Applied Quantitative Finance
Theory and Computational Tools
Seiten
2002
|
1., Ed.
Springer Berlin (Verlag)
978-3-540-43460-3 (ISBN)
Springer Berlin (Verlag)
978-3-540-43460-3 (ISBN)
- Titel erscheint in neuer Auflage
- Artikel merken
Zu diesem Artikel existiert eine Nachauflage
Applied Quantitative Finance presents solutions, theoretical developments and method proliferation for many practical problems in quantitative finance. The combination of practice and theory supported by computational tools is reflected in the selection of topics as well as in a finely tuned balance of scientific contributions on the practical implementation and theoretical concepts. This concept offers theoreticians insight into the applicability of the methodology and, vice versa, practitioners access to new methods for their applications. The e-book design of the text links theory and computational tools in an innovative way. All "quantlets" for the calculation of given examples in the text are executable on an XploRe Quantlet Server (XQS) and can be modified by the reader via the internet. The electronic edition can be downloaded from the web site www.i-xplore.de using the licence and registration number at the back cover.
Wolfgang Härdle is a professor of statistics at the Humboldt-Universität zu Berlin and director of C.A.S.E. the Centre for Applied Statistics and Economics. He teaches quantitative finance and semiparametric statistical methods. His research focuses on dynamic factor models, multivariate statistics in finance and computational statistics. He is an elected ISI member and advisor to the Guanghua School of Management, Peking University and to National Central University, Taiwan.
Prof. Dr. Gerhard Stahl ist Deputy Chief Risk Officer der Talanx AG und dort maßgeblich für die Umsetzung von Solvency II verantwortlich.
Value at Risk.
- Credit Risk.
- Implied Volatility.
- Econometrics.
| Sprache | englisch |
|---|---|
| Maße | 155 x 235 mm |
| Gewicht | 636 g |
| Einbandart | Paperback |
| Themenwelt | Wirtschaft ► Allgemeines / Lexika |
| Schlagworte | credit risk • Finanzmathematik • Quantitative Finance • Value at risk • Volatility • XploRe |
| ISBN-10 | 3-540-43460-7 / 3540434607 |
| ISBN-13 | 978-3-540-43460-3 / 9783540434603 |
| Zustand | Neuware |
| Haben Sie eine Frage zum Produkt? |
Mehr entdecken
aus dem Bereich
aus dem Bereich
erfolgreich bei Bachelor- und Masterarbeit
Buch | Softcover (2024)
Vahlen (Verlag)
CHF 26,45
Buch | Softcover (2024)
Franz Vahlen (Verlag)
CHF 23,65
Buch | Softcover (2023)
Vahlen (Verlag)
CHF 26,45
