Applied Quantitative Finance

Applied Quantitative Finance Author Wolfgang Karl Härdle
ISBN-10 9783662544860
Release 2017-08-02
Pages 372
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This volume provides practical solutions and introduces recent theoretical developments in risk management, pricing of credit derivatives, quantification of volatility and copula modeling. This third edition is devoted to modern risk analysis based on quantitative methods and textual analytics to meet the current challenges in banking and finance. It includes 14 new contributions and presents a comprehensive, state-of-the-art treatment of cutting-edge methods and topics, such as collateralized debt obligations, the high-frequency analysis of market liquidity, and realized volatility. The book is divided into three parts: Part 1 revisits important market risk issues, while Part 2 introduces novel concepts in credit risk and its management along with updated quantitative methods. The third part discusses the dynamics of risk management and includes risk analysis of energy markets and for cryptocurrencies. Digital assets, such as blockchain-based currencies, have become popular b ut are theoretically challenging when based on conventional methods. Among others, it introduces a modern text-mining method called dynamic topic modeling in detail and applies it to the message board of Bitcoins. The unique synthesis of theory and practice supported by computational tools is reflected not only in the selection of topics, but also in the fine balance of scientific contributions on practical implementation and theoretical concepts. This link between theory and practice offers theoreticians insights into considerations of applicability and, vice versa, provides practitioners convenient access to new techniques in quantitative finance. Hence the book will appeal both to researchers, including master and PhD students, and practitioners, such as financial engineers. The results presented in the book are fully reproducible and all quantlets needed for calculations are provided on an accompanying website. The Quantlet platform,, is an integrated QuantNet environment consisting of different types of statistics-related documents and program codes. Its goal is to promote reproducibility and offer a platform for sharing validated knowledge native to the social web. QuantNet and the corresponding Data-Driven Documents-based visualization allows readers to reproduce the tables, pictures and calculations inside this Springer book.

Applied Quantitative Finance

Applied Quantitative Finance Author W. Härdle
ISBN-10 9783662050217
Release 2013-06-29
Pages 402
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This book presents solutions for many practical problems in quantitative finance. The e-book design of the text connects theory and computational tools in an innovative way. All "quantlets" for calculation of 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.

Applied Quantitative Methods for Trading and Investment

Applied Quantitative Methods for Trading and Investment Author Christian L. Dunis
ISBN-10 9780470871348
Release 2004-01-09
Pages 426
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This book provides a manual on quantitative financial analysis. Focusing on advanced methods for modelling financial markets in the context of practical financial applications, it will cover data, software and techniques that will enable the reader to implement and interpret quantitative methodologies, specifically for trading and investment. Includes contributions from an international team of academics and quantitative asset managers from Morgan Stanley, Barclays Global Investors, ABN AMRO and Credit Suisse First Boston. Fills the gap for a book on applied quantitative investment & trading models Provides details of how to combine various models to manage and trade a portfolio

Oversexed and underfucked

Oversexed and underfucked Author Iris Osswald-Rinner
ISBN-10 9783531928654
Release 2011-03-29
Pages 272
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Oversexed and underfucked! Diese sicherlich pointiert formulierte und auch provozierende Diagnose über den gegenwärtigen Zustand des ‚sexuellen Begehrens’ unterstellt, dass die Lust der Geschlechter aufeinander heute weitgehend abhanden gekommen sei und dass die vermeintliche, ganz wesentlich durch die Medien getragene, Übersexualisierung daran einen erheblichen Anteil habe. Und sie impliziert, dass ‚wir’ alle wissen (wollen), was guter Sex ist. Entlang dieser Leitnahmen geht die vorliegende Arbeit der gesellschaftlichen Konstruktion der Lust auf den Grund. Sie analysiert die Ideen einer ‚gelingenden Sexualität’ aus der Sicht der Wissenschaft ebenso wie das Rezeptwissen erfolgreicher Sexualratgeber von 1950 bis heute. Die aus diesen Quellen ‚rekonstruierten’ sexuellen Skripte (Dornröschen-Skript, Ken&Barbie-Skript, Adam&Eva-Skript und Ich&Ich-Skript) weisen – insgesamt betrachtet – eine typische Entwicklungslinie auf, die von der Darstellung des Geschlechtsverkehrs als Drama im Dornröschen-Skript bis hin zur als Porncast inszenierten Selbstbefriedigung im Ich&Ich-Skript führt. Der Begriff ‚underfucked’ zeigt somit nicht einen Mangel an Geschlechtsverkehr an, sondern beschreibt vielmehr seinen fortschreitenden ‚sozialen Tod’.

