000			03267nam a22005175i 4500
001			978-3-642-11134-1
003			DE-He213
005			20140220084529.0
007			cr nn 008mamaa
008			100623s2010 gw | s |||| 0|eng d
020			_a9783642111341 _9978-3-642-11134-1
024	7		_a10.1007/978-3-642-11134-1 _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		_aBorak, Szymon. _eauthor.
245	1	0	_aStatistics of Financial Markets _h[electronic resource] : _bExercises and Solutions / _cby Szymon Borak, Wolfgang Karl Härdle, Brenda López Cabrera.
264		1	_aBerlin, Heidelberg : _bSpringer Berlin Heidelberg, _c2010.
300			_aXX, 229 p. _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 -- Derivatives -- to Option Management -- Basic Concepts of Probability Theory -- Stochastic Processes in Discrete Time -- Stochastic Integrals and Differential Equations -- Black-Scholes Option Pricing Model -- Binomial Model for European Options -- American Options -- Exotic Options -- Models for the Interest Rate and Interest Rate Derivatives -- Statistical Model of Financial Time Series -- Financial Time Series Models -- ARIMA Time Series Models -- Time Series with Stochastic Volatility -- Selected Financial Applications -- Value at Risk and Backtesting -- Copulae and Value at Risk -- Statistics of Extreme Risks -- Volatility Risk of Option Portfolios -- Portfolio Credit Risk.
520			_aPractice makes perfect. Therefore the best method of mastering models is working with them. In this book we present a collection of exercises and solutions which can be helpful in the comprehension of Statistics of Financial Markets. The exercises illustrate the theory by discussing practical examples in detail. We provide computational solutions for the problems, which are all calculated using R and Matlab. The corresponding Quantlets - a name we give to these program codes - are provided in this book. They follow the name scheme SFSxyz123 and can be downloaded from the Springer homepage. We have sought to strike a balance between theoretical presentation and practical challenges. The book is divided into three main parts, in which we discuss option pricing, time series analysis and advanced quantitative statistical techniques in finance.
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		_aLópez Cabrera, Brenda. _eauthor.
710	2		_aSpringerLink (Online service)
773	0		_tSpringer eBooks
776	0	8	_iPrinted edition: _z9783642111334
830		0	_aUniversitext
856	4	0	_uhttp://dx.doi.org/10.1007/978-3-642-11134-1
912			_aZDB-2-SMA
999			_c111797 _d111797