Name: Applied Quantitative Finance
SKU: 57390739
Price: 61.71 EUR
Availability: InStock
Author: Wolfgang Karl Härdle
ISBN: 9783662571996

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Type

Physical Book

Publisher

Springer

Author

Wolfgang Karl Härdle

Language

English

Pages

372

Format

Paperback

ISBN13

9783662571996

Edition No.

Applied Quantitative Finance

Wolfgang Karl Härdle (Author) · Springer · Paperback

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Synopsis "Applied Quantitative Finance"

Presents the latest developments in risk management; market risk, credit risk and dynamics of risk management Provides a unique balance between theoretical concepts, computational tools and practical implementation Features fully reproducible results and provides the underlying quantlets on the accompanying website www.quantlet.de Includes an innovative analysis of the dynamics of cryptocurrencies Time varying LASSO yields a financial risk meter (FRM hu.berlin/frm)

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Applied Quantitative Finance - Wolfgang Karl Härdle

Synopsis "Applied Quantitative Finance"

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