An Introduction to Quantitative Finance

An Introduction to Quantitative Finance Author Stephen Blyth
ISBN-10 9780199666591
Release 2013-11
Pages 192
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The quantitative nature of complex financial transactions makes them a fascinating subject area for mathematicians of all types. This book gives an insight into financial engineering while building on introductory probability courses by detailing one of the most fascinating applications of the subject.

Quantitative Finance

Quantitative Finance Author A. Reghai
ISBN-10 9781137414502
Release 2014-11-25
Pages 223
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The series of recent financial crises have thrown open the world of quantitative finance and financial modeling. This book brings together proven and new methodologies from finance, physics and engineering, along with years of industry and academic experience to provide a cookbook of models for dealing with the challenges of today's markets.

Quantitative Finance For Dummies

Quantitative Finance For Dummies Author Steve Bell
ISBN-10 9781118769430
Release 2016-06-07
Pages 408
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An accessible, thorough introduction to quantitative finance Does the complex world of quantitative finance make you quiver? You're not alone! It's a tough subject for even high-level financial gurus to grasp, but Quantitative Finance For Dummies offers plain-English guidance on making sense of applying mathematics to investing decisions. With this complete guide, you'll gain a solid understanding of futures, options and risk, and get up-to-speed on the most popular equations, methods, formulas and models (such as the Black-Scholes model) that are applied in quantitative finance. Also known as mathematical finance, quantitative finance is the field of mathematics applied to financial markets. It's a highly technical discipline—but almost all investment companies and hedge funds use quantitative methods. This fun and friendly guide breaks the subject of quantitative finance down to easily digestible parts, making it approachable for personal investors and finance students alike. With the help of Quantitative Finance For Dummies, you'll learn the mathematical skills necessary for success with quantitative finance, the most up-to-date portfolio and risk management applications and everything you need to know about basic derivatives pricing. Covers the core models, formulas and methods used in quantitative finance Includes examples and brief exercises to help augment your understanding of QF Provides an easy-to-follow introduction to the complex world of quantitative finance Explains how QF methods are used to define the current market value of a derivative security Whether you're an aspiring quant or a top-tier personal investor, Quantitative Finance For Dummies is your go-to guide for coming to grips with QF/risk management.

Quantitative Energy Finance

Quantitative Energy Finance Author Fred Espen Benth
ISBN-10 9781461472483
Release 2013-08-28
Pages 308
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Finance and energy markets have been an active scientific field for some time, even though the development and applications of sophisticated quantitative methods in these areas are relatively new—and referred to in a broader context as energy finance. Energy finance is often viewed as a branch of mathematical finance, yet this area continues to provide a rich source of issues that are fuelling new and exciting research developments. Based on a special thematic year at the Wolfgang Pauli Institute (WPI) in Vienna, Austria, this edited collection features cutting-edge research from leading scientists in the fields of energy and commodity finance. Topics discussed include modeling and analysis of energy and commodity markets, derivatives hedging and pricing, and optimal investment strategies and modeling of emerging markets, such as power and emissions. The book also confronts the challenges one faces in energy markets from a quantitative point of view, as well as the recent advances in solving these problems using advanced mathematical, statistical and numerical methods. By addressing the emerging area of quantitative energy finance, this volume will serve as a valuable resource for graduate-level students and researchers studying financial mathematics, risk management, or energy finance.

Paul Wilmott Introduces Quantitative Finance

Paul Wilmott Introduces Quantitative Finance Author Paul Wilmott
ISBN-10 9781118836798
Release 2013-10-18
Pages 728
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Paul Wilmott Introduces Quantitative Finance, Second Edition is an accessible introduction to the classical side of quantitative finance specifically for university students. Adapted from the comprehensive, even epic, works Derivatives and Paul Wilmott on Quantitative Finance, Second Edition, it includes carefully selected chapters to give the student a thorough understanding of futures, options and numerical methods. Software is included to help visualize the most important ideas and to show how techniques are implemented in practice. There are comprehensive end-of-chapter exercises to test students on their understanding.

