Statistics of Financial Markets An Introduction /
Statistics of Financial Markets offers a vivid yet concise introduction to the growing field of statistical application in finance. The reader will learn the basic methods of evaluating option contracts, analysing financial time series, selecting portfolios and managing risks making realistic assump...
Saved in:
| Main Authors: | , , |
|---|---|
| Corporate Author: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2011.
|
| Edition: | 3rd ed. 2011. |
| Series: | Universitext,
|
| Subjects: | |
| Online Access: | https://doi.org/10.1007/978-3-642-16521-4 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| LEADER | 03569nam a22005415i 4500 | ||
|---|---|---|---|
| 001 | 978-3-642-16521-4 | ||
| 003 | DE-He213 | ||
| 005 | 20200706212405.0 | ||
| 007 | cr nn 008mamaa | ||
| 008 | 101120s2011 gw | s |||| 0|eng d | ||
| 020 | |a 9783642165214 |9 978-3-642-16521-4 | ||
| 024 | 7 | |a 10.1007/978-3-642-16521-4 |2 doi | |
| 050 | 4 | |a QA276-280 | |
| 072 | 7 | |a PBT |2 bicssc | |
| 072 | 7 | |a BUS061000 |2 bisacsh | |
| 072 | 7 | |a PBT |2 thema | |
| 072 | 7 | |a K |2 thema | |
| 082 | 0 | 4 | |a 330.015195 |2 23 |
| 100 | 1 | |a Franke, Jürgen. |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 245 | 1 | 0 | |a Statistics of Financial Markets |h [electronic resource] : |b An Introduction / |c by Jürgen Franke, Wolfgang Karl Härdle, Christian Matthias Hafner. |
| 250 | |a 3rd ed. 2011. | ||
| 264 | 1 | |a Berlin, Heidelberg : |b Springer Berlin Heidelberg : |b Imprint: Springer, |c 2011. | |
| 300 | |a XXII, 599 p. 135 illus. |b online resource. | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 347 | |a text file |b PDF |2 rda | ||
| 490 | 1 | |a Universitext, |x 0172-5939 | |
| 505 | 0 | |a Option Pricing -- Statistical Models of Financial Time Series -- Selected Financial Applications -- Technical Appendix -- Appendix -- Frequently Used Notations -- Index. | |
| 520 | |a Statistics of Financial Markets offers a vivid yet concise introduction to the growing field of statistical application in finance. The reader will learn the basic methods of evaluating option contracts, analysing financial time series, selecting portfolios and managing risks making realistic assumptions of the market behaviour. The focus is both on the fundamentals of mathematical finance and financial time series analysis and on applications to given problems of financial markets, thus making the book the ideal basis for lecturers, seminars and crash courses on the topic. For the third edition the book has been updated and extensively revised. Several new aspects have been included: new chapters on long memory models, copulae and CDO valuation. Practical exercises have been added, the solutions of which are provided in the book by S. Borak, W. Härdle and B. Lopez Cabrera (2010) ISBN 978-3-642-11133-4. “Both R and Matlab Code, together with the data, can be downloaded by clicking on the Additional Information tab labeled “R and Matlab Code,” which you will find on the right-hand side of the webpage.”. | ||
| 650 | 0 | |a Statistics . | |
| 650 | 0 | |a Economics, Mathematical . | |
| 650 | 0 | |a Finance. | |
| 650 | 1 | 4 | |a Statistics for Business, Management, Economics, Finance, Insurance. |0 https://scigraph.springernature.com/ontologies/product-market-codes/S17010 |
| 650 | 2 | 4 | |a Quantitative Finance. |0 https://scigraph.springernature.com/ontologies/product-market-codes/M13062 |
| 650 | 2 | 4 | |a Finance, general. |0 https://scigraph.springernature.com/ontologies/product-market-codes/600000 |
| 700 | 1 | |a Härdle, Wolfgang Karl. |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 700 | 1 | |a Hafner, Christian Matthias. |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 710 | 2 | |a SpringerLink (Online service) | |
| 773 | 0 | |t Springer Nature eBook | |
| 776 | 0 | 8 | |i Printed edition: |z 9783642165207 |
| 776 | 0 | 8 | |i Printed edition: |z 9783642165221 |
| 830 | 0 | |a Universitext, |x 0172-5939 | |
| 856 | 4 | 0 | |u https://doi.org/10.1007/978-3-642-16521-4 |
| 912 | |a ZDB-2-SMA | ||
| 912 | |a ZDB-2-SXMS | ||
| 950 | |a Mathematics and Statistics (SpringerNature-11649) | ||
| 950 | |a Mathematics and Statistics (R0) (SpringerNature-43713) | ||