The Art of Quantitative Finance Vol. 3 : Risk, Optimal Portfolios, and Case Studies / / by Gerhard Larcher
| The Art of Quantitative Finance Vol. 3 : Risk, Optimal Portfolios, and Case Studies / / by Gerhard Larcher |
| Autore | Larcher Gerhard |
| Edizione | [1st ed. 2023.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2023 |
| Descrizione fisica | 1 online resource (380 pages) |
| Disciplina |
332.015195
332.0151 |
| Collana | Springer Texts in Business and Economics |
| Soggetto topico |
Financial engineering
Financial risk management Social sciences - Mathematics Capital market Financial Engineering Risk Management Mathematics in Business, Economics and Finance Capital Markets |
| ISBN |
9783031238673
9783031238666 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Risk measurement and credit risk management -- Optimal investment problems -- Case studies. |
| Record Nr. | UNINA-9910698640703321 |
Larcher Gerhard
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2023 | ||
| Lo trovi qui: Univ. Federico II | ||
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The Art of Quantitative Finance Vol.2 : Volatilities, Stochastic Analysis and Valuation Tools / / by Gerhard Larcher
| The Art of Quantitative Finance Vol.2 : Volatilities, Stochastic Analysis and Valuation Tools / / by Gerhard Larcher |
| Autore | Larcher Gerhard |
| Edizione | [1st ed. 2023.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2023 |
| Descrizione fisica | 1 online resource (363 pages) |
| Disciplina |
332.015195
332.015 |
| Collana | Springer Texts in Business and Economics |
| Soggetto topico |
Financial engineering
Capital market Social sciences - Mathematics Financial risk management Financial Engineering Capital Markets Mathematics in Business, Economics and Finance Risk Management |
| ISBN | 3-031-23870-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Volatilities -- Extensions of the Black-Scholes theory to other types of options (futures options, currency options, American options, path-dependent options, multi-asset options) -- Fundamentals: stochastic analysis and applications, interest rate dynamics, and basic principles of pricing interest rate derivatives. |
| Record Nr. | UNINA-9910683341103321 |
Larcher Gerhard
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2023 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||