TY  - BOOK
AU  -  Wolfang Karl Hardle
AU  - Cathy Yi-Hsuan Chen
AU  - Ludger Overbeck
TI  - Applied quantitative finance
SN  - 9783662544853
U1  - 332.015118 
PY  - 2017///
CY  - Berlin, Germany
PB  - Springer-Verlag
KW  - Finance - Mathematical model
KW  - Risk - Mathematical model
KW  - Econometrics
KW  - Economics
KW  - Mathematics
KW  - Risk management
KW  - Statistics
KW  - Finance
N1  - Including bibliographical references
N2  - 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.
ER  -