Quantitative methods in economics and finance

editors Tomas Kliestik, Katarina Valaskova, Maria Kovacova

The purpose of the Special Issue "Quantitative Methods in Economics and Finance" of the journal Risks was to provide a collection of papers that reflect the latest research and problems of pricing complex derivates, simulation pricing, analysis of financial markets, and volatility of exchange rates in the international context. This book can be used as a reference for academicians and researchers who would like to discuss and introduce new developments in the field of quantitative methods in economics and finance and explore applications of quantitative methods in other business areas.

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Year of publication:	[2021]
Other Persons:	Kliestik, Tomas (ed.) ; Valaskova, Katarina (ed.) ; Kovacova, Maria (ed.)
Publisher:	Basel, Switzerland : MDPI
Subject:	Risk analysis and modeling in economics and finance \| Value at risk and conditional value at risk \| CreditMertics and CorporateMetrics \| Financial econometrics \| Volatility models \| Risk of corporate bankruptcy prediction \| Structural credit risk modeling \| Reduced-form credit risk modeling \| Earnings management \| Kreditrisiko \| Credit risk \| Risikomaß \| Risk measure \| Risikomanagement \| Risk management \| Insolvenz \| Insolvency \| Prognoseverfahren \| Forecasting model \| Portfolio-Management \| Portfolio selection \| Risiko \| Risk \| Modellierung \| Scientific modelling \| Finanzmathematik \| Mathematical finance \| Volatilität \| Volatility \| Kapitalmarkttheorie \| Financial economics \| Ökonometrie \| Econometrics \| Börsenkurs \| Share price

Extent:	1 Online-Ressource (circa 166 Seiten) Illustrationen
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Aufsatzsammlung
Language:	English
ISBN:	978-3-0365-0537-4 ; 978-3-0365-0536-7
Other identifiers:	10.3390/books978-3-0365-0537-4 [DOI] hdl:10419/237809 [Handle]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012586709