Search Results - subject_exact:"Financial Engineering"

Petratos, Pythagoras; Baugus, Brian Dwight - 2025

Monetary policy and central banks faced significant challenges in recent decades, like the Great Recession and the 2008-2009 financial crisis, and the Global Inflation Surge of 2021-2022. The introduction of blockchain technology triggered major financial innovations. Nevertheless, the adoption...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015553078

The impact of the Georgian Real Estate Investment Trust on the performance of various portfolios

Berishvili, Vakhtang; Didmanidze, Monika - 2024

This study aims to explore the potential impact of the anticipated Georgian Real Estate Investment Trusts (REITs) on the performance of investment portfolios. Due to the absence of Georgian REITs, a simulated financial asset representing a Georgian Residential REIT was engineered. The study...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015374726

A review of new developments in finance with deep learning : deep hedging and deep calibration

Shinozaki, Yuji - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015053520

Deep learning in finance : a review of deep hedging and deep calibration techniques

Shinozaki, Yuji - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015559872

The technology of decentralized finance (defi)

Auer, Raphael A.; Haslhofer, Bernhard; Kitzler, Stefan; … - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014245535

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The technology of decentralized finance (DeFi)

Auer, Raphael A.; Haslhofer, Bernhard; Kitzler, Stefan; … - 2023

Book / Working Paper

Robert C. Merton : The Palgrave Companion to MIT Economics

Bodie, Zvi; Lo, Andrew W. - 2023

Robert C. Merton is the School of Management Distinguished Professor of Finance at Massachusetts Institute of Technology, and the John and Natty McArthur University Professor Emeritus at Harvard University. Merton received the Alfred Nobel Memorial Prize in Economic Sciences in 1997 for a new...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014348991

Bayesian Machine Learning in Quantitative Finance : Theory and Practical Applications

Mongwe, Wilson Tsakane; Mbuvha, Rendani; Marwala, Tshilidzi - 2025

1 Introduction To Bayesian Machine Learning In Quantitative Finance -- 2 Background To Bayesian Machine Learning In Quantitative Finance -- 3 On the Stochastic Alpha Beta Rho Model and Hamiltonian Monte Carlo Techniques -- 4 Learning Equity Volatility Surfaces using Sparse Gaussian Processes --...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015416344

Beyond Pangloss : financial sector origins of inefficient economic booms

Malherbe, Frederic; McMahon, Michael - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015071280

Sustainable Islamic financial engineering with special reference to Gulf Cooperation Council's economies

Khan, Tariqullah; Imene Tabet - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015189379

Endogenous credit, business cycle, and portfolio selection

Choi, Kyoung Jin; Koo, Hyeng-keun; Lim, Byung Hwa; Yoo, Jane - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014556823

Analysis of platform business and secure business intelligence

Mishra, Shrutika; Mishra, Priyanshu - 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013367625

Financial engineering of green finance as an element of environmental innovation management

Khalatur, Svitlana M.; Dubovych, Olesia - 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013202302

Simulating multi-asset classes prices using Wasserstein Generative Adversarial Network : a study of stocks, futures and cryptocurrency

Han, Feng; Ma, Xiaojuan; Zhang, Jiheng - 2022

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...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012813868

A New Framework for Sustainable Islamic Financial Engineering with Special Reference to GCC Countries

Khan, Tariqullah; Tabet, Imene - 2023

Gulf Cooperation Council (GCC) countries are on an ambitious path towards green economic transformation. In this paper we identified the target as high level of Human Development Index (HDI) within the planetary capacity of One Earth. All the GCC countries have already achieved high levels of...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014349562

Clearing Room for Social Impact Investments in Europe : a Support From Financial Engineering

Minenna, Marcello - 2023

In this paper we investigate the opportunity to issue a Special Purpose Vehicle with a mixed capital structure dedicated to the development of green and social infrastructure in less developed areas of the European Union

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014253968

Inefficient Strategies of Serial Acquisition : Glamour, Earnings Management, Financial Engineering and Industrial Concentration

Meeks, Geoff; Meeks, Jaqueline - 2023

Meeks and Meeks (2022, MM for short)* has a question in its subtitle, Why spend ever more on mergers when so many fail? There are three interwoven strands in the book’s answer:First, contracts (explicit and implicit) often reward key players in the M&A market — executives and advisers —...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014254188

Relationship between FinTech and Financial Engineering : A Review

Ye, George L. - 2023

The emergence of financial technology (FinTech) has been transforming the financial services industry by creating new opportunities and challenges, while financial engineering, on the other hand, has been a key driver of financial innovation by enabling the creation of complex financial products...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014254333

Dynamic contracting with intermediation : operational, governance, and financial engineering

Gryglewicz, Sebastian; Mayer, Simon - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014380988

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Dynamic Contracting with Intermediation : Operational, Governance, and Financial Engineering

Gryglewicz, Sebastian; Mayer, Simon - 2022

Book / Working Paper

Perceptions of stakeholders on the financial and economic crisis in Lebanon : an in-depth analysis

Uwaydah, Leila; Kassir, Ali - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015117794

Deep reinforcement learning for optimal stopping with application in financial engineering

Fathan, Abderrahim; Delage, Erick - 2021

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012588030

Metals and energy finance : interrelationship between technical and financial risk in mineral projects

Buchanan, Dennis L. - 2025 - Third edition

"Dennis Buchanan's text clearly shows how an understanding of the complementary disciplines of geoscience, conventional engineering and advanced financial engineering is essential to making the right decisions concerning how to appraise a resource or project and how to structure the funding of...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015375672

