Taking financial engineering theory and corporate finance theory into practice, the aim of convertible bonds in financing and its essence as options are analyzed. Also, portfolio theory is applied to analyses the convertible bonds fund.
By applying synthetically some basic theories and methods of constitutional economics, industry economics, financial engineering, management and so on, and combining closely with many countries’ practice, this paper studies systematically the commercial banks’ customer equity management (CEM).
The second chapter concentrates on the core technical problems of financial investment decision— the valuation model of financial assets and the risk measurement & aversion of financial investment, and financial engineering serve as technical guarantee of financial investment.
On the base of data analysis, integrates the foreign banks' successful experiences on asset and liability business expansion, with the facts of our country's financial market, the article ponders the space and the approaches for innovation of asset and liability business management in our country, puts forward exerting the financial engineering technology to control the interest risk in bank.
Markowiz put forward to mean-variance model for portfolio selection at the earliest stage in 1952. This theory was through the development of more than 40 years, having become the theoretical core in modern portfolios, having become hot research problem in financial mathematical theories and financial engineering techniques.
When the EP’s attitude toward risk is taken into account, the utility function and Value-at-Risk approach commonly used in financial engineering, is applied to determine the allocation portfolio and assess the purchasing portfolio’s risk.
Synthesis utilization aspect and so on trust theory, financial engineering, information economics, Investment,combination investment, risk management as well as financial control theory proposed the opening domestic REITs system feasibility, and the union present real estate investment trust plan operation practice, from aspect and so on government structure, transaction structure, investment management, operation way, risk control and system safeguard, constructs with the realistic condition adapts with the complete significance REITs domestic system.
This class of algorithms has broad applications in signal processing, learning, financial engineering, and other related fields.
We extend the concept of the time dependent Markov (TDM) model proposed by Kariya and Tsuda (Financial Engineering and the Japanese Markets, Kluwer Academic Publishers, Dordrecht, The Netherlands, Vol.
The 4th Columbia-Jafee Conference on Mathematical Finance and Financial Engineering
Financial engineering tools, such as portfolio and options theory, then become natural means to analyse the customer's value further.
Matched Asymptotic Expansions in Financial Engineering
Financial Engineering is the newly subject of finance cross the system and informafion. The technique frame? model? optimization and control of finance engineering is sammarized,the research problem of finance engineering is advanced, which has significance to the development and application.
This paper evaluated and analysed the most important three financial opti-mization models (mortgage settlement model,structuring collateralized mortgage obligationsmodel,and glogal return shaping model),which are used in financial engineering.
Options and the pricing theory of options are the frontiers fields in today's financial management and financial engineering research. Based upon the systematic analysis of factors affecting the prices of options,the paper studies both the options pricing model obeying markov chain and the options pricing model obeying semi-markov chain. The models are calculated and empiralized through case studies in the paper as well.