodes and Links in Financial Networks with Intermediation and Electronic Transactions

Computational Methods in Financial Engineering ◽

10.1007/978-3-540-77958-2_14 ◽

2008 ◽

pp. 273-297 ◽

Cited By ~ 6

Author(s):

Anna Nagurney ◽

Qiang Qiang

Keyword(s):

Financial Networks ◽

Electronic Transactions ◽

Critical Nodes

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Evolving Decision Rules to Discover Patterns in Financial Data Sets

Computational Methods in Financial Engineering ◽

10.1007/978-3-540-77958-2_12 ◽

2008 ◽

pp. 239-255 ◽

Cited By ~ 5

Author(s):

Alma Lilia García-Almanza ◽

Edward P. K. Tsang ◽

Edgar Galván-López

Keyword(s):

Decision Rules ◽

Financial Data ◽

Data Sets

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The Evaluation of Discrete Barrier Options in a Path Integral Framework

Computational Methods in Financial Engineering ◽

10.1007/978-3-540-77958-2_7 ◽

2008 ◽

pp. 117-144 ◽

Cited By ~ 3

Author(s):

Carl Chiarella ◽

Nadima El-Hassan ◽

Adam Kucera

Keyword(s):

Path Integral ◽

Barrier Options

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Semidefinite Programming Approaches for Bounding Asian Option Prices

Computational Methods in Financial Engineering ◽

10.1007/978-3-540-77958-2_6 ◽

2008 ◽

pp. 103-116 ◽

Cited By ~ 4

Author(s):

Georgios V. Dalakouras ◽

Roy H. Kwon ◽

Panos M. Pardalos

Keyword(s):

Semidefinite Programming ◽

Asian Option ◽

Option Prices

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Computational Methods in Financial EngineeringLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer Berlin Heidelberg

Generalized Extreme Value Distribution and Extreme Economic Value at Risk (EE-VaR)

Duali: Software for Solving Stochastic Control Problems in Economics

A Stochastic Monetary Policy Interest Rate Model

Classification Using Optimization: Application to Credit Ratings of Bonds

Optimal Execution of Time-Constrained Portfolio Transactions

Integrated Risk Management: Risk Aggregation and Allocation Using Intelligent Systems

Identification of Critical Nodes and Links in Financial Networks with Intermediation and Electronic Transactions

Evolving Decision Rules to Discover Patterns in Financial Data Sets

The Evaluation of Discrete Barrier Options in a Path Integral Framework

Semidefinite Programming Approaches for Bounding Asian Option Prices

Computational Methods in Financial Engineering
Latest Publications