German
Applied Quantitative Finance
Overview of attention for book
Table of Contents
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Altmetric BadgeBook Overview
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Altmetric BadgeChapter 1 Modeling Dependencies with Copulae
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Altmetric BadgeChapter 2 Quantification of Spread Risk by Means of Historical Simulation
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Altmetric BadgeChapter 3 A Copula-Based Model of the Term Structure of CDO Tranches
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Altmetric BadgeChapter 4 VaR in High Dimensional Systems – a Conditional Correlation Approach
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Altmetric BadgeChapter 5 Rating Migrations
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Altmetric BadgeChapter 6 Cross- and Autocorrelation in Multi-Period Credit Portfolio Models
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Altmetric BadgeChapter 7 Risk Measurement with Spectral Capital Allocation
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Altmetric BadgeChapter 8 Valuation and VaR Computation for CDOs Using Stein’s Method
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Altmetric BadgeChapter 9 Least Squares Kernel Smoothing of the Implied Volatility Smile
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Altmetric BadgeChapter 10 Numerics of Implied Binomial Trees
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Altmetric BadgeChapter 11 Application of Extended Kalman Filter to SPD Estimation
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Altmetric BadgeChapter 12 Stochastic Volatility Estimation Using Markov Chain Simulation
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Altmetric BadgeChapter 13 Measuring and Modeling Risk Using High-Frequency Data
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Altmetric BadgeChapter 14 Valuation of Multidimensional Bermudan Options
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Altmetric BadgeChapter 15 Multivariate Volatility Models
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Altmetric BadgeChapter 16 The Accuracy of Long-term Real Estate Valuations
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Altmetric BadgeChapter 17 Locally Time Homogeneous Time Series Modelling
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Altmetric BadgeChapter 18 Simulation Based Option Pricing
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Altmetric BadgeChapter 19 High-Frequency Volatility and Liquidity
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Altmetric BadgeChapter 20 Statistical Process Control in Asset Management
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Altmetric BadgeChapter 21 Canonical Dynamics Mechanism of Monetary Policy and Interest Rate