Applied Quantitative Finance

preview-18
  • Applied Quantitative Finance Book Detail

  • Author : Wolfgang Karl Härdle
  • Release Date : 2017-08-02
  • Publisher : Springer
  • Genre : Business & Economics
  • Pages : 369
  • ISBN 13 : 3662544865
  • File Size : 82,82 MB

Applied Quantitative Finance by Wolfgang Karl Härdle PDF Summary

Book Description: 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 methods and topics, such as collateralized debt obligations, the high-frequency analysis of market liquidity, and realized volatility. The book is divided into three parts: Part 1 revisits important market risk issues, while Part 2 introduces novel concepts in credit risk and its management along with updated quantitative methods. The third part discusses the dynamics of risk management and includes risk analysis of energy markets and for cryptocurrencies. Digital assets, such as blockchain-based currencies, have become popular b ut are theoretically challenging when based on conventional methods. Among others, it introduces a modern text-mining method called dynamic topic modeling in detail and applies it to the message board of Bitcoins. The unique synthesis of theory and practice supported by computational tools is reflected not only in the selection of topics, but also in the fine balance of scientific contributions on practical implementation and theoretical concepts. This link between theory and practice offers theoreticians insights into considerations of applicability and, vice versa, provides practitioners convenient access to new techniques in quantitative finance. Hence the book will appeal both to researchers, including master and PhD students, and practitioners, such as financial engineers. The results presented in the book are fully reproducible and all quantlets needed for calculations are provided on an accompanying website. The Quantlet platform quantlet.de, quantlet.com, quantlet.org is an integrated QuantNet environment consisting of different types of statistics-related documents and program codes. Its goal is to promote reproducibility and offer a platform for sharing validated knowledge native to the social web. QuantNet and the corresponding Data-Driven Documents-based visualization allows readers to reproduce the tables, pictures and calculations inside this Springer book.

Disclaimer: www.yourbookbest.com does not own Applied Quantitative Finance books pdf, neither created or scanned. We just provide the link that is already available on the internet, public domain and in Google Drive. If any way it violates the law or has any issues, then kindly mail us via contact us page to request the removal of the link.

Applied Quantitative Finance

Applied Quantitative Finance

File Size : 93,93 MB
Total View : 3240 Views
DOWNLOAD

This volume provides practical solutions and introduces recent theoretical developments in risk management, pricing of credit derivatives, quantification of vol

Quantitative Finance

Quantitative Finance

File Size : 14,14 MB
Total View : 2090 Views
DOWNLOAD

The series of recent financial crises have thrown open the world of quantitative finance and financial modeling. This book brings together proven and new method

Applied Quantitative Finance

Applied Quantitative Finance

File Size : 24,24 MB
Total View : 4090 Views
DOWNLOAD

This book provides both conceptual knowledge of quantitative finance and a hands-on approach to using Python. It begins with a description of concepts prior to