Zur Startseite gehen
0,00 €*
Cover: 9783540691778 | Applied Quantitative Finance | Wolfgang Karl Härdle (u. a.) | Buch
Dekorationsartikel gehören nicht zum Leistungsumfang.
Applied Quantitative Finance
Buch von Wolfgang Karl Härdle (u. a.)
Sprache: Englisch

96,29 €*

inkl. MwSt.

Versandkostenfrei per Post / DHL

Aktuell nicht verfügbar

Kategorien:
Beschreibung
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.
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.
Zusammenfassung

Includes supplementary material: [...]

Inhaltsverzeichnis
Value at Risk.- Modeling Dependencies with Copulae.- Quantification of Spread Risk by Means of Historical Simulation.- A Copula-Based Model of the Term Structure of CDO Tranches.- VaR in High Dimensional Systems - a Conditional Correlation Approach.- Credit Risk.- Rating Migrations.- Cross- and Autocorrelation in Multi-Period Credit Portfolio Models.- Risk Measurement with Spectral Capital Allocation.- Valuation and VaR Computation for CDOs Using Stein's Method.- Implied Volatility.- Least Squares Kernel Smoothing of the Implied Volatility Smile.- Numerics of Implied Binomial Trees.- Application of Extended Kalman Filter to SPD Estimation.- Stochastic Volatility Estimation Using Markov Chain Simulation.- Measuring and Modeling Risk Using High-Frequency Data.- Valuation of Multidimensional Bermudan Options.- Econometrics.- Multivariate Volatility Models.- The Accuracy of Long-term Real Estate Valuations.- Locally Time Homogeneous Time Series Modelling.- Simulation Based Option Pricing.- High-Frequency Volatility and Liquidity.- Statistical Process Control in Asset Management.- Canonical Dynamics Mechanism of Monetary Policy and Interest Rate.
Details
Erscheinungsjahr: 2008
Fachbereich: Betriebswirtschaft
Genre: Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Buch
Inhalt: xxvi
447 S.
ISBN-13: 9783540691778
ISBN-10: 3540691774
Sprache: Englisch
Herstellernummer: 12318353
Ausstattung / Beilage: HC runder Rücken kaschiert
Einband: Gebunden
Redaktion: Härdle, Wolfgang Karl
Overbeck, Ludger
Hautsch, Nikolaus
Herausgeber: Wolfgang Härdle/Nikolaus Hautsch/Ludger Overbeck
Auflage: 2nd ed. 2008
Hersteller: Springer-Verlag GmbH
Springer Berlin Heidelberg
Maße: 241 x 160 x 31 mm
Von/Mit: Wolfgang Karl Härdle (u. a.)
Erscheinungsdatum: 25.08.2008
Gewicht: 0,875 kg
Artikel-ID: 112013591
Zusammenfassung

Includes supplementary material: [...]

Inhaltsverzeichnis
Value at Risk.- Modeling Dependencies with Copulae.- Quantification of Spread Risk by Means of Historical Simulation.- A Copula-Based Model of the Term Structure of CDO Tranches.- VaR in High Dimensional Systems - a Conditional Correlation Approach.- Credit Risk.- Rating Migrations.- Cross- and Autocorrelation in Multi-Period Credit Portfolio Models.- Risk Measurement with Spectral Capital Allocation.- Valuation and VaR Computation for CDOs Using Stein's Method.- Implied Volatility.- Least Squares Kernel Smoothing of the Implied Volatility Smile.- Numerics of Implied Binomial Trees.- Application of Extended Kalman Filter to SPD Estimation.- Stochastic Volatility Estimation Using Markov Chain Simulation.- Measuring and Modeling Risk Using High-Frequency Data.- Valuation of Multidimensional Bermudan Options.- Econometrics.- Multivariate Volatility Models.- The Accuracy of Long-term Real Estate Valuations.- Locally Time Homogeneous Time Series Modelling.- Simulation Based Option Pricing.- High-Frequency Volatility and Liquidity.- Statistical Process Control in Asset Management.- Canonical Dynamics Mechanism of Monetary Policy and Interest Rate.
Details
Erscheinungsjahr: 2008
Fachbereich: Betriebswirtschaft
Genre: Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Buch
Inhalt: xxvi
447 S.
ISBN-13: 9783540691778
ISBN-10: 3540691774
Sprache: Englisch
Herstellernummer: 12318353
Ausstattung / Beilage: HC runder Rücken kaschiert
Einband: Gebunden
Redaktion: Härdle, Wolfgang Karl
Overbeck, Ludger
Hautsch, Nikolaus
Herausgeber: Wolfgang Härdle/Nikolaus Hautsch/Ludger Overbeck
Auflage: 2nd ed. 2008
Hersteller: Springer-Verlag GmbH
Springer Berlin Heidelberg
Maße: 241 x 160 x 31 mm
Von/Mit: Wolfgang Karl Härdle (u. a.)
Erscheinungsdatum: 25.08.2008
Gewicht: 0,875 kg
Artikel-ID: 112013591
Warnhinweis

