The Art of Quantitative Finance Vol. 3: Risk, Optimal Portfolios, and Case Studies - Softcover

Book 149 of 170: Springer Texts in Business and Economics

Larcher, Gerhard

 
9783031238680: The Art of Quantitative Finance Vol. 3: Risk, Optimal Portfolios, and Case Studies
Softcover
ISBN 10: 3031238680 ISBN 13: 9783031238680
Publisher: Springer, 2023

Synopsis

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.

"synopsis" may belong to another edition of this title.

Publisher
Springer
Publication date
2023
Language
English
ISBN 10 
3031238680
ISBN 13 
9783031238680
Binding
Paperback
Number of pages
384

Other Popular Editions of the Same Title

9783031238666: The Art of Quantitative Finance Vol. 3: Risk, Optimal Portfolios, and Case Studies (Springer Texts in Business and Economics)

Featured Edition

ISBN 10:  3031238664 ISBN 13:  9783031238666
Publisher: Springer, 2023
Hardcover