001463458 000__ 03458cam\a22006377i\4500
001463458 001__ 1463458
001463458 003__ OCoLC
001463458 005__ 20230601003321.0
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001463458 007__ cr\cn\nnnunnun
001463458 008__ 230426s2023\\\\sz\a\\\\ob\\\\000\0\eng\d
001463458 019__ $$a1376980304
001463458 020__ $$a9783031238673$$qelectronic book
001463458 020__ $$a3031238672$$qelectronic book
001463458 020__ $$z9783031238666
001463458 020__ $$z3031238664
001463458 0247_ $$a10.1007/978-3-031-23867-3$$2doi
001463458 035__ $$aSP(OCoLC)1377490952
001463458 040__ $$aGW5XE$$beng$$erda$$epn$$cGW5XE$$dYDX$$dEBLCP$$dYDX
001463458 049__ $$aISEA
001463458 050_4 $$aHG106$$b.L37 2023
001463458 08204 $$a332.01/5118$$223/eng/20230426
001463458 1001_ $$aLarcher, Gerhard,$$eauthor.$$1https://isni.org/isni/0000000033830394
001463458 24514 $$aThe art of quantitative finance.$$nVol. 3,$$pRisk, optimal portfolios, and case studies /$$cGerhard Larcher.
001463458 24630 $$aRisk, optimal portfolios, and case studies
001463458 264_1 $$aCham :$$bSpringer,$$c2023.
001463458 300__ $$a1 online resource (390 pages) :$$billustrations (black and white, and color).
001463458 336__ $$atext$$btxt$$2rdacontent
001463458 337__ $$acomputer$$bc$$2rdamedia
001463458 338__ $$aonline resource$$bcr$$2rdacarrier
001463458 4901_ $$aSpringer texts in business and economics
001463458 504__ $$aIncludes bibliographical references.
001463458 5050_ $$aRisk measurement and credit risk management -- Optimal investment problems -- Case studies.
001463458 506__ $$aAccess limited to authorized users.
001463458 520__ $$aThe 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.
001463458 588__ $$aDescription based on print version record.
001463458 650_0 $$aFinance$$xMathematical models.
001463458 650_0 $$aFinancial risk management.
001463458 650_0 $$aPortfolio management.
001463458 655_0 $$aElectronic books.
001463458 77608 $$iPrint version:$$aLarcher, Gerhard.$$tArt of quantitative finance. Vol. 3, Risk, optimal portfolios, and case studies.$$dCham : Springer, 2023$$z9783031238666$$w(OCoLC)1368273019
001463458 830_0 $$aSpringer texts in business and economics.
001463458 852__ $$bebk
001463458 85640 $$3Springer Nature$$uhttps://univsouthin.idm.oclc.org/login?url=https://link.springer.com/10.1007/978-3-031-23867-3$$zOnline Access$$91397441.1
001463458 909CO $$ooai:library.usi.edu:1463458$$pGLOBAL_SET
001463458 980__ $$aBIB
001463458 980__ $$aEBOOK
001463458 982__ $$aEbook
001463458 983__ $$aOnline
001463458 994__ $$a92$$bISE