Applied Quantitative Finance : Theory and Computational Tools

Härdle, W. /Kleinow, T. /Stahl, G.

ISBN 10: 3540434607 / ISBN 13: 9783540434603

Published by Springer Berlin, 2002

About this Item

Zustand: Sehr gut | Seiten: 420 | Sprache: Englisch | Produktart: Bücher | Keine Beschreibung verfügbar.

Seller Inventory # 1005897/202

Bibliographic Details

• Title: Applied Quantitative Finance : Theory and Computational Tools
• Publisher: Springer Berlin
• Publication Date: 2002
• Language: English
• ISBN 10: 3540434607
• ISBN 13: 9783540434603
• Binding: Soft cover
• Condition: Sehr gut
• Seller catalogs:
  • Bücher

About this title

Synopsis

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.

Review

From the reviews:

"The book under review ... is designed for researchers who wish to develop professional skill in modern quantitative applications in finance. ... This electronic book will be welcomed by all who are interested in computational mathematical finance and students may derive much practical training working with the data sets and the XploRe programs. This book can be recommended to undergraduate libraries in statistics, econometrics and finance." (Ravi Sreenivasan, Journal of the Royal Statistical Society Series A: Statistics in Society, Vol. 157 (1), 2004)