Financing our global commons in the Anthropocene era : new monetary policy and financial engineering instruments to fund, hedge, and manage our global commons

Brunnhuber, Stefan - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015325392

Derivatives Applications in Asset Management : From Theory to Practice

2025

Part 1: Derivatives Fundamentals for Asset Managers -- Chapter 1: Introduction -- Chapter 2: Equity Derivatives -- Chapter 3: Bond-Related Derivatives -- Chapter 4: Foreign Exchange Derivatives -- Chapter 5: Volatility Derivatives -- Chapter 6: Managing Volatility and Capturing Returns Through...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015421980

Preventing price-mediated contagion due to fire sales externalities : strategic foundations of macroprudential regulation

Braouezec, Yann; Kiani, Keyvan - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015445267

Risk budgeting allocation for dynamic risk measures

Pesenti, Silvana M.; Jaimungal, Sebastian; Saporito, Yuri F. - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015445712

Trading with concave price impact and impact decay : theory and evidence

Hey, Natascha; Mastromatteo, Iacopo; Muhle-Karbe, Johannes - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015445714

A stationary mean-field equilibrium model of irreversible investment in a two-regime economy

Aïd, René; Basei, Matteo; Ferrari, Giorgio - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015549935

Optimal trading with speed-dependent transaction cost rates : a flexible framework

Liu, Hong; Qian, Shuaijie; Xu, Jing - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015550654

Robert C. Merton and the science of finance

Bodie, Zvi - 2020

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012404616

A bibliometric analysis on financial engineering studies

Jena, Jyoti Ranjan; Panigrahi, Rashmi Ranjan; … - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014304333

Financing fusion energy

Alhamdan, Abdullah; Halem, Zachery M.; Hernandez, Irene; … - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014371995

A conceptual framework to apply financial engineering at the enterprise

Zamlynskyi, Viktor; Zerkal, Anastasiia; Antonov, Andriy - 2019

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012209228

Risk Management in Banks and Insurance Companies : Step by Step

Blatter, Anja; Bradbury, Sean; Bruhn, Pascal; Ernst, Dietmar - 2024

This book shows how modern risk management in banks and insurance companies can be modeled in Excel and Matlab. Readers are provided with all the necessary knowledge and skills in a systematic and structured step-by-step manner. Apart from basic Excel knowledge, no previous knowledge is...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014583374

Financial Engineering : Strategien, Bewertungen und Risikomanagement

Bloss, Michael - 2024 - 5., überarbeitete und aktualisierte Auflage

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014438544

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Financial Engineering : Strategien, Bewertungen und Risikomanagement

Bloss, Michael; Sörensen, Daniel; Kleinknecht, Manuel - 2024 - 5., überarbeitete und aktualisierte Auflage

Edition: 5., überarbeitete und aktualisierte Auflage

Book / Working Paper

Financial Engineering : Strategien, Bewertungen und Risikomanagement

Bloss, Michael - 2020 - 4., überarbeitete und erweiterte Auflage

Edition: 4., überarbeitete und erweiterte Auflage

Book / Working Paper

Securitization for common health

Ciardiello, Francesco; Di Lorenzo, Emilia; Menzietti, … - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014551307

The future wealth of nations

Brunnhuber, Stefan - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015075610

Robust risk quantification via shock propagation in financial networks

Ahn, Dohyun; Chen, Nan; Kim, Kyoung-Kuk - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014505013

Systemic portfolio diversification

Capponi, Agostino; Weber, Marko - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014505039

Stochastic liquidity as a proxy for nonlinear price impact

Muhle-Karbe, Johannes; Wang, Zexin; Webster, Kevin T. - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014520747

Liquidity Dynamics and Risk Modeling : Navigating Trading and Investment Portfolios Frontiers with Machine Learning Algorithms

Al Janabi, Mazin A. M. - 2024

Chapter 1: Beyond the Surface: In-depth Perspectives on Liquidity and Risk Frontiers -- Chapter 2: Unlocking the Microstructure of Liquidity Risk: Understanding Interactions with other Financial Risks and Best Practices in Oversight and Governance -- Chapter 3: Crises to Opportunities:...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015157948

Information relaxation and a duality-driven algorithm for stochastic dynamic programs

Chen, Nan; Ma, Xiang; Liu, Yanchu; Yu, Wei - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015371401

Incentive-aware models of financial networks

Jalan, Akhil; Chakrabarti, Deepayan; Sarkar, Purnamrita - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015371406

Monte Carlo estimation of CoVaR

Huang, Weihuan; Lin, Nifei; Hong, L. Jeff - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015371407

Factors affecting financial engineering and product development in Islamic Financial Institutions

Shaamirova, Surayyo; SARAÇ, Mehmet - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015358926

Optimal impact portfolios with general dependence and marginals

Lo, Andrew W.; Wu, Lan; Zhang, Ruixun; Zhao, Chaoyi - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015361732

Robust financial networks

Hu, Feihong; Mitchell, Daniel; Tompaidis, Stathis - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015361745

Partially egalitarian portfolio selection

Peng, Yiming; Linetsky, Vadim - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015048960

Dynamic contracting in asset management under the investor-partner-manager relationship

Keppo, Jussi; Touzi, Nizar; Zuo, Ruiting - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014556839

Litigation Finance : Financial Engineering in the Courtroom

Rowe, James - 2021

Litigation finance is a relatively new financial product that has the potential to unlock the justice system for an unmeasurable number of people in the United States who have suffered injustices that would represent meritorious claims if the victims could afford to bring a civil case....

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013245283