Handbook of Quantitative Finance and Risk Management

• Corporate Author: SpringerLink (Online service)
• Other Authors: Lee, Cheng-Few (Editor), Lee, Alice C. (Editor), Lee, John (Editor)
• Format: Electronic eBook
• Language: English
• Published: Boston, MA : Springer US : Imprint: Springer, 2010.
• Subjects: Finance.; Economics, Mathematical.; Econometrics.; Finance, general.; Quantitative Finance.

Quantitative finance is a combination of economics, accounting, statistics, econometrics, mathematics, stochastic process, and computer science and technology. Increasingly, the tools of financial analysis are being applied to assess, monitor, and mitigate risk, especially in the context of globaliz...

Table of Contents:

• Overview of Quantitative Finance and Risk Management Research
• Portfolio Theory and Investment Analysis
• Options and Option Pricing Theory
• Risk Management
• Theory, Methodology, and Applications.