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The art of quantitative finance. Vol. 3, Risk, optimal portfolios, and case studies / Gerhard Larcher.

9783031238673 electronic book
3031238672 electronic book
9783031238666
3031238664

Cham : Springer, 2023.

English

1 online resource (390 pages) : illustrations (black and white, and color).

10.1007/978-3-031-23867-3 doi

HG106 .L37 2023

332.01/5118

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.

Includes bibliographical references.

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Description based on print version record.

Springer texts in business and economics.

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