Statistics of Financial Markets: An Introduction

Now in its fourth edition, this book offers a detailed yet concise introduction to the growing field of statistical applications in finance. The reader will learn the basic methods of evaluating option contracts, analyzing financial time series, selecting portfolios and managing risks based on reali...

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Những tác giả chính:	Franke, Jürgen, Härdle, Wolfgang Karl, Hafner, Christian Matthias
Định dạng:	Sách
Ngôn ngữ:	English
Được phát hành:	Springer 2015
Những chủ đề:	Mathematical models Finance Statistical methods
Truy cập trực tuyến:	https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/58423
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spelling	oai:scholar.dlu.edu.vn:DLU123456789-584232023-11-11T06:10:47Z Statistics of Financial Markets: An Introduction Franke, Jürgen Härdle, Wolfgang Karl Hafner, Christian Matthias Mathematical models Finance Statistical methods Now in its fourth edition, this book offers a detailed yet concise introduction to the growing field of statistical applications in finance. The reader will learn the basic methods of evaluating option contracts, analyzing financial time series, selecting portfolios and managing risks based on realistic assumptions about market behavior. The focus is both on the fundamentals of mathematical finance and financial time series analysis, and on applications to given problems concerning financial markets, thus making the book the ideal basis for lectures, seminars and crash courses on the topic. For this new edition the book has been updated and extensively revised and now includes several new aspects, e.g. new chapters on long memory models, copulae and CDO valuation. Practical exercises with solutions have also been added. Both R and Matlab Code, together with the data, can be downloaded from the book’s product page and www.quantlet.de 2015-09-22T07:01:54Z 2015-09-22T07:01:54Z 2015 Book 978-3-642-54539-9 978-3-642-54538-2 https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/58423 en application/pdf Springer
institution	Thư viện Trường Đại học Đà Lạt
collection	Thư viện số
language	English
topic	Mathematical models Finance Statistical methods
spellingShingle	Mathematical models Finance Statistical methods Franke, Jürgen Härdle, Wolfgang Karl Hafner, Christian Matthias Statistics of Financial Markets: An Introduction
description	Now in its fourth edition, this book offers a detailed yet concise introduction to the growing field of statistical applications in finance. The reader will learn the basic methods of evaluating option contracts, analyzing financial time series, selecting portfolios and managing risks based on realistic assumptions about market behavior. The focus is both on the fundamentals of mathematical finance and financial time series analysis, and on applications to given problems concerning financial markets, thus making the book the ideal basis for lectures, seminars and crash courses on the topic. For this new edition the book has been updated and extensively revised and now includes several new aspects, e.g. new chapters on long memory models, copulae and CDO valuation. Practical exercises with solutions have also been added. Both R and Matlab Code, together with the data, can be downloaded from the book’s product page and www.quantlet.de
format	Book
author	Franke, Jürgen Härdle, Wolfgang Karl Hafner, Christian Matthias
author_facet	Franke, Jürgen Härdle, Wolfgang Karl Hafner, Christian Matthias
author_sort	Franke, Jürgen
title	Statistics of Financial Markets: An Introduction
title_short	Statistics of Financial Markets: An Introduction
title_full	Statistics of Financial Markets: An Introduction
title_fullStr	Statistics of Financial Markets: An Introduction
title_full_unstemmed	Statistics of Financial Markets: An Introduction
title_sort	statistics of financial markets: an introduction
publisher	Springer
publishDate	2015
url	https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/58423
_version_	1782534631690600448

Statistics of Financial Markets: An Introduction

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