Applied Quantitative Finance, edited by Wolfgang Karl Härdle, Cathy Yi-Hsuan Chen, Ludger Overbeck, (electronic resource)
Resource Information
The instance Applied Quantitative Finance, edited by Wolfgang Karl Härdle, Cathy Yi-Hsuan Chen, Ludger Overbeck, (electronic resource) represents a material embodiment of a distinct intellectual or artistic creation found in European University Institute. This resource is a combination of several types including: Instance, Electronic.
The Resource
Applied Quantitative Finance, edited by Wolfgang Karl Härdle, Cathy Yi-Hsuan Chen, Ludger Overbeck, (electronic resource)
Resource Information
The instance Applied Quantitative Finance, edited by Wolfgang Karl Härdle, Cathy Yi-Hsuan Chen, Ludger Overbeck, (electronic resource) represents a material embodiment of a distinct intellectual or artistic creation found in European University Institute. This resource is a combination of several types including: Instance, Electronic.
- Label
- Applied Quantitative Finance, edited by Wolfgang Karl Härdle, Cathy Yi-Hsuan Chen, Ludger Overbeck, (electronic resource)
- Medium
- electronic resource
- Statement of responsibility
- edited by Wolfgang Karl Härdle, Cathy Yi-Hsuan Chen, Ludger Overbeck
- Antecedent source
- mixed
- Carrier category
- online resource
- Carrier category code
-
- cr
- Carrier MARC source
- rdacarrier
- Color
- not applicable
- Content category
- text
- Content type code
-
- txt
- Content type MARC source
- rdacontent
- Contents
- 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
- Control code
- 978-3-662-54486-0
- Dimensions
- unknown
- Edition
- 3rd ed. 2017.
- Extent
- 1 online resource (X, 372 pages)
- File format
- multiple file formats
- Form of item
-
- online
- electronic
- Governing access note
- Use of this electronic resource may be governed by a license agreement which restricts use to the European University Institute community. Each user is responsible for limiting use to individual, non-commercial purposes, without systematically downloading, distributing, or retaining substantial portions of information, provided that all copyright and other proprietary notices contained on the materials are retained. The use of software, including scripts, agents, or robots, is generally prohibited and may result in the loss of access to these resources for the entire European University Institute community
- Isbn
- 9783662544860
- Level of compression
- uncompressed
- Media category
- computer
- Media MARC source
- rdamedia
- Media type code
-
- c
- Other control number
- 10.1007/978-3-662-54486-0
- Other physical details
- 111 illustrations, 75 illustrations in color.
- Quality assurance targets
- absent
- Record ID
- u416122
- Reformatting quality
- access
- Specific material designation
- remote
- System control number
- (OCoLC)1000297947
Context
Context of Applied Quantitative Finance, edited by Wolfgang Karl Härdle, Cathy Yi-Hsuan Chen, Ludger Overbeck, (electronic resource)Instantiates
Embed
Settings
Select options that apply then copy and paste the RDF/HTML data fragment to include in your application
Embed this data in a secure (HTTPS) page:
Layout options:
Include data citation:
<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.library.eui.eu/resource/dwXaamEyxB4/" typeof="Book http://bibfra.me/vocab/lite/Instance"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.eui.eu/resource/dwXaamEyxB4/">Applied Quantitative Finance, edited by Wolfgang Karl Härdle, Cathy Yi-Hsuan Chen, Ludger Overbeck, (electronic resource)</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.library.eui.eu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.library.eui.eu/">European University Institute</a></span></span></span></span></div>
Note: Adjust the width and height settings defined in the RDF/HTML code fragment to best match your requirements
Preview
Cite Data - Experimental
Data Citation of the Instance Applied Quantitative Finance, edited by Wolfgang Karl Härdle, Cathy Yi-Hsuan Chen, Ludger Overbeck, (electronic resource)
Copy and paste the following RDF/HTML data fragment to cite this resource
<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.library.eui.eu/resource/dwXaamEyxB4/" typeof="Book http://bibfra.me/vocab/lite/Instance"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.eui.eu/resource/dwXaamEyxB4/">Applied Quantitative Finance, edited by Wolfgang Karl Härdle, Cathy Yi-Hsuan Chen, Ludger Overbeck, (electronic resource)</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.library.eui.eu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.library.eui.eu/">European University Institute</a></span></span></span></span></div>