The Oxford Handbook of the Macroeconomics of Global Warming

The Oxford Handbook of the Macroeconomics of Global Warming Author Lucas Bernard
ISBN-10 9780190204198
Release 2014-11-20
Pages 560
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The first World Climate Conference, which was sponsored by the World Meteorological Organization in Gen?ve in 1979, triggered an international dialogue on global warming. From the 1997 United Nations-sponsored conference-during which the Kyoto Protocol was signed-through meetings in Copenhagen, Canc?n, Durban, and most recently Doha (2012) and Warsaw (2013), worldwide attention to the issue of global warming and its impact on the world's economy has rapidly increased in intensity. The consensus of these debates and discussions, however, is less than clear. Optimistically, many geoscience researchers and members of the Intergovernmental Panel on Climate Change (IPCC) have supported CO2 emission reduction pledges while maintaining that a 2?C limit in increased temperature by the year 2100 is achievable through international coordination. Other observers postulate that established CO2 reduction commitments such as those agreed to at the Copenhagen United Nations Climate Change Conference (2009) are insufficient and cannot hold the global warming increase below 2?C. As experts theorize on precisely what impact global warming will have, developing nations have become particularly alarmed. The developed world will use energy to mitigate global warming effects, but developing countries are more exposed by geography and poverty to the most dangerous consequences of a global temperature rise and lack the economic means to adapt. The complex dynamics that result from this confluence of science and geopolitics gives rise to even more complicated issues for economists, financial planners, business leaders, and policy-makers. The Oxford Handbook of the Macroeconomics of Global Warming analyzes the economic impact of issues related to and resulting from global warming, specifically the implications of possible preventative measures, various policy changes, and adaptation efforts as well as the different consequences climate change will have on both developing and developed nations. This multi-disciplinary approach, which touches on issues of growth, employment, and development, elucidates for readers state-of-the-art research on the complex and far-reaching problem of global warming.

Learning Quantitative Finance with R

Learning Quantitative Finance with R Author Dr. Param Jeet
ISBN-10 9781786465252
Release 2017-03-23
Pages 284
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Implement machine learning, time-series analysis, algorithmic trading and more About This Book Understand the basics of R and how they can be applied in various Quantitative Finance scenarios Learn various algorithmic trading techniques and ways to optimize them using the tools available in R. Contain different methods to manage risk and explore trading using Machine Learning. Who This Book Is For If you want to learn how to use R to build quantitative finance models with ease, this book is for you. Analysts who want to learn R to solve their quantitative finance problems will also find this book useful. Some understanding of the basic financial concepts will be useful, though prior knowledge of R is not required. What You Will Learn Get to know the basics of R and how to use it in the field of Quantitative Finance Understand data processing and model building using R Explore different types of analytical techniques such as statistical analysis, time-series analysis, predictive modeling, and econometric analysis Build and analyze quantitative finance models using real-world examples How real-life examples should be used to develop strategies Performance metrics to look into before deciding upon any model Deep dive into the vast world of machine-learning based trading Get to grips with algorithmic trading and different ways of optimizing it Learn about controlling risk parameters of financial instruments In Detail The role of a quantitative analyst is very challenging, yet lucrative, so there is a lot of competition for the role in top-tier organizations and investment banks. This book is your go-to resource if you want to equip yourself with the skills required to tackle any real-world problem in quantitative finance using the popular R programming language. You'll start by getting an understanding of the basics of R and its relevance in the field of quantitative finance. Once you've built this foundation, we'll dive into the practicalities of building financial models in R. This will help you have a fair understanding of the topics as well as their implementation, as the authors have presented some use cases along with examples that are easy to understand and correlate. We'll also look at risk management and optimization techniques for algorithmic trading. Finally, the book will explain some advanced concepts, such as trading using machine learning, optimizations, exotic options, and hedging. By the end of this book, you will have a firm grasp of the techniques required to implement basic quantitative finance models in R. Style and approach This book introduces you to the essentials of quantitative finance with the help of easy-to-understand, practical examples and use cases in R. Each chapter presents a specific financial concept in detail, backed with relevant theory and the implementation of a real-life example.

Frequently Asked Questions in Quantitative Finance

Frequently Asked Questions in Quantitative Finance Author Paul Wilmott
ISBN-10 9780470972960
Release 2010-05-27
Pages 428
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Paul Wilmott writes, "Quantitative finance is the most fascinating and rewarding real-world application of mathematics. It is fascinating because of the speed at which the subject develops, the new products and the new models which we have to understand. And it is rewarding because anyone can make a fundamental breakthrough. "Having worked in this field for many years, I have come to appreciate the importance of getting the right balance between mathematics and intuition. Too little maths and you won't be able to make much progress, too much maths and you'll be held back by technicalities. I imagine, but expect I will never know for certain, that getting the right level of maths is like having the right equipment to climb Mount Everest; too little and you won't make the first base camp, too much and you'll collapse in a heap before the top. "Whenever I write about or teach this subject I also aim to get the right mix of theory and practice. Finance is not a hard science like physics, so you have to accept the limitations of the models. But nor is it a very soft science, so without those models you would be at a disadvantage compared with those better equipped. I believe this adds to the fascination of the subject. "This FAQs book looks at some of the most important aspects of financial engineering, and considers them from both theoretical and practical points of view. I hope that you will see that finance is just as much fun in practice as in theory, and if you are reading this book to help you with your job interviews, good luck! Let me know how you get on!"


