02623nam 2200517 450 991069864070332120230617093251.09783031238673(electronic bk.)978303123866610.1007/978-3-031-23867-3(MiAaPQ)EBC7238899(Au-PeEL)EBL7238899(DE-He213)978-3-031-23867-3(OCoLC)1377490952(EXLCZ)992650624530004120230617d2023 uy 0engurcnu||||||||txtrdacontentcrdamediacrrdacarrierThe art of quantitative financeVolume 3. risk, optimal portfolios, and case studies /Gerhard Larcher1st ed. 2023.Cham, Switzerland :Springer,[2023]©20231 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,2192-4341FinanceMathematical modelsFinancial risk managementPortfolio managementFinanceMathematical models.Financial risk management.Portfolio management.332.015195Larcher Gerhard299542MiAaPQMiAaPQMiAaPQ9910698640703321The art of quantitative finance3388715UNINA