02669nam0 2200625 i 450 VAN0012384120240806100814.795N978366254486020191003d2017 |0itac50 baengDE|||| |||||Applied Quantitative FinanceWolfgang Karl Härdle, Cathy Yi-Hsuan Chen, Ludger Overbeck editors3. edBerlinSpringer2017x, 372 p.ill.24 cm001VAN000365262001 Statistics and computing210 Berlin [etc.]Springer1993-VAN00235420Applied Quantitative Finance156231500B15Collections of articles of miscellaneous specific interest [MSC 2020]VANC023985MF62PxxApplications of statistics [MSC 2020]VANC027777MF91-XXGame theory, economics, finance, and other social and behavioral sciences [MSC 2020]VANC025601MF91GxxActuarial science and mathematical finance [MSC 2020]VANC020093MFCopulaKW:KCopula modellingKW:KCredit riskKW:KCryptocurrencyKW:KDefault modelingKW:KDynamics risk measurementKW:KHigh-frequency dataKW:KMarket riskKW:KNetwork riskKW:KPortfolioKW:KQuantitative FinanceKW:KQuantitative methodsKW:KRisk managementKW:KSystemic riskKW:KTime varying quantile lassoKW:KValue at riskKW:KVolatilityKW:KBerlinVANL000066ChenCathy Yi-HsuanVANV095298HärdleWolfgang K.VANV081192OverbeckLudgerVANV095299Springer <editore>VANV108073650Härdle, Wolfgang KarlHärdle, Wolfgang K.VANV236399Härdle, W. K.Härdle, Wolfgang K.VANV236400Härdle, W.K.Härdle, Wolfgang K.VANV236401ITSOL20241122RICAhttp://doi.org/10.1007/978-3-662-54486-0E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN00123841BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08DLOAD e-book 0567 08eMF567 20191003 Applied Quantitative Finance1562315UNICAMPANIA