Business & Economics Books:

Applied Quantitative Finance

Format

Hardback

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Applied Quantitative Finance
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Description

Recent years have witnessed a growing importance of quantitative methods in both financial research and industry. This development requires the use of advanced techniques on a theoretical and applied level, especially when it comes to the quantification of risk and the valuation of modern financial products. Applied Quantitative Finance (2nd edition) provides a comprehensive and state-of-the-art treatment of cutting-edge topics and methods. It provides solutions to and presents theoretical developments in many practical problems such as risk management, pricing of credit derivatives, quantification of volatility and copula modelling. The synthesis of theory and practice supported by computational tools is reflected in the selection of topics as well as in a finely tuned balance of scientific contributions on practical implementation and theoretical concepts. This linkage between theory and practice offers theoreticians insights into considerations of applicability and, vice versa, provides practitioners comfortable access to new techniques in quantitative finance. Themes that are dominant in current research and which are presented in this book include among others the valuation of Collaterized Debt Obligations (CDOs), the high-frequency analysis of market liquidity, the pricing of Bermuda options and realized volatility. All Quantlets for the calculation of the given examples are downloadable from the Springer web pages.
Release date NZ
August 25th, 2008
Contributors
Edited by Ludger Overbeck Edited by Nikolaus Hautsch Edited by Wolfgang Karl Hardle
Country of Publication
Germany
Edition
2nd ed. 2008
Illustrations
52 Tables, black and white; XXVI, 447 p.
Imprint
Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Pages
447
Dimensions
155x235x33
ISBN-13
9783540691778
Product ID
2667193

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