Applied Quantitative Finance: Theory and Computational Tools - Brossura

Libro 45 di 53: Springer Finance

Stahl, Gerhard

 
9783540434603: Applied Quantitative Finance: Theory and Computational Tools
Brossura
ISBN 10: 3540434607 ISBN 13: 9783540434603
Casa editrice: Springer Verlag, 2002

Sinossi

Applied Quantitative Finance presents solutions, theoretical developments and method proliferation for many practical problems in quantitative finance. The combination of practice and theory supported by computational tools is reflected in the selection of topics as well as in a finely tuned balance of scientific contributions on the practical implementation and theoretical concepts. This concept offers theoreticians insight into the applicability of the methodology and, vice versa, practitioners access to new methods for their applications. The e-book design of the text links theory and computational tools in an innovative way. All "quantlets" for the calculation of given examples in the text are executable on an XploRe Quantlet Server (XQS) and can be modified by the reader via the internet. The electronic edition can be downloaded from the web site www i-xplore.de using the licence and registration number at the back cover.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Recensione

From the reviews:

"The book under review ... is designed for researchers who wish to develop professional skill in modern quantitative applications in finance. ... This electronic book will be welcomed by all who are interested in computational mathematical finance and students may derive much practical training working with the data sets and the XploRe programs. This book can be recommended to undergraduate libraries in statistics, econometrics and finance." (Ravi Sreenivasan, Journal of the Royal Statistical Society Series A: Statistics in Society, Vol. 157 (1), 2004)

Contenuti

Value at Risk.- Credit Risk.- Implied Volatility.- Econometrics.

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Editore
Springer Verlag
Data di pubblicazione
2002
Lingua
Inglese
ISBN 10 
3540434607
ISBN 13 
9783540434603
Rilegatura
Copertina flessibile
Numero di pagine
426
Redattore
Hardle Wolfgang, Kleinow T.
Contatto del produttore
non disponibile
Persona responsabile
CMN Printpool Inh. Mathis Neumann
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