Applied Quantitative Finance, Third Edition

Business

Applied Quantitative Finance, Third Edition By Prof. Dr. Wolfgang Karl Härdle, Prof. Cathy Yi-Hsuan Chen, Prof. Dr. Ludger Overbeck
Securitization: Past, Present and Future By Dr. Solomon Y Deku, Dr. Alper Kara
The Palgrave Handbook of Unconventional Risk Transfer By Prof. Maurizio Pompella, Prof. Nicos A Scordis
Ben Robson, “Currency Kings: How Billionaire Traders Made their Fortune Trading Forex and How You Can Too”
J. Hendrickson, “Financial Crisis: The United States in the Early Twenty-First Century”

Applied Quantitative Finance, Third Edition By Prof. Dr. Wolfgang Karl Härdle, Prof. Cathy Yi-Hsuan Chen, Prof. Dr. Ludger Overbeck

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 but 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 quantlet.de, quantlet.com, quantlet.org 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.

Securitization: Past, Present and Future By Dr. Solomon Y Deku, Dr. Alper Kara

This book aims to explore if and how securitization changed financial intermediation and lending behaviour by reviewing the pre- and post-financial crisis theoretical and empirical literature. The book’s distinctive feature is bringing the growing post-crisis empirical evidence to the attention of a wider audience by critically appraising it against pre-crisis arguments. With its thought-provoking insights, this book is of particular interest for students, practitioners and academics.

The Palgrave Handbook of Unconventional Risk Transfer By Prof. Maurizio Pompella, Prof. Nicos A Scordis

This handbook examines the latest techniques and strategies that are used to unlock the risk transfer capacity of global financial and capital markets. Taking the financial crisis and global recession into account, it frames and contextualises non-traditional risk transfer tools created over the last 20 years.
Featuring contributions from distinguished academics and professionals from around the world, this book covers in detail issues in securitization, financial risk management and innovation, structured finance and derivatives, life and non-life pure risk management, market and financial reinsurance, CAT risk management, crisis management, natural, environmental and man-made risks, terrorism risk, risk modelling, vulnerability and resilience. This handbook will be of interest to academics, researchers and practitioners in the field of risk transfer.

Ben Robson, “Currency Kings: How Billionaire Traders Made their Fortune Trading Forex and How You Can Too”

Win big and win often in the world’s greatest financial market
With $5 trillion traded every day, FX dwarfs all other markets. It’s a tough market to master―but not as tough as people think. Currency Kings provides the keys anyone can use to unlock the enormous potential of FX.
FX guru Ben Robson walks you through the process of 1) developing a sound strategy, 2) creating a competitive edge, 3) scaling your efforts, and 4) managing risk. It’s a simple, commonsense approach. And it works incredibly well. Robson has been using it to drive major profitability from FX for years.
Throughout, he analyzes the strategies of the world’s greatest FX traders, including:
• George Soros―perhaps the greatest FX trader ever
• John Henry―the brilliant technical trader and risk manager
• Urs Schwarzenbach―veritable king of options
• Peter Cruddas―a pioneer of retail fx trading
• Jim Simons―who made billions with computers and arbitrage
• Renat Fatkhullin – mastermind behind Metaquotes trading software
Each of these investors have drawn untold profits through FX trading―and none of their styles is the same. Which goes to show that there is always room for innovation. Currency Kings provides the foundation, you build on it with the right combination of discipline, original thinking, and a powerful will to win.
The behemoth called the FX market awaits. Use this unparalleled investing guide to profit beyond your wildest dreams.

J. Hendrickson, “Financial Crisis: The United States in the Early Twenty-First Century”

This book offers a critical look at prominent theories of financial crisis to try to understand how prepared the profession is for identifying the next financial crisis. An analysis of the first financial crisis of the twenty-first century serves as a starting point for rethinking the efficacy of existing economic models and theories.

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