| Document Type
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BL
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| Record Number
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759399
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| Doc. No
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b579370
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| Main Entry
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W. Härdle, T. Kleinow, G. Stahl.
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| Title & Author
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Applied quantitative finance : : theory and computational tools\ W. Härdle, T. Kleinow, G. Stahl.
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| Publication Statement
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Berlin ; New York : Springer, [, 2002] ©2002
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| Page. NO
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(pxx, 401 pages) : illustrations
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| ISBN
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3662050218
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: 9783662050217
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| Notes
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MD Tech/Method & Data Technologies--Cover."E book"--Cover."Also available as e-book on www.i-explore.de. Use the license code at the end of the book to download the e-book"--Title page verso."All Quantlets for the calculation of the given examples are executable on an XploRe Quantlet Server (XQS) and may be modified by the reader via the Internet"--Page 4 of cover.
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| Contents
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Value at Risk --; Credit Risk --; Implied Volatility --; Econometrics.
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| Abstract
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Applied Quantitative Finance presents solutions, theoretical developments and method proliferation for many practical problems in quantitative finance. The combination of practice and theory supported by computational tools is reflected in the selection of topics as well as in a finely tuned balance of scientific contributions on the practical implementation and theoretical concepts. This concept offers theoreticians insight into the applicability of the methodology and, vice versa, practitioners access to new methods for their applications. The e-book design of the text links theory and computational tools in an innovative way. All "quantlets" for the calculation of given examples in the text are executable on an XploRe Quantlet Server (XQS) and can be modified by the reader via the internet. The electronic edition can be downloaded from the web site www.i-xplore.de using the licence and registration number at the back cover.
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| Subject
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Finance -- Mathematical models.
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| Subject
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Finances -- Modèles mathématiques.
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| Subject
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Risk -- Mathematical models.
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| LC Classification
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HG106.W437 9999
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| Added Entry
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Gerhard Stahl
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T Kleinow
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Wolfgang Härdle
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