Applied Quantitative Finance (repost)
Applied Quantitative Finance By Nikolaus Hautsch, Ludger Overbeck
Publisher: Spri nger 2008 | 448 Pages | ISBN: 3540691774 | PDF | 6 MB
Publisher: Spri nger 2008 | 448 Pages | ISBN: 3540691774 | PDF | 6 MB
Recent years have witnessed a growing importance of quantitative methods in both financial research and industry. This development requires the use of advanced techniques on a theoretical and applied level, especially when it comes to the quantification of risk and the valuation of modern financial products. Applied Quantitative Finance (2nd edition) provides a comprehensive and state-of-the-art treatment of cutting-edge topics and methods. It provides solutions to and presents theoretical developments in many practical problems such as risk management, pricing of credit derivatives, quantification of volatility and copula modelling.