332.01/5118 <br/>

                  Applied quantitative finance / 
Wolfgang Karl Härdle, Cathy Yi-Hsuan Chen, Ludger Overbeck, editors. 
 - 1 online resource (x, 372 pages) :  illustrations (some color). -
 - Statistics and computing,  1431-8784 .
 - Statistics and computing. .
<br/><br/> Academic 
Part I Market Risk: VaR in High-Dimensional Systems -- Multivariate Volatility Models -- Portfolio Selection with Spectral Risk Measures -- Implementation of Local Stochastic Volatility Model -- Part II Credit Risk: Estimating DTD via Sequential Monte Carlo.- Risk Measurement with Spectral Capital Allocation.- Market Based Credit Rating and its Applications.- Using Public Information to Predict Corporate Default Risk.- Stress Testing in Credit Portfolio Models.- Penalized Independent Factor.- Term Structure of Loss Cascades in Portfolio Securitisation.- Credit Rating Score Analysis -- Part III Dynamics Risk Measurement: Copulae in High Dimensions -- An Introduction.- Measuring and Modeling Risk Using High-Frequency Data.- Measuring Financial Risk in Energy Markets.- Risk Analysis of Cryptocurrency as an Alternative Asset Class.- Time Varying Quantile Lasso.- Dynamic Topic Modelling for Cryptocurrency Community Forums. 
<br/><br/> Legal Deposit;  Only available on premises controlled by the deposit library and to one user at any one time; 
<br/><br/><br/>Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force. 
<br/><br/><br/>English 
<br/><br/>                 <label>ISBN: </label>9783662544860 3662544865 
<br/><br/><label>Standard No.: </label>10.1007/978-3-662-54486-0  doi 
<br/><br/><label>Source: </label>com.springer.onix.9783662544860  Springer Nature 
<br/><br/><label>Nat. Bib. No.: </label>GBB8K0064  bnb 
<br/><br/>                 <label>Түлхүүр үг: </label>Statistics., Finance, Mathematical models.Risk, Mathematical models.Finance, Mathematical models.Risk, Mathematical models.Statistics., Statistics for Business/Economics/Mathematical Finance/Insurance., Quantitative Finance., Risk Management., Business Finance., Mathematics, Applied.Business & Economics, InsuranceRisk Assessment & Management.Business & Economics, Corporate Finance.Finance & accounting., Management & management techniques., Corporate finance., Finance., Risk management., Business & Economics, Statistics.Probability & statistics., 
<br/><br/><label>Index Terms--Genre/Form: </label><br/>Electronic books.
<br/><br/><label>LC Class. No.: </label>HG106