Studierende der Wirtschaftswissenschaften und der Wirtschaftsmathematik Praktiker aus den Bereich Finance, Risikomanagement und …

problems in quantitative finance. The combination of practice and theory supported by computational tools is reflected in the …Applied Quantitative Finance presents solutions, theoretical developments and method proliferation for many practical …, practitioners access to new methods for their applications. The e-book design of the text links theory and computational tools in an …

Integrated Volatility -- Zero-inflated Data Generation Processes -- Algorithmic Text Forecasting. …-by-tick asset prices to forecast the risk of upcoming volatility shocks. Holger Kömm embeds the proposed strategy in a monitoring … system, using first, a sequence of competing estimators to compute the unobservable volatility; second, a new two …

others. This statement coincides with the increasing use of arbitrage-related hedge fund strategies whereas it collides with … Werner examines aggregate short sales and convertible bond arbitrage, which is a typical hedge fund strategy that involves a … difference in the trading pattern, information content and resulting impact on stock returns of arbitrage- versus valuation …