Handbook of Financial Engineering

  • Constantin Zopounidis
  • Michael Doumpos
  • Panos M. Pardalos

Part of the Springer Optimization and Its Applications book series (SOIA, volume 18)

Table of contents

  1. Front Matter
    Pages I-XVII
  2. Portfolio Management and Trading

    1. Ralph E. Steuer, Yue Qi, Markus Hirschberger
      Pages 3-24
    2. Hiroshi Konno, Rei Yamamoto
      Pages 25-48
    3. Antony D. Hall, Steve E. Satchell
      Pages 49-66
    4. Shu-Heng Chen, Tzu-Wen Kuo, Kong-Mui Hoi
      Pages 99-154
  3. Risk Management

    1. Christos Ioannidis, Rong Hui Miao, Julian M. Williams
      Pages 157-200
    2. Leonard MacLean, Yonggan Zhao, Giorgio Consigli, William Ziemba
      Pages 231-244
    3. Nikolas Topaloglou, Hercules Vladimirou, Stavros A. Zenios
      Pages 245-278
  4. Operations Research Methods in Financial Engineering

    1. Kyriaki Kosmidou, Constantin Zopounidis
      Pages 281-300
    2. Anna Nagurney
      Pages 343-382
  5. Mergers, Acquisitions, and Credit Risk Ratings

    1. Alain Chevalier, Etienne Redor
      Pages 385-430
    2. Fotios Pasiouras, Chrysovalantis Gaganis, Sailesh Tanna, Constantin Zopounidis
      Pages 431-456
    3. Dimitris Papageorgiou, Michael Doumpos, Constantin Zopounidis, Panos M. Pardalos
      Pages 457-488
  6. Back Matter
    Pages 489-491

About this book


Over the past decade the financial and business environments have undergone significant changes. During the same period several advances have been made within the field of financial engineering, involving both the methodological tools as well as the application areas.

This comprehensive edited volume discusses the most recent advances within the field of financial engineering, focusing not only on the description of the existing areas in financial engineering research, but also on the new methodologies that have been developed for modeling and addressing financial engineering problems. This book is divided into four major parts, each covering different aspects of financial engineering and modeling such as portfolio management and trading, risk management, applications of operation research methods, and credit rating models.

Handbook of Financial Engineering is intended for financial engineers, researchers, applied mathematicians, and graduate students interested in real-world applications to financial engineering.


SOIA Support Vector Machine credit rating models genetic programming mathematical finance modeling operations research optimization portfolio management risk management trading

Editors and affiliations

  • Constantin Zopounidis
    • 1
  • Michael Doumpos
    • 1
  • Panos M. Pardalos
    • 2
  1. 1.Department of Production Engineering and ManagementFinancial Engineering Laboratory Technical University of CreteUniversity CampusChaniaGreece
  2. 2.Department of Industrial and Systems EngineeringUniversity of FloridaGainesvilleUSA

Bibliographic information