The Art of Quantitative Finance Vol. 3 Risk, Optimal Portfolios, and 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 sec...
| Main Author: | |
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| Format: | eBook |
| Language: | English |
| Published: |
Cham
Springer International Publishing
2023, 2023
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| Edition: | 1st ed. 2023 |
| Series: | Springer Texts in Business and Economics
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| Subjects: | |
| Online Access: | |
| Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
| 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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| Physical Description: | XIV, 368 p. 212 illus., 207 illus. in color online resource |
| ISBN: | 9783031238673 |