Tekijä: Thudichum; Friedrich Wolfgang Karl von; ed Kustantaja: Kniga po trebovaniyu Saatavuus: | Arvioimme, että tuote lähetetään meiltä noin 1-3 viikossa
Tekijä: Karl Inderfurth (ed.); Gerhard Schwödiauer (ed.); Wolfgang Domschke (ed.); Friedrich Juhnke (ed.); Peter Kleinschmidt (ed.) Kustantaja: Springer (2000) Saatavuus: Noin 17-20 arkipäivää
Tekijä: Thudichum; Friedrich Wolfgang Karl von; ed Kustantaja: Kniga po trebovaniyu Saatavuus: | Arvioimme, että tuote lähetetään meiltä noin 1-3 viikossa
Tekijä: Wolfgang Fratzscher (ed.); Karl Stephan (ed.); Berlin-Brandenburgische Akademie der Wissenschaften (ed.) Kustantaja: Vieweg+Teubner Verlag (2012) Saatavuus: Noin 17-20 arkipäivää
Tekijä: Wolfgang Arendt (ed.); Joseph A. Ball (ed.); Jussi Behrndt (ed.); Karl-Heinz Förster (ed.); Volker Mehrmann (ed.); C Trunk Kustantaja: Birkhäuser (2012) Saatavuus: Noin 17-20 arkipäivää
Tekijä: Bartsch; Karl; Golther Wolfgang; - from old catalog ed Kustantaja: OLMA-Press Saatavuus: | Arvioimme, että tuote lähetetään meiltä noin 1-3 viikossa
Tekijä: Jürgen Friedrichs (ed.); Karl Ulrich Mayer (ed.); Wolfgang Schluchter (ed.) Kustantaja: VS Verlag für Sozialwissenschaften (2011) Saatavuus: Noin 17-20 arkipäivää
Springer Sivumäärä: 447 sivua Asu: Kovakantinen kirja Painos: 2 Julkaisuvuosi: 2008, 25.08.2008 (lisätietoa) Kieli: Englanti
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. The synthesis of theory and practice supported by computational tools is reflected in the selection of topics as well as in a finely tuned balance of scientific contributions on practical implementation and theoretical concepts. This linkage between theory and practice offers theoreticians insights into considerations of applicability and, vice versa, provides practitioners comfortable access to new techniques in quantitative finance. Themes that are dominant in current research and which are presented in this book include among others the valuation of Collaterized Debt Obligations (CDOs), the high-frequency analysis of market liquidity, the pricing of Bermuda options and realized volatility. All Quantlets for the calculation of the given examples are downloadable from the Springer web pages.