000			01535nam a22003495i 4500
008			170420s2017 nyu 000 0 eng
020			_a9783662544853
040			_aDLC _cDLC
082			_a332.015118 _bAPP
245	0	0	_aApplied quantitative finance /
250			_a3rd ed.
260			_aBerlin, Germany _bSpringer-Verlag _cc2017.
300			_ax, 372p
440			_aStatistics and Computing
504			_aIncluding bibliographical references
520			_aThis 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. .
590			_aosa 10/01/2019, ijb, 28/01/2019
591			_aLoans
650			_aFinance - Mathematical model
650			_aRisk - Mathematical model
650			_aEconometrics
650			_aEconomics
650			_aMathematics
650			_aRisk management
650			_aStatistics
650			_aFinance
700			_a Wolfang Karl Hardle
700			_aCathy Yi-Hsuan Chen
700			_aLudger Overbeck
942			_2ddc _cBOOK
949			_a332.015118 APP
999			_c11171 _d11171