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【応用数理ファイナンス 第3版】

Applied Quantitative Finance 3rd ed.(Statistics and Computing) H X, 372 p. 111 illus., 75 illus. in color. 17

Härdle, Wolfgang Karl, Chen, Cathy Yi-Hsuan, Overbeck, Ludger  編
在庫状況 自社在庫有り  僅少 お届け予定日 3~4日  数量 冊 
価格 特価  \18,425(税込)         

発行年月 2017年08月
出版社/提供元
出版国 ドイツ
言語 英語
媒体 冊子
装丁 hardcover
ページ数/巻数 X, 372 p. 111 illus., 75 illus. in color.
ジャンル 洋書/社会科学/経済学/数理経済・計量経済・実験経済
ISBN 9783662544853
商品コード 1024060099
本の性格 学術書/実務向け
新刊案内掲載月 2017年05月
商品URL
参照
https://kw.maruzen.co.jp/ims/itemDetail.html?itmCd=1024060099

内容

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.

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