000 03024nam a22005175i 4500
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
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.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
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