Applied Quantitative Finance: Theory and Computational Tools

Applied Quantitative Finance presents solutions, theoretical developments and method proliferation for many practical problems in quantitative finance. The combination of practice and theory supported by computational tools is reflected in the selection of topics as well as in a finely tuned balance of scientific contributions on the practical implementation and theoretical concepts. This concept offers theoreticians insight into the applicability of the methodology and, vice versa, practitioners insight into new methods for their applications. The e-book design of the text links theory and computational tools in an innovative way. All Quantlets for the calculation of the given examples in the text are supported by the academic edition of XploRe. The electronic edition of the book enables one to execute and modify all quantlets immediately.