Applied quantitative finance 

 - 2nd ed. 
 - New York  Springer Science  2009 
 - xxvi, 447 p.  24 cm ; Hard 
<br/><br/> 9783540691778 
<br/><br/>1. Value at risk --<br/>2. Credit risk --<br/>3. Implied volatility --<br/>4. Econimetrics. 
<br/><br/> 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. 
<br/><br/><label>ISBN: </label>9783540691778 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Risk--Mathematical models<br/>Finance--Mathematical models<br/>Econometrics<br/>Economics<br/>Banks and banking<br/>Finance