Statistics of Financial Markets von Jürgen Franke | An Introduction | ISBN 9783642545382

Statistics of Financial Markets

An Introduction

von Jürgen Franke, Wolfgang Karl Härdle und Christian Matthias Hafner
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Buchcover ISBN

Statistics of Financial Markets

An Introduction

von Jürgen Franke, Wolfgang Karl Härdle und Christian Matthias Hafner
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

ISBN-Daten

Softcover
555 Seiten
4th ed. 2015
4
erschienen am
11.02.2015
Sprache
Englisch
ISBN-10
3-642-54538-6
ISBN-13
978-3-642-54538-2
Maße
23,5 x 15,5 cm, 8599 gr
Lieferstatus
nicht verfügbar
Preis
76,99 €*

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