Applied quantitative finance

Contributor(s):

Material type: Text

TextPublication details: 2009 Springer Science New YorkEdition: 2nd edDescription: xxvi, 447 p. 24 cm ; HardISBN:

9783540691778

Subject(s):

Risk--Mathematical models Finance--Mathematical models Econometrics Economics Banks and banking Finance

Contents:

1. Value at risk -- 2. Credit risk -- 3. Implied volatility -- 4. Econimetrics.

Summary: 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.

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Holdings
Item type	Current library	Collection	Call number	Status	Date due	Barcode
Books	H.T. Parekh Library	GSB Collection	332.645 APP (Browse shelf(Opens below))	Available		38103

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.

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