Elsevier < Decision Sciences Publications < Handbooks in Operations Research and Management Science < Volume XIV: Financial Engineering, Forthcoming

FINANCIAL ENGINEERING
Edited by J.R. Birge and V. Linetsky

Preliminary Table of Contents:

• A Framework for Derivatives Pricing: Models, Methods and Contracts
• Option Pricing: The Actual and Risk-Neutral Distribution
• Multi-Asset Equity Derivatives
• Jump-Diffusion Models
• Pricing General European-Style Claims via Fast Fourier Transform
• Spectral Methods in Derivatives Pricing
• Variational Methods in Derivatives Pricing
• Discrete Path-Dependent Options
• Applications of Large Deviations in Financial Engineering
• Volatility EstimatioN
• Interest Rate Theory
• Valuation of CDS, Credit Default Swaptions and Options on CDS in the Credit
• Migrations Environment
• Computational Aspects of Credit Risk
• Real Options
• Energy Derivatives
• Financial Engineering: Applications in Insurance
• Incomplete Markets
• Liquidity Risk
• A Queuing Theoretic Approach to Financial Price Fluctuations
• The Mathematical Foundations for Risk Measurement
• Risk Management
• Evaluating DC and DB Pension Plans: An Application of Enterprise Risk Management
• Total Risk Minimization Using Monte Carlo Simulation
• Dynamic Portfolio Theory
• Optimization Methods in Portfolio Management
• Simulation for Optimal Portfolios
• Duality and Approximate Dynamic Programming for Pricing American Options and Portfolio Optimization
• Behavioral Asset Pricing under Uncertainty

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• Decision Sciences Publications
• Handbooks in Information Systems
• Handbooks in Economics
• Handbooks in Finance

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