Logo - springer
Slogan - springer

Statistics - Business, Economics & Finance | Statistics of Financial Markets

Statistics of Financial Markets

An Introduction

Series: Universitext

Franke, Jürgen, Härdle, Wolfgang Karl, Hafner, Christian Matthias

3rd ed. 2011, XXII, 599 p. 135 illus.

Available Formats:
eBook
Information

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.

 
$79.95

(net) price for USA

ISBN 978-3-642-16521-4

digitally watermarked, no DRM

Included Format: PDF

download immediately after purchase


learn more about Springer eBooks

add to marked items

Softcover
Information

Softcover (also known as softback) version.

You can pay for Springer Books with Visa, Mastercard, American Express or Paypal.

Standard shipping is free of charge for individual customers.

 
$109.00

(net) price for USA

ISBN 978-3-642-16520-7

free shipping for individuals worldwide

usually dispatched within 3 to 5 business days


add to marked items

  • Offers an introduction to the growing field of statistical applications in finance
  • Includes option pricing, analysis of financial time series, portfolio selection and risk management
  • Written with an interactive approach using statistical software
  • Allows readers to "learn by doing" by directly applying the methods using statistical software

Statistics of Financial Markets offers a vivid yet concise introduction to the growing field of statistical application in finance. The reader will learn the basic methods of evaluating option contracts, analysing financial time series, selecting portfolios and managing risks making realistic assumptions of the market behaviour. The focus is both on the fundamentals of mathematical finance and financial time series analysis and on applications to given problems of financial markets, thus making the book the ideal basis for lecturers, seminars and crash courses on the topic.

For the third edition the book has been updated and extensively revised. Several new aspects have been included: new chapters on long memory models, copulae and CDO valuation.

Practical exercises have been added, the solutions of which are provided in the book by S. Borak, W. Härdle and B. Lopez Cabrera (2010) ISBN 978-3-642-11133-4.

“Both R and Matlab Code, together with the data, can be downloaded by clicking on the Additional Information tab labeled “R and Matlab Code,” which you will find on the right-hand side of the webpage.”

Content Level » Graduate

Keywords » ARIMA - Differential Equations - Discrete Time - Financial Time Series - Neural Networks - Option Management - Option Portfolios - Probability Theroy - Risk and Backtesting - Stochastic Integrals - Stochastic Processes

Related subjects » Business, Economics & Finance - Finance & Banking - Quantitative Finance

Table of contents / Preface / Sample pages 

Popular Content within this publication 

 

Articles

Read this Book on Springerlink

Services for this book

New Book Alert

Get alerted on new Springer publications in the subject area of Statistics for Business, Economics, Mathematical Finance, Insurance.

Additional information