Exercises and Solutions
Series: Universitext
Borak, Szymon, Härdle, Wolfgang Karl, López-Cabrera, Brenda
2010, XX, 229 p.
Springer eBooks may be purchased by end-customers only and are sold without copy protection (DRM free). Instead, all eBooks include personalized watermarks. This means you can read the Springer eBooks across numerous devices such as Laptops, eReaders, and tablets.
You can pay for Springer eBooks with Visa, Mastercard, American Express or Paypal.
After the purchase you can directly download the eBook file or read it online in our Springer eBook Reader. Furthermore your eBook will be stored in your MySpringer account. So you can always re-download your eBooks.
(net)
price for USA
ISBN 978-3-642-11134-1
digitally watermarked, no DRM
Included Format: PDF
download immediately after purchase
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.
Content Level » Graduate
Keywords » Copulas - Financial Engineering - GARCH - MATLAB - Mathematical Finance - Option Pricing - Probability theory - Statistics of Extremes - Stochastic Processes - Time series - Value at Risk - linear optimization
Related subjects » Business, Economics & Finance - Finance & Banking - Probability Theory and Stochastic Processes - Public Finance - Quantitative Finance
Get alerted on new Springer publications in the subject area of Probability Theory and Stochastic Processes.