1843502429     

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

Larcher, Gerhard, 1960- [Verfasserin/Verfasser]

Cham : Springer International Publishing [2023.] ; Cham : Imprint: Springer [2023.], 2023

1 Online-Ressource (XIV, 368 p. 212 illus., 207 illus. in color.)

Englisch

This book was translated by Nina Sattler-Hovdar, based on the highly successful German book "Quantitative Finance: Strategien, Investments, Analysen" by Springer Gabler (2020).

Erscheint auch als: (Druck-Ausgabe)

Erscheint auch als: (Druck-Ausgabe)

978-3-031-23867-3

978-3-031-23866-6 (ISBN der Printausgabe); 978-3-031-23868-0 (ISBN der Printausgabe)

Elektronische Ressource: Zugang über Resolving-System (Lizenzangabe: Lizenzpflichtig)

Digital Object Identifier (DOI): 10.1007/978-3-031-23867-3

332 ; 658.15     Ähnliche Literatur

bicssc: KFFM ; bisacsh: BUS027010

LOC-SH: Social sciences—Mathematics. ; Financial engineering. ; Financial risk management. ; Capital market. ; Social sciences

Financial Mathematics ; Capital Markets ; Risk Management ; Portfolio Optimization ; Derivatives ; Trading ; Stock Market ; Credit Risk Management ; Risk Measurement ; Optimal Investment ; Financial Services

Risk measurement and credit risk management -- Optimal investment problems -- Case studies.

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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.