Libro Statistics of Financial Markets: An Introduction (Universitext) De Hafner,Hã¤Rdle,Franke

portada Statistics of Financial Markets: An Introduction (Universitext)

Formato

Libro Físico

Editorial

Springer

Autor

Hafner,Hã¤Rdle,Franke

Año

2015

Idioma

Inglés

N° páginas

555

Encuadernación

Tapa Blanda

ISBN13

9783642545382

Categorías

Finanzas

Statistics of Financial Markets: An Introduction (Universitext)

Hafner,Hã¤Rdle,Franke (Autor) · Springer · Tapa Blanda

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Reseña del libro "Statistics of Financial Markets: An Introduction (Universitext)"

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