TY  - GEN
AB  - 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 authors 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.
AU  - Larcher, Gerhard,
CN  - HG106
DO  - 10.1007/978-3-031-23867-3
DO  - doi
ID  - 1463458
KW  - Finance
KW  - Financial risk management.
KW  - Portfolio management.
LK  - https://univsouthin.idm.oclc.org/login?url=https://link.springer.com/10.1007/978-3-031-23867-3
N2  - 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 authors 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.
SN  - 9783031238673
SN  - 3031238672
T1  - The art of quantitative finance.
TI  - The art of quantitative finance.
UR  - https://univsouthin.idm.oclc.org/login?url=https://link.springer.com/10.1007/978-3-031-23867-3
ER  -