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Books by Gautam Mitra






Quantitative Fund Management(1st Edition)
(Chapman and Hall/CRC Financial Mathematics Series)
by Gautam Mitra, Georg Pflug, M.A.H., Georg. Dempster Pflug, Professor Gautam Mitra, Dilip B. Madan, Rama Cont, Georg Ch Pflug
Hardcover, 486 Pages, Published 2008 by Chapman And Hall/Crc
ISBN-13: 978-1-4200-8191-6, ISBN: 1-4200-8191-8

"The First Collection That Covers This Field at the Dynamic Strategic and One-Period Tactical Levels Addressing the imbalance between research and practice, Quantitative Fund Management presents leading-edge theory and methods, along with their application in practical problems encountered in the fund management industry. A Current Snapshot of State-of-the-Art Applications of Dynamic Stochastic Optimization Techniques to Long-Term Fi ..."






Quantitative Fund Management(1st Edition)
(Chapman & Hall/ CRC Financial Mathematics)
by Gautam Mitra, Georg Pflug
Paperback, 486 Pages, Published 2019 by Chapman And Hall/Crc
ISBN-13: 978-0-367-38614-6, ISBN: 0-367-38614-3






The Handbook of News Analytics in Finance(1st Edition)
by Gautam Mitra, Editors Leela Mitra, Professor Gautam Mitra
Hardcover, 384 Pages, Published 2011 by Wiley
ISBN-13: 978-0-470-66679-1, ISBN: 0-470-66679-X

"The Handbook of News Analytics in Finance is a landmark publication bringing together the latest models and applications of News Analytics for asset pricing, portfolio construction, trading and risk control.  The content of the Hand Book is organised to provide a rapid yet comprehensive understanding of this topic. Chapter 1 sets out an overview of News Analytics (NA) with an explanation of the technology and applications. The rest of ..."






Theory and application of mathematical programming
by Gautam Mitra
Hardcover, 214 Pages, Published 1976 by Academic Press Inc.
ISBN-13: 978-0-12-500450-3, ISBN: 0-12-500450-8






Computer Assisted Decision Making
Expert Systems, Decision Analysis, Mathematical Programming
by Gautam Mitra, Unicom Consultants, Elsevier Science Ltd
Hardcover, 304 Pages, Published 1986 by Elsevier Science Ltd
ISBN-13: 978-0-444-87887-8, ISBN: 0-444-87887-4

"North-Holland, 1986, Very good., Hardcover. 282 pages. Ex-library. No dust jacket. 0444878874. Out-of-print and antiquarian booksellers since 1933. We pack and ship with care."






Geometries and Mechanisms of Thrusting, With Special Reference to the Appalachians
(Special Paper (Geological Society of America))
by Gautam Mitra, Steven Wojtal, S. Wojtal, Mikhail Semenovich Mesezhnikov
Paperback, 236 Pages, Published 1988 by Geological Society Of Amer
ISBN-13: 978-0-8137-2222-1, ISBN: 0-8137-2222-5

"Nickelsen presents the results of his recent work on fault geometry and kinematics in Silurian and Devonian strata at the upper ... The three final papers in the volume are more general treatments of fold-and-thrust belt structures. ... Avery A. Drake, Terry Engelder, Roger T. Faill, Raymond C. Fletcher, Kevin Furlong, Peter Geiser, Richard Groshong, ... Root, James W. Sears, Carol Simpson, Steven Schamel, Edgar W. Spencer, Robert ..."






Chapman and Hall/CRC Financial Mathematics
Quantitative Fund Management
by Gautam Mitra, Georg Ch Pflug
Digital, 486 Pages, Published 2008 by Chapman & Hall/Crc
ISBN-13: 978-1-4200-8192-3, ISBN: 1-4200-8192-6

"The First Collection That Covers This Field at the Dynamic Strategic and One-Period Tactical Levels Addressing the imbalance between research and practice, Quantitative Fund Management presents leading-edge theory and methods, along with their application in practical problems encountered in the fund management industry. A Current Snapshot of State-of-the-Art Applications of Dynamic Stochastic Optimization Techniques to Long-Term Fina ..."






New insights into the structural geology of the Gilson and Northern Canyon Mountains, Central Utah
by Gautam Mitra, Sanghoon Kwon, Utah Geological Survey
32 Pages, Published 2007 by Utah Geological Survey
ISBN-13: 978-1-55791-778-2, ISBN: 1-55791-778-7

"... rocks in the Sevier orogenic belt, northwestern Utah: Santa Barbara, University of California-Santa Barbara, Ph.D. dissertation, 633 p. ... Goldstein, A., and Marshak, S., 1988, Analysis of fracture array geometry, in Marshak, S., and Mitra, G., editors, Basic methods of structural ... Lawton, T.F., Sprinkel, D.F., DeCelles, P.G., Mitra, G., Sussman, A.J., and Weiss, M.P., 1997, Stratigraphy and structure of the ..."






Geology of the Sheeprock thrust sheet, central Utah - new insights
(Miscellaneous publication)
by Malay Mukul, Gautam Mitra
56 Pages, Published 1998 by Utah Geological Survey
ISBN-13: 978-1-55791-615-0, ISBN: 1-55791-615-2

"Malay Mukul, Gautam Mitra. Horodyski, R.J., Levy, M., Miller, J.M.G., Pearson, R.C., Prave, A., Stewart, J.H., Winston, D., Wright, L.A., and Wrucke, C.T., 1993, Middle and Late Pro- terozoic stratified rocks of the western U.S. cordillera, Colorado Plateau, and basin-and-range province, in Reed, J.C., Jr., Bickford, M.E., Houston, R.S., Link, P.K., Rankin, D.W., Sims, P.K., and Van Schmus, W.R., editors, Precambrian - Conterminous ..."






