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.
General
Is the information for this product incomplete, wrong or inappropriate?
Let us know about it.
Does this product have an incorrect or missing image?
Send us a new image.
Is this product missing categories?
Add more categories.
Review This Product
No reviews yet - be the first to create one!