Applied quantitative finance

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Bibliographische Detailangaben
Körperschaft:	Springer-Verlag GmbH (Verlag)
Weitere Verfasser:	Härdle, Wolfgang (HerausgeberIn), Chen, Cathy Yi-Hsuan (HerausgeberIn), Overbeck, Ludger (HerausgeberIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	Berlin, Germany Springer 2017
Ausgabe:	Third edition
Schriftenreihe:	Statistics and computing
Schlagworte:	Finanzmathematik > Finanzmarkt > Ökonometrie > Kreditrisiko > Marktrisiko > Risikomaß > Risikomanagement > Theorie > Aufsatzsammlung
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Titel	Jahr	Verfasser
Multivariate volatility models	2017	Fengler, Matthias
Portfolio selection with spectral risk measures	2017	Huang, S.F.
Credit rating score analysis	2017	Härdle, Wolfgang
Term structure of loss cascades in portfolio securitisation	2017	Overbeck, Ludger
Copulae in high dimensions: an introduction	2017	Okhrin, Ostap
Measuring and modeling risk using high-frequency data	2017	Härdle, Wolfgang
Risk analysis of cryptocurrency as an alternative asset class	2017	Guo, L.
Estimating distance-to-defauIt with a sector-specific liability adjustment via sequential Monte Carlo	2017	Duan, Jin-Chuan
Implementation of local stochastic volatility model in FX derivatives	2017	Zheng, J.
Using public information to predict corporate default risk	2017	Peng, C.N.
Stress testing in credit portfolio models	2017	Kalkbrener, M.
VaR in high dimensional systems - a conditional correlation approach	2017	Herwartz, Helmut
Risk measurement with spectral capital allocation	2017	Overbeck, Ludger
Market based credit rating and its applications	2017	Tsay, Ruey S.
Penalized independent factor	2017	Chen, Y.
Measuring financial risk in energy markets	2017	Žikovi´c, S.
Time varying quantile Lasso	2017	Härdle, Wolfgang
Dynamic topic modelling for cryptocurrency community forums	2017	Linton, M.