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Applied Quantitative Finance (Statistics and Computing) by Wolfgang Karl Härdle, Cathy Yi-Hsuan Chen & Ludger Overbeck is a nonfiction available to read on EtoBox.

What is Applied Quantitative Finance (Statistics and Computing) about?

This volume provides practical solutions and introduces recent theoretical developments in risk management, pricing of credit derivatives, quantification of volatility and copula modeling. This third edition is devoted to modern risk analysis based on quantitative methods and textual analytics to meet the current challenges in banking and finance. It includes 14 new contributions and presents a comprehensive, state-of-the-art treatment of cutting-edge methods and topics, such as collateralized debt obligations, the high-frequency analysis of market liquidity, and realized volatility. The book is divided into three parts: Part 1 revisits important market risk issues, while Part 2 introduces novel concepts in credit risk and its management along with updated quantitative methods. The third part discusses the dynamics of risk management and includes risk analysis of energy markets and for cryptocurrencies. Digital assets, such as blockchain-based currencies, have become popular b ut are theoretically challenging when based on conventional methods. Among others, it introduces a modern text-mining method called dynamic topic modeling in detail and applies it to the message board of Bitc

Who reads Applied Quantitative Finance (Statistics and Computing)?

Author

Wolfgang Karl Härdle, Cathy Yi-Hsuan Chen & Ludger Overbeck

Publisher

Springer Berlin Heidelberg, Berlin, Heidelberg

Published

2017

Language

EN

ISBN

9783662544860

Category

nonfiction

Subjects

Science, Business, Finance