MARC details
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03712cam a22003975i 4500 |
| 001 - CONTROL NUMBER |
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21684389 |
| 003 - CONTROL NUMBER IDENTIFIER |
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KE-NaKCAU |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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20231031154709.0 |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS--GENERAL INFORMATION |
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m |o d | |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
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170803s2017 gw |||| o |||| 0|eng |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
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| LC control number |
2019750585 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9783662571996 |
| 040 ## - CATALOGING SOURCE |
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| Original cataloging agency |
DLC |
| Language of cataloging |
eng |
| Transcribing agency |
KE-NaKCAU |
| Description conventions |
pn |
| -- |
rda |
| 050 ## - LIBRARY OF CONGRESS CALL NUMBER |
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| Classification number |
HG106 |
| Item number |
.H7354 2017 |
| 245 00 - TITLE STATEMENT |
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| Title |
Applied Quantitative Finance / |
| Statement of responsibility, etc |
edited by Wolfgang Karl Härdle, Cathy Yi-Hsuan Chen, Ludger Overbeck. |
| 250 ## - EDITION STATEMENT |
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| Edition statement |
3rd ed. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
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| Place of publication, distribution, etc |
Berlin. Germany : |
| Name of publisher, distributor, etc |
Springer, |
| Date of publication, distribution, etc |
2017. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
X, 372 pages : |
| Other physical details |
illustrations ; |
| Dimensions |
24 cm. |
| 440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE |
|---|
| Title |
Statistics and Computing, |
| International Standard Serial Number |
1431-8784 |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc |
Includes bibliographical references. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc |
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. It includes 14 new contributions and presents a comprehensive, state-of-the-art treatment of cutting-edge methods and topics, such as collateralized debt obligations, the high-frequency analysis of market liquidity, and realized volatility. The book is divided into three parts: Part 1 revisits important market risk issues, while Part 2 introduces novel concepts in credit risk and its management along with updated quantitative methods. The third part discusses the dynamics of risk management and includes risk analysis of energy markets and for cryptocurrencies. Digital assets, such as blockchain-based currencies, have become popular b ut are theoretically challenging when based on conventional methods. Among others, it introduces a modern text-mining method called dynamic topic modeling in detail and applies it to the message board of Bitcoins. The unique synthesis of theory and practice supported by computational tools is reflected not only in the selection of topics, but also in the fine balance of scientific contributions on practical implementation and theoretical concepts. This link between theory and practice offers theoreticians insights into considerations of applicability and, vice versa, provides practitioners convenient access to new techniques in quantitative finance. Hence the book will appeal both to researchers, including master and PhD students, and practitioners, such as financial engineers. The results presented in the book are fully reproducible and all quantlets needed for calculations are provided on an accompanying website. The Quantlet platform quantlet.de, quantlet.c om, quantlet.org is an integrated QuantNet environment consisting of different types of statistics-related documents and program codes. Its goal is to promote reproducibility and offer a platform for sharing validated knowledge native to the social web. QuantNet and the corresponding Data-Driven Documents-based visualization allows readers to reproduce the tables, pictures and calculations inside this Springer book. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Business enterprises-Finance. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Economics, Mathematical. |
| 9 (RLIN) |
88 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Risk management. |
| 9 (RLIN) |
310 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Statistics. |
| 9 (RLIN) |
1057 |
| 650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Statistics for Business, Management, Economics, Finance, Insurance. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Business Finance. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Quantitative Finance. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Risk Management. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Chen, Cathy Yi-Hsuan. |
| Relator term |
editor. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Härdle, Wolfgang Karl. |
| Relator term |
editor. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Overbeck, Ludger. |
| Relator term |
editor. |
| 906 ## - LOCAL DATA ELEMENT F, LDF (RLIN) |
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| a |
0 |
| b |
ibc |
| c |
origres |
| d |
u |
| e |
ncip |
| f |
20 |
| g |
y-gencatlg |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Library of Congress Classification |
| Koha item type |
Books |