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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| Hlavní autoři: | , , |
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| Médium: | Livre numérique |
| Jazyk: | Anglais |
| Vydáno: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| Vydání: | Version électronique de la seconde édition. |
| Edice: | Universitext
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| Témata: | |
| On-line přístup: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
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L'impression du document génère 507 p. Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| 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 |
Obsah:
- Option 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 Models of Financial Time Series Introduction: Definitions and Concepts ARIMA Time Series Models Time Series with Stochastic Volatility Non-parametric Concepts for Financial Time Series Selected Financial Applications Pricing Options with Flexible Volatility Estimators Value at Risk and Backtesting Copulae and Value at Risk Statistics of Extreme Risks Neural Networks Volatility Risk of Option Portfolios Nonparametric Estimators for the Probability of Default Credit Risk Management