000 | 03024nam a22005175i 4500 | ||
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001 | 978-3-642-16521-4 | ||
003 | DE-He213 | ||
005 | 20140220083749.0 | ||
007 | cr nn 008mamaa | ||
008 | 101120s2011 gw | s |||| 0|eng d | ||
020 |
_a9783642165214 _9978-3-642-16521-4 |
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024 | 7 |
_a10.1007/978-3-642-16521-4 _2doi |
|
050 | 4 | _aQA276-280 | |
072 | 7 |
_aPBT _2bicssc |
|
072 | 7 |
_aK _2bicssc |
|
072 | 7 |
_aBUS061000 _2bisacsh |
|
082 | 0 | 4 |
_a330.015195 _223 |
100 | 1 |
_aFranke, Jürgen. _eauthor. |
|
245 | 1 | 0 |
_aStatistics of Financial Markets _h[electronic resource] : _bAn Introduction / _cby Jürgen Franke, Wolfgang Karl Härdle, Christian Matthias Hafner. |
264 | 1 |
_aBerlin, Heidelberg : _bSpringer Berlin Heidelberg, _c2011. |
|
300 |
_aXXII, 599p. 135 illus. _bonline resource. |
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336 |
_atext _btxt _2rdacontent |
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337 |
_acomputer _bc _2rdamedia |
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338 |
_aonline resource _bcr _2rdacarrier |
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347 |
_atext file _bPDF _2rda |
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490 | 1 | _aUniversitext | |
505 | 0 | _aOption Pricing -- Statistical Models of Financial Time Series -- Selected Financial Applications -- Technical Appendix -- Appendix -- Frequently Used Notations -- Index. | |
520 | _aStatistics 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. Härdle 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.” | ||
650 | 0 | _aStatistics. | |
650 | 0 | _aFinance. | |
650 | 0 |
_aEconomics _xStatistics. |
|
650 | 0 | _aBanks and banking. | |
650 | 1 | 4 | _aStatistics. |
650 | 2 | 4 | _aStatistics for Business/Economics/Mathematical Finance/Insurance. |
650 | 2 | 4 | _aQuantitative Finance. |
650 | 2 | 4 | _aFinance /Banking. |
700 | 1 |
_aHärdle, Wolfgang Karl. _eauthor. |
|
700 | 1 |
_aHafner, Christian Matthias. _eauthor. |
|
710 | 2 | _aSpringerLink (Online service) | |
773 | 0 | _tSpringer eBooks | |
776 | 0 | 8 |
_iPrinted edition: _z9783642165207 |
830 | 0 | _aUniversitext | |
856 | 4 | 0 | _uhttp://dx.doi.org/10.1007/978-3-642-16521-4 |
912 | _aZDB-2-SMA | ||
999 |
_c107163 _d107163 |