TY  - BOOK
AU  - Härdle,Wolfgang
AU  - Chen,Cathy Yi-Hsuan
AU  - Overbeck,Ludger
TI  - Applied quantitative finance
T2  - Statistics and computing,
SN  - 9783662544860
AV  - HG106 
U1  - 332.01/5118 23
PY  - 2017///
CY  - Berlin, Germany
PB  - Springer
KW  - Statistics
KW  - Finance
KW  - Mathematical models
KW  - Risk
KW  - fast
KW  - Statistics for Business/Economics/Mathematical Finance/Insurance
KW  - Quantitative Finance
KW  - Risk Management
KW  - Business Finance
KW  - Mathematics
KW  - Applied
KW  - bisacsh
KW  - Business & Economics
KW  - Insurance
KW  - Risk Assessment & Management
KW  - Corporate Finance
KW  - Finance & accounting
KW  - bicssc
KW  - Management & management techniques
KW  - Corporate finance
KW  - Risk management
KW  - Probability & statistics
KW  - Electronic books
N1  - 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; Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK)
UR  - http://online.fliphtml5.com/lluzx/waau/
ER  -