Ähnliche Produkte

Ähnliche Produkte

Buch
Cover: 9789814397834 | An Introduction to Wavelet Theory in Finance | Sangbae Kim | Buch
INTRO TO WAVELET THEORY IN FINANCE, AN
EAN: 9789814397834
Sprache: Englisch
Von/Mit: Francis In & Sangbae Kim

102,70 €*

Aktuell nicht verfügbar

Taschenbuch
Cover: 9780199270019 | The Government of Risk | Understanding Risk Regulation Regimes | Buch
The Government of Risk
Understanding Risk Regulation Regimes
EAN: 9780199270019
Sprache: Englisch
Von/Mit: Christopher Hood (u. a.)

79,40 €*

Aktuell nicht verfügbar

Taschenbuch
Cover: 9780128111222 | Applied Behavior Analysis Advanced Guidebook | Taschenbuch | Englisch
Applied Behavior Analysis Advanced Guidebook
A Manual for Professional Practice
EAN: 9780128111222
Sprache: Englisch
Von/Mit: James K. Luiselli

81,00 €*

Aktuell nicht verfügbar

Taschenbuch
Cover: 9781138341913 | Business and Economics of Port Management | An Insider's Perspective
Business and Economics of Port Management
An Insider's Perspective
EAN: 9781138341913
Sprache: Englisch
Von/Mit: Wei Yim Yap

50,50 €*

Aktuell nicht verfügbar

Taschenbuch
Cover: 9783031012792 | Aspects of Differential Geometry I | Peter Gilkey (u. a.) | Buch
Aspects of Differential Geometry I
EAN: 9783031012792
Sprache: Englisch
Von/Mit: Peter Gilkey (u. a.)

35,30 €*

Aktuell nicht verfügbar

Taschenbuch
Cover: 9783031012808 | Aspects of Differential Geometry II | Peter Gilkey (u. a.) | Buch
Aspects of Differential Geometry II
EAN: 9783031012808
Sprache: Englisch
Von/Mit: Peter Gilkey (u. a.)

35,30 €*

Aktuell nicht verfügbar

Taschenbuch
Cover: 9783031012822 | Aspects of Differential Geometry III | Esteban Calviño-Louzao (u. a.)
Aspects of Differential Geometry III
EAN: 9783031012822
Sprache: Englisch
Von/Mit: Esteban Calviño-Louzao (u. a.)

48,14 €*

Aktuell nicht verfügbar

Taschenbuch
Cover: 9783031012884 | Aspects of Differential Geometry IV | Esteban Calviño-Louzao (u. a.)
Aspects of Differential Geometry IV
EAN: 9783031012884
Sprache: Englisch
Von/Mit: Esteban Calviño-Louzao (u. a.)

64,19 €*

Aktuell nicht verfügbar

Taschenbuch
Cover: 9783031013041 | Aspects of Differential Geometry V | Esteban Calviño-Louzao (u. a.)
Aspects of Differential Geometry V
EAN: 9783031013041
Sprache: Englisch
Von/Mit: Esteban Calviño-Louzao (u. a.)

58,84 €*

Aktuell nicht verfügbar

Taschenbuch
Cover: 9786205546772 | Statistische Analyse von Zeitreihen - Kointegrations- und VECM-Modelle
Statistische Analyse von Zeitreihen - Kointegrations- und VECM-Modelle
Anwendung auf die Kohlenstoff- und Elektrizitätsmärkte mit Hilfe statistischer Software
EAN: 9786205546772
Sprache: Deutsch
Von/Mit: Carlos Freitas

84,90 €*

Aktuell nicht verfügbar

Taschenbuch
Cover: 9798868987670 | OPTIONS TRADING | Carter Herrold | Taschenbuch | Paperback | Englisch
OPTIONS TRADING
A Beginners Crash Course [7 BOOKS in 1] with Best Strategies and 1 # Guide to Become Pro at Trading Options |...
EAN: 9798868987670
Sprache: Englisch
Von/Mit: Carter Herrold

19,60 €*

Aktuell nicht verfügbar

Diese Website verwendet Cookies, um eine bestmögliche Erfahrung bieten zu können. Mehr Informationen ...