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...
Պահպանված է:
| Հիմնական հեղինակներ: | , , |
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| Համատեղ հեղինակ: | |
| Ձևաչափ: | էլ․ գիրք |
| Լեզու: | English |
| Հրապարակվել է: |
Berlin, Heidelberg
Springer Berlin Heidelberg Imprint: Springer,
2015.
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| Հրատարակություն: | Fourth edition |
| Շարք: | Universitext,
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| Խորագրեր: | |
| Առցանց հասանելիություն: | Click here to view the full text content |
| Ցուցիչներ: |
Ավելացրեք ցուցիչ
Չկան պիտակներ, Եղեք առաջինը, ով նշում է այս գրառումը!
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| Ամփոփում: | 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. |
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| Ֆիզիկական նկարագրություն: | 1 online resource (xix, 555 pages) 163 illustrations, 114 illustrtaions in colour |
| ISBN: | 9783642545399 |
| ISSN: | 0172-5939 |