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  • Wolfgang Karl Härdle; Cathy Yi-Hsuan Chen; Ludger Overbeck
    978-3-662-54486-0
    2017
    Edition 3
    • Presents the latest developments in risk management; market risk, credit risk and dynamics of risk management
    • Provides a unique balance between theoretical concepts, computational tools and practical implementation
    • Features fully reproducible results and provides the underlying quantlets on the accompanying website www.quantlet.de
    • Includes an innovative analysis of the dynamics of cryptocurrencies
    • Time varying LASSO yields a financial risk meter (FRM hu.berlin/frm)
    • Includes supplementary material: sn.pub/extras

    €419

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