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...
Salvato in:
| Autori principali: | , , |
|---|---|
| Natura: | Livre numérique |
| Lingua: | Anglais |
| Pubblicazione: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| Edizione: | 1st ed. 2010. |
| Serie: | Universitext
|
| Accesso online: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Nota: |
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 |
| LEADER | 03876nam a22003737a 4500 | ||
|---|---|---|---|
| 001 | 943072 | ||
| 008 | 110106q2000 xx ||| |||| 00| 0 eng d | ||
| 009 | PPN149062737 | ||
| 020 | |a 9783642111341 | ||
| 041 | 0 | |a eng | |
| 082 | |a 519.2 | ||
| 100 | 1 | |a Borak, Szymon. | |
| 245 | 1 | 0 | |a Statistics of financial markets : |b exercises and solutions |c by Szymon Borak, Wolfgang Karl Härdle, Brenda López Cabrera. |
| 250 | |a 1st ed. 2010. | ||
| 260 | |a Berlin, Heidelberg : |b Springer Berlin Heidelberg. | ||
| 260 | |a Cham : |b Springer Nature, |c [20..]. | ||
| 490 | 0 | |a Universitext |x 2191-6675 | |
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 505 | 1 | |a 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 Model of Financial Time Series Financial Time Series Models ARIMA Time Series Models Time Series with Stochastic Volatility Selected Financial Applications Value at Risk and Backtesting Copulae and Value at Risk Statistics of Extreme Risks Volatility Risk of Option Portfolios Portfolio Credit Risk | |
| 506 | |a Accès en ligne pour les établissements français bénéficiaires des licences nationales | ||
| 506 | |a Accès soumis à abonnement pour tout autre établissement | ||
| 506 | |a Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 | ||
| 520 | |a 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 | ||
| 700 | 1 | |a Härdle, Wolfgang Karl, |d 1953- |4 aut | |
| 700 | 1 | |a López-Cabrera, Brenda. |4 aut | |
| 776 | 0 | |0 146762142 |t Statistics of financial markets |o exercises and solutions |f Szymon Borak, Wolfgang Karl Härdle, Brenda López Cabrera |c Berlin |n Springer |d 2010 |p 1 vol. (XX-228 p.) |s Universitext |z 978-3-642-11133-4 | |
| 776 | 0 | |t Statistics of Financial Markets |b Texte imprimé |z 9783642111358 | |
| 776 | 0 | |0 146762142 |t Statistics of financial markets |o exercises and solutions |f Szymon Borak, Wolfgang Karl Härdle, Brenda López Cabrera |c Berlin |n Springer |d 2010 |p 1 vol. (XX-228 p.) |s Universitext |z 978-3-642-11133-4 | |
| 856 | 4 | |q PDF |u https://doi.org/10.1007/978-3-642-11134-1 |z Accès sur la plateforme de l'éditeur | |
| 856 | 4 | |u https://revue-sommaire.istex.fr/ark:/67375/8Q1-BP01SJW8-R |z Accès sur la plateforme Istex | |
| 856 | 4 | |5 452349901:747829381 |u https://ezproxy.univ-orleans.fr/login?url=https://dx.doi.org/10.1007/978-3-642-11134-1 |z Accès Université d'Orléans | |
| 856 | 4 | |5 180339901:750846704 |u https://ezproxy.insa-cvl.fr/login?qurl=https://dx.doi.org/10.1007/978-3-642-11134-1 |z Accès INSA CVL | |
| 997 | |0 943072 |1 Livre numérique |a Ressource numérique |b INSA |b ENSA |c 0/Bibliothèque numérique/ |c 1/Bibliothèque numérique/Autre ressource numérique/ | ||