Applied Quantitative Finance

This volume provides practical solutions and introduces recent theoretical developments in risk management, pricing of credit derivatives, quantification of volatility and copula modeling.

Applied Quantitative Finance

Applied Quantitative Finance

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 Bitcoins. The unique synthesis of theory and practice supported by computational tools is reflected not only in the selection of topics, but also in the fine balance of scientific contributions on practical implementation and theoretical concepts. This link between theory and practice offers theoreticians insights into considerations of applicability and, vice versa, provides practitioners convenient access to new techniques in quantitative finance. Hence the book will appeal both to researchers, including master and PhD students, and practitioners, such as financial engineers. The results presented in the book are fully reproducible and all quantlets needed for calculations are provided on an accompanying website. The Quantlet platform quantlet.de, quantlet.com, quantlet.org is an integrated QuantNet environment consisting of different types of statistics-related documents and program codes. Its goal is to promote reproducibility and offer a platform for sharing validated knowledge native to the social web. QuantNet and the corresponding Data-Driven Documents-based visualization allows readers to reproduce the tables, pictures and calculations inside this Springer book.

More Books:

Applied Quantitative Finance
Language: en
Pages: 372
Authors: Wolfgang Karl Härdle, Cathy Yi-Hsuan Chen, Ludger Overbeck
Categories: Business & Economics
Type: BOOK - Published: 2017-08-02 - Publisher: Springer

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
Applied Quantitative Finance
Language: en
Pages: 402
Authors: W. Härdle, T. Kleinow, G. Stahl
Categories: Business & Economics
Type: BOOK - Published: 2013-06-29 - Publisher: Springer Science & Business Media

This book presents solutions for many practical problems in quantitative finance. The e-book design of the text connects theory and computational tools in an innovative way. All "quantlets" for calculation of examples in the text are executable on an XploRe Quantlet Server (XQS) and can be modified by the reader
Applied Quantitative Finance
Language: en
Pages: 46
Authors: Mauricio Garita
Categories: Business & Economics
Type: BOOK - Published: 2020-02-20 - Publisher: Palgrave Pivot

This book provides both conceptual knowledge of quantitative finance and a hands-on approach to using Python. It begins with a description of concepts prior to the application of Python with the purpose of understanding how to compute and interpret results. This book offers practical applications in the field of finance
Applied Quantitative Finance for Equity Derivatives, second edition
Language: en
Pages: 516
Authors: Jherek Healy
Categories: Science
Type: BOOK - Published: 2019-01-22 - Publisher: Lulu.com

Revised and corrected in December 2018, this book presents the most significant equity derivatives models used these days. It is not a book around esoteric or cutting-edge models, but rather a book on relatively simple and standard models, viewed from the angle of a practitioner. A few key subjects explained
Applied Quantitative Finance for Equity Derivatives
Language: en
Pages: 390
Authors: Jherek Healy
Categories: Science
Type: BOOK - Published: 2017-09-21 - Publisher:

This book presents the most significant equity derivatives models used these days. It is not a book around esoteric or cutting-edge models, but rather a book on relatively simple and standard models, viewed from the angle of a practitioner. Most books present models in an abstract manner, often disconnected from

Popular All Time

How the Irish Saved Civilization
The Journey of Crazy Horse
England in the Age of Chivalry . . . And Awful Diseases
A Spy at the Heart of the Third Reich
Behemoth: A History of the Factory and the Making of the Modern World
Come Fly the World
Three Ordinary Girls
Not Just Jane
The Splendid and the Vile
The Barbizon
The Fourth Turning
The Reformation
The Warmth of Other Suns
Killing Crazy Horse
Surprise, Kill, Vanish
With the Old Breed
The Spy and the Traitor
Killing the SS