TY  - GEN
T1  - Statistics of financial markets an introduction
A1  - Franke, Jürgen
A1  - Härdle, Wolfgang Karl
A1  - Hafner, Christian Matthias
LA  - English
PP  - Heidelberg, Germany
PB  - Springer Berlin
YR  - 2010
UL  - https://tuklas.up.edu.ph/Record/UP-99796217611212554
AB  - 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 books product page and www.quantlet.d
SN  - 9783642165214 (eBook)
SN  - 3642165214 (eBook)
KW  - Finance : Statistical methods.
KW  - Finance : Mathematical models.
ER  -