Statistics of Financial Markets : An Introduction

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 assumpti...

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Библиографические подробности
Главные авторы: Franke, Jürgen, 1952-, Härdle, Wolfgang Karl, 1953- (Автор), Hafner, Christian M., 1967- (Автор)
Формат: Livre numérique
Язык:Anglais
Опубликовано: Berlin, Heidelberg : Springer Berlin Heidelberg [20..].
Cham : Springer Nature
Редактирование:Version électronique de la seconde édition.
Серии:Universitext
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Примечание: L'impression du document génère 507 p.
Archives Springer e-books (Licence nationale)
Archives Springer e-books (Licence nationale)
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Edition sous un autre format:• Statistics of financial markets, an introduction, Jürgen Franke, Wolfgang Härdle, Christian Hafner, Second edition, 2008, Berlin, Springer, 1 vol. (XXII-501 p.), Universitext, 978-3-540-76269-0
• Statistics of Financial Markets, Texte imprimé, 9783540845430
• Statistics of financial markets, an introduction, Jürgen Franke, Wolfgang Härdle, Christian Hafner, Second edition, 2008, Berlin, Springer, 1 vol. (XXII-501 p.), Universitext, 978-3-540-76269-0
Описание
Итог: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
Примечание:L'impression du document génère 507 p.
Archives Springer e-books (Licence nationale)
Archives Springer e-books (Licence nationale)
Библиография:Bibliogr. Index
ISBN:9783540762720
ISSN:2191-6675
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Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017