Applied Quantitative Finance

by Wolfgang Karl Härdle

Book Overview

This volume provides practical solutions and introduces recent theoretical developments in risk management, pricing of credit derivatives, quantification of volatility and copula modeling. This third edition is devoted to modern risk analysis based on quantitative methods and textual analytics to meet the current challenges in banking and finance. It includes 14 new contributions and presents a comprehensive, state-of-the-art treatment of cutting-edge...

• Format: Hardcover
• Language: English
• ISBN: 3662544857
• ISBN13: 9783662544853
• Release Date: August 2017
• Publisher: Springer
• Length: 372 Pages
• Weight: 1.57 lbs.
• Dimensions: 0.9" x 6.1" x 9.2"