Statistics Of Financial Markets: an Introduction - Brossura

Franke, Jurgen; Hardle, Wolfgang; Hafner, Christian

Brossura

ISBN 10: 3540216758 ISBN 13: 9783540216759

Casa editrice: Springer Verlag, 2004

Riassunto

"Statistics of Financial Markets" presents in a vivid yet concise style the necessary statistical and mathematical background for Financial Engineers and introduces to the main ideas in mathematical finance and financial statistics. Topics covered are, among others, option valuation, financial time series analysis, value-at-risk, copulas, and statistics of the extremes. The underlying structure of the book, i.e. basic tools in mathematical finance, financial time series analysis and applications to given problems of financial markets, allows the book to be used as a basis for lectures, seminars and even crash courses on the topic. A full set of transparencies can be downloaded using the registration card at the back of the book. The registration card also allows the use of the e-book version with links to world wide computing servers.

Su questo libro

Dalla quarta di copertina

Statistics of Financial Markets offers a vivid yet concise introduction to the growing field of statistical applications in finance. The reader will learn the basic methods to evaluate option contracts, to analyse financial time series, to select portfolios and manage risks making realistic assumptions of the market behaviour.

The focus is both on fundamentals of mathematical finance and financial time series analysis and on applications to given problems of financial markets, making the book the ideal basis for lectures, seminars and crash courses on the topic.

For the second edition the book has been updated and extensively revised. Several new aspects have been included, among others a chapter on credit risk management.

From the reviews of the first edition:

"The book starts … with five eye-catching pages that reproduce a student’s handwritten notes for the examination that is based on this book. … The material is well presented with a good balance between theoretical and applied aspects. … The book is an excellent demonstration of the power of stochastics … . The author’s goal is well achieved: this book can satisfy the needs of different groups of readers … . " (Jordan Stoyanov, Journal of the Royal Statistical Society, Vol. 168 (4), 2005)

Dettagli dell'edizione

• Editore: Springer Verlag
• Data di pubblicazione: 2004
• Lingua: Inglese
• ISBN 10: 3540216758
• ISBN 13: 9783540216759
• Rilegatura: Copertina flessibile
• Numero edizione: 1
• Numero di pagine: 424
• Contatto del produttore: non disponibile
• Persona responsabile: CMN Printpool Inh. Mathis Neumann; https://www.also.com/ec/cms5/en_6000/6000/index.jsp; ; Friedrich-Karl-Str. 9; Hamburg; Germania