Innovations in Quantitative Risk Management TU München, September 2013 /

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Topics in numerical methods for finance /

Portfolio Management with Heuristic Optimization by Maringer, Dietmar

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Foreign-Exchange-Rate Forecasting With Artificial Neural Networks by Yu, Lean

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Handbook of Quantitative Finance and Risk Management by Lee, Cheng-Few

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Handbook of Portfolio Construction by Guerard, John B.

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Complex Systems in Finance and Econometrics by Meyers, Robert A.

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Strategic Trading in Illiquid Markets by Mnch, Burkart

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Risk Management Challenge and Opportunity / by Frenkel, Michael

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Empirical Techniques in Finance by Bhar, Ramaprasad

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Term Structure Modeling and Estimation in a State Space Framework by Lemke, Wolfgang

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Real Options Valuation The Importance of Interest Rate Modelling in Theory and Practice / by Schulmerich, Marcus

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The Economics of Foreign Exchange and Global Finance by Wang, Peijie

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A Structural Framework for the Pricing of Corporate Securities Economic and Empirical Issues / by Genser, Michael

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Market-Conform Valuation of Options by Herwig, Tobias

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The Basel II Risk Parameters Estimation, Validation, and Stress Testing / by Engelmann, Bernd

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Optimal Risk-Return Trade-Offs of Commercial Banks and the Suitability of Profitability Measures for Loan Portfolios / by Khn, Jochen

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Financial Economics A Concise Introduction to Classical and Behavioral Finance / by Hens, Thorsten

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Optimisation, Econometric and Financial Analysis by Kontoghiorghes, Erricos John

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Sovereign Default Risk Valuation Implications of Debt Crises and Bond Restructurings / by Andritzky, Jochen

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