Articoli correlati a Statistics Of Financial Markets: an Introduction

Statistics Of Financial Markets: an Introduction - Brossura

Franke, Jurgen; Hardle, Wolfgang; Hafner, Christian

 
9783540216759: Statistics Of Financial Markets: an Introduction
Brossura
ISBN 10: 3540216758 ISBN 13: 9783540216759
Casa editrice: Springer Verlag, 2004

Sinossi

"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.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

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)

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Editore
Springer Verlag
Data di pubblicazione
2004
Lingua
Inglese
ISBN 10 
3540216758
ISBN 13 
9783540216759
Rilegatura
Copertina flessibile
Numero di pagine
424
Contatto del produttore
non disponibile
Persona responsabile
CMN Printpool Inh. Mathis Neumann
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