Financial data are expensive and highly sensitive with limited access. We aim to generate abundant datasets given the original prices while preserving the original statistical features. We introduce the Wasserstein Generative Adversarial Network with Gradient Penalty (WGAN-GP) into the field of...

Financial data are expensive and highly sensitive with limited access. We aim to generate abundant datasets given the original prices while preserving the original statistical features. We introduce the Wasserstein Generative Adversarial Network with Gradient Penalty (WGAN-GP) into the field of...

"This book will satisfy the demand among college majors in Finance and Financial Engineering, and mathematically-versed practitioners for description of both the classical approaches to equity investing and new investment strategies scattered in the periodic literature. Besides the major...

"The book offers an overview of credit risk modeling and management. A three-step approach is adopted with the contents, after introducing the essential concepts of both mathematics and finance. Initially the focus is on the modeling of credit risk parameters mainly at the level of individual...

Modern financial management is largely about risk management, which is increasingly data-driven. The problem is how to extract information from the data overload. It is here that advanced statistical and machine learning techniques can help. Accordingly, finance, statistics, and data analytics...

Modern financial management is largely about risk management, which is increasingly data-driven. The problem is how to extract information from the data overload. It is here that advanced statistical and machine learning techniques can help. Accordingly, finance, statistics, and data analytics...

"Adopting a unique approach that combines stochastic modeling and control techniques with option pricing theory Demonstrating formulas and numerical schemes for fast implementation and clear illustration Presenting unique perspectives such as taking into account both the employee's risk aversion...

Since the mid-1980s, the share of household net worth intermediated by US financial institutions has shifted from defined benefit plans to life insurers and defined contribution plans. Life insurers have primarily grown through variable annuities, which are mutual funds with longevity insurance,...

The last three decades have witnessed a phenomenal growth in innovations in financialmarkets. This is of interest to all financial intermediaries including commercial andcorporative banks, insurance companies and other financial institutions.Globalization, Liberalization and Privatization have...

In view of the central role which options play in mainstream financial engineering – in design of innovative financial products and management of risk, this paper undertakes an Islamic evaluation of options and its role in the Islamic system of financial contracting. An Islamic assessment of...

This study developed specific criteria and a fuzzy analytic network process (FANP) to assess and select portfolios on the Tehran Stock Exchange (TSE). Although the portfolio selection problem has been widely investigated, most studies have focused on income and risk as the main decision-making...

This study developed specific criteria and a fuzzy analytic network process (FANP) to assess and select portfolios on the Tehran Stock Exchange (TSE). Although the portfolio selection problem has been widely investigated, most studies have focused on income and risk as the main decision-making...

The evolution of trading paradigms -- The role of data in trading and investing -- Artificial intelligence : between myth and reality -- Computational intelligence : a principled approach for the era of data exploration -- How to apply the principles of CI in quantitative finance -- Case study 1...

Financial engineering is basically innovation in the financial industries - the development of new financial instruments and processes that will help wealth maximization of the Share holders, issuers or intermediaries. Financial innovations occur because market participants are constantly...

Chapter 1. Trends in Infrastructure Industry -- Chapter 2. Infrastructure Financing Instruments -- Chapter 3. Risks inherent in Project Finance and its mitigation -- Chapter 4. Structuring and Implementation of the Project -- Chapter 5. The Chuo Shinkansen Project, Japan -- Chapter 6. Developing...

A brief overview on the 10th International Scientific Conference "Business and Management" organised by the Faculty of Business Management of Vilnius Gediminas Technical University (Vilnius, Lithuania) on May 3-4, 2018.

A brief overview on the 10th International Scientific Conference "Business and Management" organised by the Faculty of Business Management of Vilnius Gediminas Technical University (Vilnius, Lithuania) on May 3-4, 2018.

A tour of C++ and environs -- New and improved C++ fundamentals -- Modelling functions in C++ -- Advanced c++ template programming -- Tuples in c++ and their applications -- Type traits, advanced lambdas and multiparadigm design in C++ -- Multiparadigm design in C++ -- C++ numerics, IEEE754 and...

Preface -- Exotic options -- Passport to success / Hyer, Lipton, Pugachevsky -- Similarities via self-similarities / Lipton -- Predictability and unpredictability in financial markets / Lipton -- Universal barriers / Lipton, McGhee -- Pricing of vanilla and first generation exotic options /...

Intro -- Financial Instrument Pricing Using C++ 2e -- Contents -- 1 A Tour of C++ and Environs -- 1.1 Introduction and Objectives -- 1.2 What is C++? -- 1.3 C++ as a Multiparadigm Programming Language -- 1.4 The Structure and Contents of this Book: Overview -- 1.5 A Tour of C++11: Black-Scholes...

"This book explores the intellectual answers to the problems in functioning of the present-day financial markets and institutions, states and governments. It explores the subjects of financial risk, financialization, moral hazard, macro, micro-prudential policy and public, economic and...

As observed in at least the last two decades, financial engineering has not only changed the way in which business is conducted in the finance world, but also the daily life of the average citizen in the leading economies. Structured products have been deemed weapons of mass destruction in some...