Applied Quantitative Finance (Paperback)
  • Applied Quantitative Finance (Paperback)
zoom

Applied Quantitative Finance (Paperback)

(editor), (editor), (editor)
£94.50
Paperback 447 Pages / Published: 15/10/2010
  • Not available

This product is currently unavailable.

  • This item has been added to your basket

Recent years have witnessed a growing importance of quantitative methods in both financial research and industry. This development requires the use of advanced techniques on a theoretical and applied level, especially when it comes to the quantification of risk and the valuation of modern financial products. Applied Quantitative Finance (2nd edition) provides a comprehensive and state-of-the-art treatment of cutting-edge topics and methods. It provides solutions to and presents theoretical developments in many practical problems such as risk management, pricing of credit derivatives, quantification of volatility and copula modelling. The synthesis of theory and practice supported by computational tools is reflected in the selection of topics as well as in a finely tuned balance of scientific contributions on practical implementation and theoretical concepts. This linkage between theory and practice offers theoreticians insights into considerations of applicability and, vice versa, provides practitioners comfortable access to new techniques in quantitative finance. Themes that are dominant in current research and which are presented in this book include among others the valuation of Collaterized Debt Obligations (CDOs), the high-frequency analysis of market liquidity, the pricing of Bermuda options and realized volatility. All Quantlets for the calculation of the given examples are downloadable from the Springer web pages.

Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN: 9783642088674
Number of pages: 447
Weight: 724 g
Dimensions: 235 x 155 x 24 mm
Edition: Softcover reprint of hardcover 2nd ed. 2008


MEDIA REVIEWS

From the reviews of the second edition:

"The second edition ... compared with the first, has widened the scope of the overall message and topics. ... have also included more up-to-date data. ... designed for students and researchers who want to develop a professional skill in modern quantitative applications in finance. ... The aim is to make the course readable for graduate students in financial engineering but also to those who are newcomers to quantitative finance and who want to get a grip on modern statistical tools in financial data analysis." (Richard Kirby, The Mathematical Association of America, September, 2009)

You may also be interested in...

Get Started in Shares
Added to basket
Archives of the Valuation Office
Added to basket
One Up On Wall Street
Added to basket
The Financial Times Guide to Investing
Added to basket
Currency Trading For Dummies
Added to basket
The Money Machine
Added to basket
£10.99
Paperback
Liar's Poker
Added to basket
£9.99
Paperback
Investing in Shares For Dummies
Added to basket
The Poor Had No Lawyers
Added to basket
The Wolf of Wall Street
Added to basket
Treasure Islands
Added to basket
Fooled by Randomness
Added to basket
Corporate Financial Management
Added to basket
Introductory Econometrics for Finance
Added to basket

Reviews

Please sign in to write a review

Your review has been submitted successfully.