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The Art of Quantitative Finance Vol. 3: Risk, Optimal Portfolios, and Case Studies (Springer Texts in Business and Economics) - Tapa dura

Libro 141 de 190: Springer Texts in Business and Economics

Larcher, Gerhard

 
9783031238666: The Art of Quantitative Finance Vol. 3: Risk, Optimal Portfolios, and Case Studies (Springer Texts in Business and Economics)
Tapa dura
ISBN 10: 3031238664 ISBN 13: 9783031238666
Editorial: Springer, 2023

Sinopsis

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.

"Sinopsis" puede pertenecer a otra edición de este libro.

Acerca del autor

Prof. Gerhard Larcher is full Professor for Financial Mathematics and Head of the Institute for Financial Mathematics and Applied Number Theory at the Johannes Kepler University Linz in Austria. He is the spokesperson of the project 'Quasi-Monte Carlo Methods: Theory and Applications', a special research program funded by the Austrian government.

De la contraportada

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.

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
Springer
Año de publicación
2023
Idioma
Inglés
ISBN 10 
3031238664
ISBN 13 
9783031238666
Encuadernación
Tapa dura
Número de edición
1
Número de páginas
384
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