Applied quantitative finance
Applied quantitative finance
- 2nd ed.
- New York Springer Science 2009
- xxvi, 447 p. 24 cm ; Hard
9783540691778
1. Value at risk --
2. Credit risk --
3. Implied volatility --
4. Econimetrics.
Offers solutions to and presents theoretical developments in many practical problems such as risk management, pricing of credit derivatives, quantification of volatility and copula modelling. This book reflects the synthesis of theory and practice supported by computational tools in the selection of topics.
9783540691778
Risk--Mathematical models
Finance--Mathematical models
Econometrics
Economics
Banks and banking
Finance
9783540691778
1. Value at risk --
2. Credit risk --
3. Implied volatility --
4. Econimetrics.
Offers solutions to and presents theoretical developments in many practical problems such as risk management, pricing of credit derivatives, quantification of volatility and copula modelling. This book reflects the synthesis of theory and practice supported by computational tools in the selection of topics.
9783540691778
Risk--Mathematical models
Finance--Mathematical models
Econometrics
Economics
Banks and banking
Finance