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Applied Quantitative Finance

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This 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.

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This 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.

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Book Format

Hardcover, Softcover

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Book information

Edition
3rd Edition
ISBN [Hardcover]
9783662544853
ISBN [Softcover]
9783662571996
Publisher
Springer
Year
2017
Pages
X, 372 p.
Series Title
Statistics and Computing
Language
English
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