Statistics of Financial Markets offers a vivid yet concise introduction to the growing field of statistical application in finance. The reader will learn the basic methods of evaluating option contracts, analysing financial time series, selecting portfolios and managing risks making realistic assumptions of the market behaviour. The focus is both on the fundamentals of mathematical finance and financial time series analysis and on applications to given problems of financial markets, thus making the book the ideal basis for ...
Read More
Statistics of Financial Markets offers a vivid yet concise introduction to the growing field of statistical application in finance. The reader will learn the basic methods of evaluating option contracts, analysing financial time series, selecting portfolios and managing risks making realistic assumptions of the market behaviour. The focus is both on the fundamentals of mathematical finance and financial time series analysis and on applications to given problems of financial markets, thus making the book the ideal basis for lecturers, seminars and crash courses on the topic. For the third edition the book has been updated and extensively revised. Several new aspects have been included: new chapters on long memory models, copulae and CDO valuation. Practical exercises have been added, the solutions of which are provided in the book by S. Borak, W. Hardle and B. Lopez Cabrera (2010) ISBN 978-3-642-11133-4. "Both R and Matlab Code, together with the data, can be downloaded by clicking on the Additional Information tab labeled "R and Matlab Code," which you will find on the right-hand side of the webpage."
Read Less
Add this copy of Statistics of Financial Markets to cart. $29.60, good condition, Sold by Munster & Company rated 4.0 out of 5 stars, ships from Corvallis, OR, UNITED STATES, published 2008 by Springer Verlag.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
Good. Springer Verlag, 2008. Cover very barely rubbed/soiled, corners and spine ends very lightly bumped; top/fore edge very lightly soiled/bumped, bottom edge lightly soiled/bumped; binding tight; cover, edges, and interior intact and very clean except as noted. paperback. Good.
Add this copy of Statistics of Financial Markets: an Introduction to cart. $36.31, good condition, Sold by Anybook rated 4.0 out of 5 stars, ships from Lincoln, UNITED KINGDOM, published 2008 by Springer.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
This is an ex-library book and may have the usual library/used-book markings inside. This book has soft covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 900grams, ISBN: 9783540762690.
