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003 MX-SnUAN
005 20170705134201.0
007 cr nn 008mamaa
008 150903s2010 xxu| o |||| 0|eng d
020 _a9780387771175
_99780387771175
024 7 _a10.1007/9780387771175
_2doi
035 _avtls000332776
039 9 _a201509030202
_bVLOAD
_c201404122241
_dVLOAD
_c201404092012
_dVLOAD
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_zstaff
040 _aMX-SnUAN
_bspa
_cMX-SnUAN
_erda
050 4 _aHG1-9999
100 1 _aLee, Cheng-Few.
_eeditor.
_9302395
245 1 0 _aHandbook of Quantitative Finance and Risk Management /
_cedited by Cheng-Few Lee, Alice C. Lee, John Lee.
264 1 _aBoston, MA :
_bSpringer US :
_bImprint: Springer,
_c2010.
300 _axx, 1550 páginas 335 ilustraciones
_brecurso en línea.
336 _atexto
_btxt
_2rdacontent
337 _acomputadora
_bc
_2rdamedia
338 _arecurso en línea
_bcr
_2rdacarrier
347 _aarchivo de texto
_bPDF
_2rda
500 _aSpringer eBooks
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"
590 _aPara consulta fuera de la UANL se requiere clave de acceso remoto.
700 1 _aLee, Alice C.
_eeditor.
_9302396
700 1 _aLee, John.
_eeditor.
_9303651
710 2 _aSpringerLink (Servicio en línea)
_9299170
776 0 8 _iEdición impresa:
_z9780387771168
856 4 0 _uhttp://remoto.dgb.uanl.mx/login?url=http://dx.doi.org/10.1007/978-0-387-77117-5
_zConectar a Springer E-Books (Para consulta externa se requiere previa autentificación en Biblioteca Digital UANL)
942 _c14
999 _c279366
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