The cryptocurrency market offers significant investment opportunities but also entails higher risks as compared to other asset classes. This article aims to analyse the financial risk characteristics of individual cryptocurrencies and of a broad cryptocurrency market portfolio. We construct a...

This book shows how modern risk management in banks and insurance companies can be modeled in Excel and Matlab. Readers are provided with all the necessary knowledge and skills in a systematic and structured step-by-step manner. Apart from basic Excel knowledge, no previous knowledge is...

Vorwort zur zweitenAuflage; Vorwort; Inhaltsübersicht; Abkürzungs- und Symbolverzeichnis; Abbildungsverzeichnis; Tabellenverzeichnis; Modul I Grundlagen des Financial Engineering; 1 FinancialEngineering -Aufbau undKonzeption; 2 Repetitorium methodische Grundlagen des Financial Engineering; 3...

The cryptocurrency market offers significant investment opportunities but also entails higher risks as compared to other asset classes. This article aims to analyse the financial risk characteristics of individual cryptocurrencies and of a broad cryptocurrency market portfolio. We construct a...