Statistics of financial markets : exercises and solutions
Practice makes perfect. Therefore the best method of mastering models is working with them. This book contains a large collection of exercises and solutions which will help explain the statistics of financial markets. These practical examples are carefully presented and provide computational solutio...
Gardado en:
| Auteurs principaux: | , , |
|---|---|
| Formato: | Livre numérique |
| Idioma: | Anglais |
| Publicado: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer
[20..].
Cham : Springer Nature |
| Edición: | 2nd ed. 2013. |
| Series: | Universitext
|
| Acceso en liña: | 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, 2nd ed., Berlin, Springer, 2013, 1 vol. (XXIX-246 p.), Universitext, 978-3-642-33928-8 |
| LEADER | 03617nam a22003497a 4500 | ||
|---|---|---|---|
| 001 | 950217 | ||
| 008 | 130325q2000 xx ||| |||| 00| 0 eng d | ||
| 009 | PPN168325721 | ||
| 020 | |a 9783642339295 | ||
| 041 | 0 | |a eng | |
| 082 | |a 330.015195 | ||
| 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 2nd ed. 2013. | ||
| 260 | |a Berlin, Heidelberg : |b Springer Berlin Heidelberg : |b Imprint: Springer. | ||
| 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 Part I Option Pricing: Derivatives Introduction to Option Management Basic Concepts of Probability Theory Stochastic Processes in Discrete Time Stochastic Integrals and Dierential Equations Black-Scholes Option Pricing Model Binomial Model for European Options American Options Models for the Interest Rate and Interest Rate Derivatives Part II Statistical Model of Financial Time Series: Financial Time Series Models ARIMA Time Series Models Time Series with Stochastic Volatility Part III 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 References | |
| 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. This book contains a large collection of exercises and solutions which will help explain the statistics of financial markets. These practical examples are carefully presented and provide computational solutions to specific problems, all of which are calculated using R and Matlab. This study additionally looks at the concept of corresponding Quantlets, the name given to these program codes and which follow the name scheme SFSxyz123. The book is divided into three main parts, in which option pricing, time series analysis and advanced quantitative statistical techniques in finance is thoroughly discussed. The authors have overall successfully created the ideal balance between theoretical presentation and practical challenges | ||
| 700 | 1 | |a Härdle, Wolfgang Karl, |d 1953- |4 aut | |
| 700 | 1 | |a López-Cabrera, Brenda. |4 aut | |
| 776 | 0 | |0 168749467 |t Statistics of financial markets |o exercises and solutions |f Szymon Borak, Wolfgang Karl Härdle, Brenda López-Cabrera |e 2nd ed. |c Berlin |n Springer |d 2013 |p 1 vol. (XXIX-246 p.) |s Universitext |z 978-3-642-33928-8 | |
| 856 | 4 | |q PDF |u https://doi.org/10.1007/978-3-642-33929-5 |z Accès sur la plateforme de l'éditeur | |
| 856 | 4 | |u https://revue-sommaire.istex.fr/ark:/67375/8Q1-Q7X4WL18-D |z Accès sur la plateforme Istex | |
| 856 | 4 | |5 452349901:748046488 |u https://ezproxy.univ-orleans.fr/login?url=https://dx.doi.org/10.1007/978-3-642-33929-5 |z Accès Université d'Orléans | |
| 856 | 4 | |5 180339901:751497584 |u https://ezproxy.insa-cvl.fr/login?qurl=https://dx.doi.org/10.1007/978-3-642-33929-5 |z Accès INSA CVL | |
| 997 | |0 950217 |1 Livre numérique |a Ressource numérique |b INSA |b ENSA |c 0/Bibliothèque numérique/ |c 1/Bibliothèque numérique/Autre ressource numérique/ | ||