The art of quantitative finance . Volume 3. : risk, optimal portfolios, and case studies / / Gerhard Larcher
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| Autore: |
Larcher Gerhard
|
| Titolo: |
The art of quantitative finance . Volume 3. : risk, optimal portfolios, and case studies / / Gerhard Larcher
|
| Pubblicazione: | Cham, Switzerland : , : Springer, , [2023] |
| ©2023 | |
| Edizione: | 1st ed. 2023. |
| Descrizione fisica: | 1 online resource (380 pages) |
| Disciplina: | 332.015195 |
| Soggetto topico: | Finance - Mathematical models |
| Financial risk management | |
| Portfolio management | |
| Nota di bibliografia: | Includes bibliographical references and index. |
| Nota di contenuto: | Risk measurement and credit risk management -- Optimal investment problems -- Case studies. |
| Sommario/riassunto: | 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. |
| Titolo autorizzato: | The art of quantitative finance |
| ISBN: | 9783031238673 |
| 9783031238666 | |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | 9910698640703321 |
| Lo trovi qui: | Univ. Federico II |
| Opac: | Controlla la disponibilità qui |
Serie:
Springer Texts in Business and Economics, . 2192-4341