The Art of Quantitative Finance Vol. 3 : Risk, Optimal Portfolios, and Case Studies

by Gerhard Larcher

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.

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Alternative title:	Quantitative Finance
Year of publication:	2023
Authors:	Larcher, Gerhard
Publisher:	2023.: Cham : Springer International Publishing 2023.: Cham : Imprint: Springer
Subject:	Financial Mathematics \| Capital Markets \| Risk Management \| Portfolio Optimization \| Derivatives \| Trading \| Stock Market \| Credit Risk Management \| Risk Measurement \| Optimal Investment \| Financial Services \| Finanzdienstleistung \| Financial services \| Risikomanagement \| Risk management \| Portfolio-Management \| Portfolio selection \| Derivat \| Derivative \| Finanzmathematik \| Mathematical finance \| Kreditrisiko \| Credit risk \| Finanzmarkt \| Financial market \| Optionspreistheorie \| Option pricing theory
Description of contents:	Risk measurement and credit risk management -- Optimal investment problems -- Case studies.

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Extent:	1 Online-Ressource (XIV, 368 p. 212 illus., 207 illus. in color.)
Series:	Springer Texts in Business and Economics
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Ratgeber
Language:	English
Notes:	This book was translated by Nina Sattler-Hovdar, based on the highly successful German book "Quantitative Finance: Strategien, Investments, Analysen" by Springer Gabler (2020).
ISBN:	978-3-031-23867-3 ; 978-3-031-23866-6 ; 978-3-031-23868-0
Other identifiers:	10.1007/978-3-031-23867-3 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014248694