Quantitative Finance

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Autor principal: Schlogl, Erik
Publicado:
CRC Press LLC
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Acceso en línea:Full Text - Ebook
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020 |a 9781315361994 
035 |a 2135174185 
045 0 |b d20131119 
100 1 |a Schlogl, Erik 
245 1 |a Quantitative Finance 
260 |b CRC Press LLC  |c Nov 19, 2013 
513 |a Book 
520 3 |a Erik Schlögl currently is Professor and Director of the Quantitative Finance Research Centre at the University of Technology, Sydney (UTS), Australia. Erik received his doctorate in Economics from the University of Bonn, Germany, for work on term structure models and the pricing of fixed income derivatives and has gained broad-based experience in computational financial engineering. He has consulted for financial institutions and software developers in Europe, Australia and in the US. His research interests cover a broad area of quantitative finance, in particular model calibration, interest rate term structure modelling, credit risk and the integration of multiple sources of risk. He has published articles in a number of international journals, including Finance & Stochastics, Quantitative Finance, Risk and the Journal of Economic Dynamics and Control. In addition to UTS, he held positions at the University of New South Wales, Australia, and the University of Bonn, Germany. 
653 |a Statistics 
653 |a PBW 
653 |a Investments 
653 |a C plus plus 
653 |a Finance--Mathematical models. ; Investments--Mathematical models. ; C++ (Computer program language) 
653 |a Securities 
653 |a Economic conditions 
653 |a Finance 
653 |a KF 
653 |a KCHS 
653 |a Probability 
653 |a Business conditions 
653 |a Mathematics 
653 |a Risk management 
653 |a Options trading 
773 0 |t Quantitative Finance  |g (Nov 19, 2013) 
786 0 |d ProQuest  |t Ebook Central 
856 4 0 |3 Full Text - Ebook  |u https://www.proquest.com/docview/2135174185//embedded/L8HZQI7Z43R0LA5T?source=fedsrch