LEADER 03094nam  22006495  450 
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005 20251008162005.0
010   $a9783031238673$b(electronic bk.)
010   $z9783031238666
024 7 $a10.1007/978-3-031-23867-3
035   $a(MiAaPQ)EBC7238899
035   $a(Au-PeEL)EBL7238899
035   $a(DE-He213)978-3-031-23867-3
035   $a(OCoLC)1377490952
035   $a(CKB)26506245300041
035   $a(EXLCZ)9926506245300041
100   $a20230417d2023      u|         0
101 0 $aeng
135   $aurcnu||||||||
181   $ctxt$2rdacontent
182   $cc$2rdamedia
183   $acr$2rdacarrier
200 14$aThe Art of Quantitative Finance Vol. 3 $eRisk, Optimal Portfolios, and Case Studies /$fby Gerhard Larcher
205   $a1st ed. 2023.
210  1$aCham :$cSpringer International Publishing :$cImprint: Springer,$d2023.
215   $a1 online resource (380 pages)
225 1 $aSpringer Texts in Business and Economics,$x2192-4341
311 08$aPrint version: Larcher, Gerhard The Art of Quantitative Finance Vol. 3 Cham : Springer International Publishing AG,c2023 9783031238666 
320   $aIncludes bibliographical references and index.
327   $aRisk measurement and credit risk management -- Optimal investment problems -- Case studies.
330   $aThe textbook discusses risk management in capital markets and presents various techniques of portfolio optimization. Special attention is given to risk measurement and credit risk management. Furthermore, the author discusses optimal investment problems and presents various examples. In the last section, the book includes numerous case studies based on the author?s own work as a fund manager, court-appointed expert and consultant in the field of quantitative finance. This book is the third volume of the quantitative finance trilogy by the author and builds on the theoretical groundwork introduced in the previous books. The volume presents real-life examples of the successful application of the introduced techniques and methods in financial services and capital markets.
410  0$aSpringer Texts in Business and Economics,$x2192-4341
606   $aFinancial engineering
606   $aFinancial risk management
606   $aSocial sciences$xMathematics
606   $aCapital market
606   $aFinancial Engineering
606   $aRisk Management
606   $aMathematics in Business, Economics and Finance
606   $aCapital Markets
615  0$aFinancial engineering.
615  0$aFinancial risk management.
615  0$aSocial sciences$xMathematics.
615  0$aCapital market.
615 14$aFinancial Engineering.
615 24$aRisk Management.
615 24$aMathematics in Business, Economics and Finance.
615 24$aCapital Markets.
676   $a332.015195
676   $a332.0151
700   $aLarcher$b Gerhard$0299542
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
912   $a9910698640703321
996   $aThe Art of Quantitative Finance Vol. 3$94451327
997   $aUNINA