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9780444517814

Handbooks in Operations Research and Management Science

Handbooks in Operations Research and Management Science

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Product details

  • ISBN-13: 9780444517814
  • ISBN: 0444517812
  • Publication Date: 2007
  • Publisher: Elsevier Science & Technology Books

AUTHOR

Birge, John R., Linetsky, Vadim

SUMMARY

This handbook describes the latest developments in this rapidly evolving field in the areas of modelling and pricing financial derivatives, building models of interest rates and credit risk, pricing and hedging in incomplete markets, risk management, and portfolio optimization.Birge, John R. is the author of 'Handbooks in Operations Research and Management Science', published 2007 under ISBN 9780444517814 and ISBN 0444517812.

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