HERMES-Catalog

The Art of Quantitative Finance Vol. 3 : Risk, Optimal Portfolios, and Case Studies / by Gerhard Larcher
(Springer Texts in Business and Economics. ISSN:21924341)

Publisher	(Cham : Springer International Publishing : Imprint: Springer)
Year	2023
Edition	1st ed. 2023.
Authors	*Larcher, Gerhard author SpringerLink (Online service)

Links to the text	Location	Volume	Call No.	Barcode No.	Status	Comments	ISBN	Printed	Restriction	Reserve
Links to the text	Library Off-campus access			OB00193639		Springer Economics and Finance eBooks (電子ブック)	9783031238673

Material Type	E-Book
Media type	機械可読データファイル
Size	XIV, 368 p. 212 illus., 207 illus. in color : online resource
Notes	Risk measurement and credit risk management -- Optimal investment problems -- Case studies 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 HTTP:URL=https://doi.org/10.1007/978-3-031-23867-3
Subjects	LCSH:Financial engineering LCSH:Financial risk management LCSH:Social sciences—Mathematics LCSH:Capital market FREE:Financial Engineering FREE:Risk Management FREE:Mathematics in Business, Economics and Finance FREE:Capital Markets
Classification	LCC:HG176.7 DC23:332 DC23:658.15
ID	8000092788
ISBN	9783031238673