The Art of quantitative finance: risk optimal portfolios and case studies/ Gerhard Larcher

By:

Larcher, Gerhard [author]

Series: Springer Texts in Business and EconomicsPublication details: Switzerland: Springer Nature, 2023Description: xiv, 368 pages, 24 cmISBN:

9783031238666

Subject(s):

DDC classification:

23 SB:332 L318(3)

Contents:

Vol 3: Risk measurement and credit risk management -- Optimal investment problems -- case studies

Summary: 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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Holdings
Item type	Current library	Call number	Status	Notes	Date due	Barcode	Item holds
Books	ISI Library, Kolkata	SB:332 L318(3) (Browse shelf(Opens below))	Available	Vol. 3		138620

Total holds: 0

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Previous	SB:332 G433 Mathematical finance: theory review and exercises/	SB:332 L318(1) The Art of quantitative finance: trading derivatives and basic concepts/	SB:332 L318(2) The Art of quantitative finance: volatilities stochastic analysis and valuation tools/	SB:332 L318(3) The Art of quantitative finance: risk optimal portfolios and case studies/	SB:332 L732 Financial valuation and econometrics/	SB:338.9 JSPI Journal of statistical planning and inference	SB:338.9 JSPI Journal of statistical planning and inference	Next

Includes bibliography

Vol 3:
Risk measurement and credit risk management -- Optimal investment problems -- case studies

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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