Series: Handbooks in Operations Research and Management Science

From being a humble subdiscipline within civil engineering, transportation research has grown to transcend disciplinary boundaries and become a substantial multidisciplinary and interdisciplinary field of study in its own right. Its growing sophistication and complexity has mirrored the ever-increasing transport problems we all face: congestion, pollution, environmental degradation, accidents, social issues of accessibility and mobility, economic costs and benefits. Almost all of those involved in transportation are seeking to resolving these real-world problems; and more and more transportation professionals find themselves seeking solutions in published research.

Transportation research has now reached maturity, with a solid foundation of established methodology for professionals to turn to and for future researchers and practitioners to build on. Elsevier's acclaimed series of six Handbooks in Transport form a unique reference work that comprehensively covers this many-faceted subject. Comprising specially commissioned chapters from the recognized experts on their topics, each title in the series encapsulates the essential knowledge of a major area within transportation. To practitioners, researchers and students alike, these books are authoritative, accessible, and invaluable.

Book Series: Handbooks in Operations Research and Management Science: Financial Engineering

Most recent volume

Volume 15. Handbooks in Operations Research and Management Science: Financial Engineering

Published: 18th October 2007 Editors: John Birge Vadim Linetsky
The remarkable growth of financial markets over the past decades has been accompanied by an equally remarkable explosion in financial engineering, the interdisciplinary field focusing on applications of mathematical and statistical modeling and computational technology to problems in the financial services industry. The goals of financial engineering research are to develop empirically realistic stochastic models describing dynamics of financial risk variables, such as asset prices, foreign exchange rates, and interest rates, and to develop analytical, computational and statistical methods and tools to implement the models and employ them to design and evaluate financial products and processes to manage risk and to meet financial goals. This handbook describes the latest developments in this rapidly evolving field in the areas of modeling and pricing financial derivatives, building models of interest rates and credit risk, pricing and hedging in incomplete markets, risk management, and portfolio optimization. Leading researchers in each of these areas provide their perspective on the state of the art in terms of analysis, computation, and practical relevance. The authors describe essential results to date, fundamental methods and tools, as well as new views of the existing literature, opportunities, and challenges for future research.

Additional volumes

Volume 14. Handbooks in Operations Research and Management Science: Transportation

Published: 8th December 2006 Editors: Cynthia Barnhart Gilbert Laporte

Volume 13. Handbooks in Operations Research and Management Science: Simulation

Published: 2nd September 2006 Editors: Shane Henderson Barry Nelson

Volume 12. Handbooks in Operations Research and Management Science

Published: 8th December 2005 Editors: K. Aardal George Nemhauser R. Weismantel

Volume 11. Supply Chain Management

Published: 5th December 2003 Author: Dekok

Volume 10. Stochastic Programming

Published: 9th October 2003

Volume 9. Finance

Published: 15th December 1995 Series Editors: R.A. Jarrow Vojislav Maksimovic W. T. Ziemba

Volume 8. Network Routing

Published: 30th October 1995 Series Editors: M.O. Ball T.L. Magnanti B.L. Monma George Nemhauser

Volume 7. Network Models

Published: 9th May 1995 Series Editors: M.O. Ball T.L. Magnanti B.L. Monma George Nemhauser

Volume 6. Operations Research and the Public Sector

Published: 30th September 1994 Series Editor: S.M. Pollock

Volume 5. Marketing

Published: 26th November 1993 Serial Editors: J. Eliashberg G.L. Lilien

Volume 4. Logistics of Production and Inventory

Published: 27th May 1993 Series Editors: S.C. Graves A.H.G. Rinnooy Kan P.H. Zipkin

Volume 3. Computing

Published: 26th November 1992 Author: Thomas Coffman

Volume 2. Stochastic Models

Published: 20th July 1990 Serial Volume Editors: D.P. Heyman M.J. Sobel

Volume 1. Optimization

Published: 4th August 1989 Author: George Nemhauser