TY  - BOOK
AU  - Nikolaus Hautsch
AU  - Ludger Overbeck
AU  -  Härdle, Wolfgang
TI  - Applied quantitative finance
SN  - 9783540691778
PY  - 2009///
CY  - New York
PB  - Springer Science
KW  - Risk--Mathematical models
KW  - Finance--Mathematical models
KW  - Econometrics
KW  - Economics
KW  - Banks and banking
KW  - Finance
N1  - 9783540691778; 1. Value at risk --
2. Credit risk --
3. Implied volatility --
4. Econimetrics
N2  - 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
ER  -