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The art of quantitative finance.Vol. 3,Risk, optimal portfolios, and case studies

Record Type:	Electronic resources : Monograph/item
Title/Author:	The art of quantitative finance.by Gerhard Larcher.
remainder title:	Risk, optimal portfolios, and case studies
Author:	Larcher, Gerhard.
Published:	Cham :Springer International Publishing :2023.
Description:	xiv, 368 p. :ill., digital ;24 cm.
Contained By:	Springer Nature eBook
Subject:	FinanceMathematical models.
Online resource:	https://doi.org/10.1007/978-3-031-23867-3
ISBN:	9783031238673$q(electronic bk.)

The art of quantitative finance.Vol. 3,Risk, optimal portfolios, and case studies
Larcher, Gerhard.

The art of quantitative finance.Vol. 3,Risk, optimal portfolios, and case studies[electronic resource] /Risk, optimal portfolios, and case studiesby Gerhard Larcher. - Cham :Springer International Publishing :2023. - xiv, 368 p. :ill., digital ;24 cm. - Springer texts in business and economics,2192-4341. - Springer texts in business and economics..

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.

ISBN: 9783031238673$q(electronic bk.)

Standard No.: 10.1007/978-3-031-23867-3doiSubjects--Topical Terms:

183782
Finance
--Mathematical models.

LC Class. No.: HG106 / .L37 2023

Dewey Class. No.: 332.015118

The art of quantitative finance.Vol. 3,Risk, optimal portfolios, and case studies
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