000			02016nmm a22003257a 4500
003			SPU
005			20210708215455.0
008			200717b2017 gw |||||o|||| 00| 0 eng d
020			_a9783662544860 (E-book)
040			_aSPU _cSPU
050		4	_aHG 106 _bA66 2017
245	0	0	_aApplied quantitative finance / _cWolfgang Karl Hardle, Cathy Yi-Hsuan Chen, Ludger Overbeck, editors _h[electronic resource]
250			_aThird edition
260			_aBerlin, Germany : _bSpringer, _c2017
300			_a1 online resource (x, 372 pages) : _billustrations
449			_a110202
490	1		_aStatistics and computing, _x1431-8784
505			_aMarket Risk -- VaR in high dimensional systems - A conditional correlation approach -- Multivariate volatility models -- Portfolio selection with spectral risk measures -- Implementation of local stochastic volatility model in FX derivatives -- Credit risk -- Estimating distance-to-default with a sector-specific liability adjustment 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 securitisation -- Credit rating score analysis -- Dynamics risk measurement -- Copulae in high dimensions : An introduction
650		0	_aFINANCE _xMATHEMATICAL MODELS _954763
650		0	_aRISK ASSESSMENT _xMATHEMATICAL MODELS _952091
700			_aHaardle, Wolfgang, _eeditor _9237950
700			_aChen, Cathy Yi-Hsuan, _eeditor _9238079
700			_aOverbeck, Ludger, _eeditor _9238080
830		0	_aStatistics and computing. _0http://id.loc.gov/authorities/names/n93102484 _x1431-8784
850			_aSPU
856			_uhttps://drive.google.com/file/d/11Z7MUqtPN9tG-axHxYvj02EuNvyiFFjz/view?usp=sharing _yView Full-text
910			_aLibrary _bSpringer _c170720
942			_2lcc _cEBK
998			_aniparat 0720 _bniparat 0720
999			_c198325