Geometries and Mechanisms of Thrusting, with Special Reference to the Appalachians
by Gautam Mitra, Steven Wojtal
244 Pages, Published 1988
ISBN-13: 978-0-608-07748-2, ISBN: 0-608-07748-8






The Handbook of News Analytics in Finance(1st Edition)
by Gautam Mitra, Leela Mitra
Printed Access Code, 584 Pages, Published 2012 by Wiley
ISBN-13: 978-1-118-46741-1, ISBN: 1-118-46741-8

"The Handbook of News Analytics in Finance is a landmark publication bringing together the latest models and applications of News Analytics for asset pricing, portfolio construction, trading and risk control. The content of the Hand Book is organised to provide a rapid yet comprehensive understanding of this topic. Chapter 1 sets out an overview of News Analytics (NA) with an explanation of the technology and applications. The rest of th ..."






Asset and Liability Management Handbook
by Gautam Mitra, Katharina Schwaiger
Hardcover, 272 Pages, Published 2011 by Palgrave Macmillan
ISBN-13: 978-0-230-27779-3, ISBN: 0-230-27779-9

"Recent years have shown an increase in development and acceptance of quantitative methods for asset and liability management strategies. This book presents state of the art quantitative decision models for three sectors: pension funds, insurance companies and banks, taking into account new regulations and the industries risks."






Geometry and Deformation Fabrics in the Central and Southern Appalachian Valley and Ridge and Blue Ridge(1st Edition)
Frederick, Maryland to Allatoona Dam, Georgia, July 20 - 27, 1989, Volume T357
by Nicholas B. Woodward, Steven Wojtal, William M. Dunne, Gautam Mitra, Carol Simpson, Mark Evans, John Costello
Printed Access Code, 105 Pages, Published 2013 by American Geophysical Union
ISBN-13: 978-1-118-66973-0, ISBN: 1-118-66973-8

"Published by the American Geophysical Union as part of the Field Trip Guidebooks Series, Volume 357.The Appalachian orogenic belt extends over several thousand kilometers (miles) if all its components in the Ouachitas (Texas, Oklahoma, Missouri), the eastern United States from Alabama to Maine, and Canada, are included. We will only be visiting a small part of the belt between Washington, D.C. and Atlanta, Georgia (900 kms apart, along ..."






Operations Research/Computer Science Interfaces Ser.
Decision Modelling and Information Systems : The Information Value Chain 26
by Gautam Mitra, Nikitas-Spiros Koutsoukis
366 Pages, Published 2012 by Springer Science & Business Media
ISBN-13: 978-1-4615-0505-1, ISBN: 1-4615-0505-4

"... 2001 Hillier, F. S., Hillier, M. S., Lieberman, G. J., Introduction to Management Science, McGraw Hill International, 2000. Hillier, F. S., and Lieberman, G. J., Introduction to Operations Research, 5" Edition, McGraw-Hill International, 1990. Hillier, F. S., and Lieberman, G. J., Introduction to Operations Research, 7" Edition, McGraw-Hill International, 2001. Koutsoukis, N-S., Mitra, G., Lucas, C., Adapting On-Line Analytical ..."






Chapman and Hall/CRC Financial Mathematics Ser.
Quantitative Fund Management. Chapman and Hall/ CRC Financial Mathematics Series
by Georg Pflug, Gautam Mitra, Rama Cont, Michael Dempster, Dilip B. Madan
Published 2009
ISBN-13: 978-1-281-94081-0, ISBN: 1-281-94081-X






Decision Modelling and Information Systems(Reprint)
The Information Value Chain (Operations Research/Computer Science Interfaces Series)
by Nikitas-Spiros Koutsoukis, Professor Gautam Mitra, Gaam Mitra
Paperback, 366 Pages, Published 2003 by Springer
ISBN-13: 978-1-4613-5110-8, ISBN: 1-4613-5110-3






Thrust Belts and Synorogenic Sediments by Peter G.
(Department of Geosciences DeCelles (Paperback)
by Peter G., Gautam Mitra
Paperback, 256 Pages, Published 2000 by Blackwell Science Inc.
ISBN-13: 978-0-86542-419-7, ISBN: 0-86542-419-5






Interior Point Methods for Linear Programming Optimization
Theory and Practice (Wiley Series in Discrete Mathematics & Optimization)
by Gautam Mitra, Roni Levkovitz
Hardcover, 300 Pages, Published 1996 by John Wiley & Sons Inc
ISBN-13: 978-0-471-95675-4, ISBN: 0-471-95675-9






The Handbook of Sentiment Analysis in Finance(1st Edition)
by Gautam Mitra, Yu Xiang, En Tsao
Hardcover, 616 Pages, Published 2016 by Albury Books
ISBN-13: 978-1-910571-57-6, ISBN: 1-910571-57-1

"Handbook of Sentiment Analysis in Finance provides a comprehensive collection of relevant research results, which cover the financial applications of sentiment classification in general, and sentiment quantification in particular. This is an emerging and evolving topic area that has been impacted by (i) growth in social media, (ii) online information sources, (iii) evolution of data sciences (iv) continued developments in machine learni ..."






Asset and Liability Management Handbook
by Gautam Mitra, K. Schwaiger
515 Pages, Published 2011 by Springer
ISBN-13: 978-0-230-30723-0, ISBN: 0-230-30723-X

"model, we look at the relationship between PV01 matching and the required funding, where PV01 is the (sterling) change in the net present value of a bond due to a 0.01 per cent (one basis point) positive parallel shift in the yield curve; this is an industry-accepted measure of sensitivity analysis. In the SP model, we have two sources of randomness: liabilities and interest rates. We generate interest rate scenarios, look at the r ..."



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