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OverviewFull Product DetailsAuthor: Dietmar Ernst , Joachim HäckerPublisher: Springer International Publishing AG Imprint: Springer International Publishing AG ISBN: 9783031531286ISBN 10: 3031531280 Pages: 209 Publication Date: 11 November 2025 Format: Paperback Publisher's Status: Active Availability: Manufactured on demand We will order this item for you from a manufactured on demand supplier. Table of ContentsGeneral structure of the case study.- Course 1: Risk Analysis.- Course unit 1: Graphical representation of risks.- Course unit 2: Variance and standard deviation.- Course unit 3: Models for calculating volatility.- Course 2: Quantitative instruments in risk management.- Course unit 1: Different types of Value at Risk and Lower Partial Moments and Extreme Value Theory.- Course unit 2: Determination of portfolio risks.- Course Unit 3: Hedging of hedgeable risks and modelling of non-hedgeable risks.ReviewsAuthor InformationDietmar Ernst is Professor of Corporate Finance at the International School of Finance at the University of Applied Sciences in Nürtingen (Germany). He is also the director of the European Institute of Quantitative Finance (EIQF). Dietmar Ernst worked for many years as an M&A consultant, private equity manager and company valuation specialist in various banks. Joachim Hacker is Professor of Corporate Finance at the University of Applied Sciences Munich (Germany) and Adjunct Professor at the University of Louisville (USA). He is also Director of the European Institute of Quantitative Finance (EIQF). Prior to his academic career, Joachim Hacker was a Vice President at Rothschild in the Mergers & Acquisitions department in London and Frankfurt. He is also Chairman of the Advisory Board of several companies. Tab Content 6Author Website:Countries AvailableAll regions |
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