Applied quantitative finance
Subtitle: theory and computational tools
By: W. Härdle, T. Kleinow, G. Stahl.
Contributors: Kleinow, T.; Stahl, Gerhard.
Publisher: Springer
Published: 2002
Place of publication: Berlin; New York
Language: eng
Number of pages: 401
Subjects: Finance -- Mathematical models.; Risk -- Mathematical models.
Description: 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.
Notes: "MD Tech/Method & Data Technologies"--Cover.

"e book"--Cover.

"Also available as e-book on www.i-explore.de. Use the license code at the end of the book to download the e-book"--T.p. verso.

"All Quantlets for the calculation of the given examples are executable on an XploRe Quantlet Server (XQS) and may be modified by the reader via the Internet"--P. [4] of cover.

Includes bibliographical references and index.