000			00941nam a2200193Ia 4500
020			_a9783540691778
245			_aApplied quantitative finance
250			_a2nd ed.
260			_c2009 _bSpringer Science _aNew York
300			_axxvi, 447 p. _b24 cm ; Hard
500			_a9783540691778
505			_a1. Value at risk -- 2. Credit risk -- 3. Implied volatility -- 4. Econimetrics.
520			_aOffers 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.
650			_aRisk--Mathematical models _aFinance--Mathematical models _aEconometrics _aEconomics _aBanks and banking _aFinance
700			_aNikolaus Hautsch
700			_aLudger Overbeck
700			_a Härdle, Wolfgang
942			_cBK
999			_c96619 _d96619