Ebook Applied quantitative finance (Third edition): Part 2

Continued part 1, part 2 of ebook "Applied quantitative finance (Third edition)" has presents the following content: dynamics risk measurement; copulae in high dimensions - an introduction; measuring and modeling risk using high-frequency data; measuring financial risk in energy markets; risk analysis of cryptocurrency as an alternative asset class; time varying quantile lasso; dynamic topic modelling for cryptocurrency community forums;...

Từ khóa: Applied quantitative finance, Financial risk meter, Dynamics risk measurement, High-frequency data, Time varying quantile lasso, Cryptocurrency community forums