Marketing Author Heribert Meffert
ISBN-10 9783658023447
Release 2014-11-05
Pages 886
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Dieses bewährte Standardwerk liefert Studierenden im Bachelor- und Masterprogramm sowie Praktikern umfassende Grundlagen des Marketingmanagements aus einer entscheidungsorientierten Sicht. In der 12. Auflage des Marketing-Klassikers wurden alle Kapitel überarbeitet. Insbesondere wurden bei den Verhaltens- und Informationsgrundlagen des Marketing aktuelle Erkenntnisse aus der neurowissenschaftlichen Forschung integriert. Neuere Entwicklungen im Bereich der interaktiven Kommunikationsinstrumente wurden vertiefend berücksichtigt, die Ausführungen zum Marketingcontrolling im Rahmen der Marketing-Mix-Kapitel aktualisiert und die Zukunftsperspektiven des Marketing fortgeführt. „Die Bibel des Marketing“ w & v - werben und verkaufen


Finanzmarktstatistik Author Friedrich Schmid
ISBN-10 9783540297956
Release 2006-02-10
Pages 267
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Dieses Buch gibt eine Einführung in die wichtigsten Verfahren der statistischen Analyse von Finanzmarktdaten wie beispielsweise Kursen oder Renditen von Aktien oder Aktienindizes. Unter den Themen sind die Deskription und Analyse von uni- und multivariaten Renditeverteilungen, die Analyse der Struktur von Renditezeitreihen sowie statistische Verfahren für das CAPM und die Untersuchung der stochastischen Dominanz. Das Buch richtet sich an Studierende der Wirtschaftswissenschaften im Hauptstudium, aber auch an Praktiker in Banken und Versicherungen. Es ist sehr gut zum Selbststudium geeignet. Kenntnisse der Mathematik und Statistik werden nur soweit vorausgesetzt, wie sie im wirtschaftswissenschaftlichen Grundstudium vermittelt werden.

Quantitative Modeling of Derivative Securities

Quantitative Modeling of Derivative Securities Author Marco Avellaneda
ISBN-10 1584880317
Release 1999-09-17
Pages 336
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Quantitative Modeling of Derivative Securities demonstrates how to take the basic ideas of arbitrage theory and apply them - in a very concrete way - to the design and analysis of financial products. Based primarily (but not exclusively) on the analysis of derivatives, the book emphasizes relative-value and hedging ideas applied to different financial instruments. Using a "financial engineering approach," the theory is developed progressively, focusing on specific aspects of pricing and hedging and with problems that the technical analyst or trader has to consider in practice. More than just an introductory text, the reader who has mastered the contents of this one book will have breached the gap separating the novice from the technical and research literature.

Essentials of Applied Quantitative Methods for Health Services Managers

Essentials of Applied Quantitative Methods for Health Services Managers Author James Bradley Lewis
ISBN-10 9781449610807
Release 2010-10-25
Pages 330
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Essentials of Applied Quantitative Methods for Health Services offers and stresses the application of concepts, models and techniques in understanding quantitative methods in the health service field. The text provides problem-solving methods in a variety of approaches. An ideal QM resource for those with little knowledge of statistics.

Computational Methods for Quantitative Finance

Computational Methods for Quantitative Finance Author Norbert Hilber
ISBN-10 9783642354014
Release 2013-02-15
Pages 299
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Many mathematical assumptions on which classical derivative pricing methods are based have come under scrutiny in recent years. The present volume offers an introduction to deterministic algorithms for the fast and accurate pricing of derivative contracts in modern finance. This unified, non-Monte-Carlo computational pricing methodology is capable of handling rather general classes of stochastic market models with jumps, including, in particular, all currently used Lévy and stochastic volatility models. It allows us e.g. to quantify model risk in computed prices on plain vanilla, as well as on various types of exotic contracts. The algorithms are developed in classical Black-Scholes markets, and then extended to market models based on multiscale stochastic volatility, to Lévy, additive and certain classes of Feller processes. This book is intended for graduate students and researchers, as well as for practitioners in the fields of quantitative finance and applied and computational mathematics with a solid background in mathematics, statistics or economics.​