03094nam 22006495 450 991069864070332120251008162005.09783031238673(electronic bk.)978303123866610.1007/978-3-031-23867-3(MiAaPQ)EBC7238899(Au-PeEL)EBL7238899(DE-He213)978-3-031-23867-3(OCoLC)1377490952(CKB)26506245300041(EXLCZ)992650624530004120230417d2023 u| 0engurcnu||||||||txtrdacontentcrdamediacrrdacarrierThe Art of Quantitative Finance Vol. 3 Risk, Optimal Portfolios, and Case Studies /by Gerhard Larcher1st ed. 2023.Cham :Springer International Publishing :Imprint: Springer,2023.1 online resource (380 pages)Springer Texts in Business and Economics,2192-4341Print version: Larcher, Gerhard The Art of Quantitative Finance Vol. 3 Cham : Springer International Publishing AG,c2023 9783031238666 Includes bibliographical references and index.Risk measurement and credit risk management -- Optimal investment problems -- Case studies.The textbook discusses risk management in capital markets and presents various techniques of portfolio optimization. Special attention is given to risk measurement and credit risk management. Furthermore, the author discusses optimal investment problems and presents various examples. In the last section, the book includes numerous case studies based on the author’s own work as a fund manager, court-appointed expert and consultant in the field of quantitative finance. This book is the third volume of the quantitative finance trilogy by the author and builds on the theoretical groundwork introduced in the previous books. The volume presents real-life examples of the successful application of the introduced techniques and methods in financial services and capital markets.Springer Texts in Business and Economics,2192-4341Financial engineeringFinancial risk managementSocial sciencesMathematicsCapital marketFinancial EngineeringRisk ManagementMathematics in Business, Economics and FinanceCapital MarketsFinancial engineering.Financial risk management.Social sciencesMathematics.Capital market.Financial Engineering.Risk Management.Mathematics in Business, Economics and Finance.Capital Markets.332.015195332.0151Larcher Gerhard299542MiAaPQMiAaPQMiAaPQ9910698640703321The Art of Quantitative Finance Vol. 34451327UNINA