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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| Hlavní autoři: | , , |
|---|---|
| Médium: | Livre numérique |
| Jazyk: | Anglais |
| Vydáno: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| Vydání: | 1st ed. 2010. |
| Edice: | Universitext
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| On-line přístup: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Poznámka: |
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 |
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 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