Statistics of financial markets : exercises and solutions
Practice 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 exampl...
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| 主要な著者: | , , |
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| フォーマット: | Livre numérique |
| 言語: | Anglais |
| 出版事項: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| 版: | 1st ed. 2010. |
| シリーズ: | Universitext
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| オンライン･アクセス: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| 注記: |
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, exercises and solutions, Szymon Borak, Wolfgang Karl Härdle, Brenda López Cabrera, Berlin, Springer, 2010, 1 vol. (XX-228 p.), Universitext, 978-3-642-11133-4 • Statistics of Financial Markets, Texte imprimé, 9783642111358 • Statistics of financial markets, exercises and solutions, Szymon Borak, Wolfgang Karl Härdle, Brenda López Cabrera, Berlin, Springer, 2010, 1 vol. (XX-228 p.), Universitext, 978-3-642-11133-4 |
| 要約: | Practice 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 |
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| 記述事項: | Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| ISBN: | 9783642111341 |
| ISSN: | 2191-6675 |
| アクセス: | Accès en ligne pour les établissements français bénéficiaires des licences nationales Accès soumis à abonnement pour tout autre établissement Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 |