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  • 1
    Online-Ressource
    Online-Ressource
    Applied Quantitative Finance : Theory and Computational Tools (2002)
    Berlin, Heidelberg : Springer Berlin Heidelberg
    Details
    UID:
    b3kat_BV046873536
    Umfang: 1 Online-Ressource (XXI, 402 p. 182 illus)
    Ausgabe: 1st ed. 2002
    ISBN: 9783662050217
    Inhalt: 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
    Weitere Ausg.: Erscheint auch als Druck-Ausgabe ISBN 9783540434603
    Weitere Ausg.: Erscheint auch als Druck-Ausgabe ISBN 9783662050224
    Sprache: Englisch
    Fachgebiete: Wirtschaftswissenschaften , Mathematik
    RVK:
    QK 622
    RVK:
    QP 890
    RVK:
    SK 980
    Schlagwort(e): Financial Engineering ; Mathematisches Modell ; Kreditmarkt ; Finanzmathematik ; Financial Engineering ; Finanzmathematik ; Aufsatzsammlung
    DOI: 10.1007/978-3-662-05021-7
    URL: Volltext  (URL des Erstveröffentlichers)
    Bibliothek Standort Signatur Band/Heft/Jahr Verfügbarkeit
    BibTip Andere fanden auch interessant ...
    Online-Ressource
    Online Zugang
    Open Access Wunsch
    BTU Cottbus
  • 2
    Online-Ressource
    Online-Ressource
    Applied Quantitative Finance : Theory and Computational Tools (2002)
    Berlin, Heidelberg :Springer Berlin Heidelberg :
    Details
    UID:
    almahu_9949285328302882
    Umfang: XXI, 402 p. 182 illus. , online resource.
    Ausgabe: 1st ed. 2002.
    ISBN: 9783662050217
    Inhalt: 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.
    Anmerkung: I Value at Risk -- 1 Approximating Value at Risk in Conditional Gaussian Models -- 2 Applications of Copulas for the Calculation of Value-at-Risk -- 3 Quantification of Spread Risk by Means of Historical Simulation -- II Credit Risk -- 4 Rating Migrations -- 5 Sensitivity analysis of credit portfolio models -- III Implied Volatility -- 6 The Analysis of Implied Volatilities -- 7 How Precise Are Price Distributions Predicted by IBT? -- 8 Estimating State-Price Densities with Nonparametric Regression -- 9 Trading on Deviations of Implied and Historical Densities -- IV Econometrics -- 10 Multivariate Volatility Models -- 11 Statistical Process Control -- 12 An Empirical Likelihood Goodness-of-Fit Test for Diffusions -- 13 A simple state space model of house prices -- 14 Long Memory Effects Trading Strategy -- 15 Locally time homogeneous time series modeling -- 16 Simulation based Option Pricing -- 17 Nonparametric Estimators of GARCH Processes -- 18 Net Based Spreadsheets in Quantitative Finance.
    In: Springer Nature eBook
    Weitere Ausg.: Printed edition: ISBN 9783540434603
    Weitere Ausg.: Printed edition: ISBN 9783662050224
    Sprache: Englisch
    DOI: 10.1007/978-3-662-05021-7
    URL: https://doi.org/10.1007/978-3-662-05021-7
    Bibliothek Standort Signatur Band/Heft/Jahr Verfügbarkeit
    BibTip Andere fanden auch interessant ...
    Online-Ressource
    Open Access Wunsch
    HU Berlin
  • 3
    Online-Ressource
    Online-Ressource
    Applied Quantitative Finance : Theory and Computational Tools (2002)
    Berlin, Heidelberg : Springer
    Details
    UID:
    gbv_1655042475
    Umfang: Online-Ressource (XXI, 402 p, online resource)
    ISBN: 9783662050217
    Serie: SpringerLink
    Inhalt: 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
    Weitere Ausg.: ISBN 9783540434603
    Weitere Ausg.: Erscheint auch als Druck-Ausgabe Härdle, Wolfgang, 1953 - Applied quantitative finance Berlin : Springer, 2002 ISBN 3540434607
    Sprache: Englisch
    Fachgebiete: Wirtschaftswissenschaften
    RVK:
    QH 330
    RVK:
    QP 890
    Schlagwort(e): Financial Engineering ; Finanzmathematik
    DOI: 10.1007/978-3-662-05021-7
    URL: Volltext  (lizenzpflichtig)
    URL: Inhaltsverzeichnis
    URL: Kapitel 1
    URL: Inhaltstext
    Mehr zum Autor: Härdle, Wolfgang 1953-
    Bibliothek Standort Signatur Band/Heft/Jahr Verfügbarkeit
    BibTip Andere fanden auch interessant ...
    Online-Ressource
    Online Zugang
    Open Access Wunsch
    UB Potsdam
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