Statistics of Financial Markets

An Introduction

Business & Finance, Economics, Statistics, Nonfiction, Science & Nature, Mathematics, Applied
Cover of the book Statistics of Financial Markets by Wolfgang Karl Härdle, Jürgen Franke, Christian Matthias Hafner, Springer Berlin Heidelberg
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Author: Wolfgang Karl Härdle, Jürgen Franke, Christian Matthias Hafner ISBN: 9783642545399
Publisher: Springer Berlin Heidelberg Publication: February 2, 2015
Imprint: Springer Language: English
Author: Wolfgang Karl Härdle, Jürgen Franke, Christian Matthias Hafner
ISBN: 9783642545399
Publisher: Springer Berlin Heidelberg
Publication: February 2, 2015
Imprint: Springer
Language: English

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

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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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