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Empirical Essays In Quantitative Risk Management

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Empirical Essays In Quantitative Risk Management

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Author : Yang Zhao
language : en
Publisher:
Release Date : 2016

Empirical Essays In Quantitative Risk Management written by Yang Zhao and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016 with Copulas (Mathematical statistics) categories.

Essays On Quantitative Risk Management

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Author : Fei Fei
language : en
Publisher:
Release Date : 2013

Essays On Quantitative Risk Management written by Fei Fei and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013 with categories.

Essays On Qualitative And Quantitative Risk Management

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Author : David Fritz
language : en
Publisher: Books on Demand
Release Date : 2018-02-09

Essays On Qualitative And Quantitative Risk Management written by David Fritz and has been published by Books on Demand this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-02-09 with categories.

This book is based on the Ph.D. thesis "Essays on Qualitative and Quantitative Risk Management" written by the author of this book. It consists out of three essays on text mining applications in finance and the validation of a credit risk model. To be more precise, the three essays address the following research questions: What kind of text mining measures are suitable in the finance area for analyzing text such as annual reports and can we use these measures to predict short-term performance or the reporting quality? Can we measure the tone of a document by using automatically calculated sentiment scores? How can we build a sentiment score, that captures keywords within a larger context? Do the chapters/sections of an annual report have a different influence on the whole content of the report? How can banks validate their credit risk model with a special focus on an analytical model? This book addresses practitioners, consultants, analysts, and bankers as well as students, researchers, and lecturers with focus on text mining applications in finance and the validation of credit risk models.

Nonlinear Economic Dynamics And Financial Modelling

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Author : Roberto Dieci
language : en
Publisher: Springer
Release Date : 2014-07-26

Nonlinear Economic Dynamics And Financial Modelling written by Roberto Dieci and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-07-26 with Business & Economics categories.

This book reflects the state of the art on nonlinear economic dynamics, financial market modelling and quantitative finance. It contains eighteen papers with topics ranging from disequilibrium macroeconomics, monetary dynamics, monopoly, financial market and limit order market models with boundedly rational heterogeneous agents to estimation, time series modelling and empirical analysis and from risk management of interest-rate products, futures price volatility and American option pricing with stochastic volatility to evaluation of risk and derivatives of electricity market. The book illustrates some of the most recent research tools in these areas and will be of interest to economists working in economic dynamics and financial market modelling, to mathematicians who are interested in applying complexity theory to economics and finance and to market practitioners and researchers in quantitative finance interested in limit order, futures and electricity market modelling, derivative pricing and risk management.

Essays On Quantitative Risk Management

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Author : Linda Möstel
language : en
Publisher:
Release Date : 2018

Essays On Quantitative Risk Management written by Linda Möstel and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018 with categories.

Essays On Quantitative Risk Management With An Application To Asset Allocation Problems

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Author : Sascha Offermann
language : en
Publisher:
Release Date : 2022

Essays On Quantitative Risk Management With An Application To Asset Allocation Problems written by Sascha Offermann and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022 with categories.