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...
Shranjeno v:
| Auteurs principaux: | , , |
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| Format: | Livre numérique |
| Jezik: | Anglais |
| Izdano: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer
[20..].
Cham : Springer Nature |
| Izdaja: | 2nd ed. 2013. |
| Serija: | Universitext
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| Online dostop: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Sporočilo: |
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 |
Kazalo:
- 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