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Statistics Of Financial Markets

Author : Jürgen Franke
ISBN : 9783642545399
Genre : Business & Economics
File Size : 90.92 MB
Format : PDF, Docs
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Now in its fourth edition, this book offers a detailed yet concise introduction to the growing field of statistical applications in finance. The reader will learn the basic methods of evaluating option contracts, analyzing financial time series, selecting portfolios and managing risks based on realistic assumptions about market behavior. The focus is both on the fundamentals of mathematical finance and financial time series analysis, and on applications to given problems concerning financial markets, thus making the book the ideal basis for lectures, seminars and crash courses on the topic. For this new edition the book has been updated and extensively revised and now includes several new aspects, e.g. new chapters on long memory models, copulae and CDO valuation. Practical exercises with solutions have also been added. Both R and Matlab Code, together with the data, can be downloaded from the book’s product page and
Category: Business & Economics

Statistics Of Financial Markets

Author : Szymon Borak
ISBN : 9783642339295
Genre : Business & Economics
File Size : 44.36 MB
Format : PDF, Mobi
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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.
Category: Business & Economics

Financial Statistics And Mathematical Finance

Author : Ansgar Steland
ISBN : 9781118316566
Genre : Business & Economics
File Size : 60.93 MB
Format : PDF, Kindle
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Mathematical finance has grown into a huge area of research which requires a lot of care and a large number of sophisticated mathematical tools. Mathematically rigorous and yet accessible to advanced level practitioners and mathematicians alike, it considers various aspects of the application of statistical methods in finance and illustrates some of the many ways that statistical tools are used in financial applications. Financial Statistics and Mathematical Finance: Provides an introduction to the basics of financial statistics and mathematical finance. Explains the use and importance of statistical methods in econometrics and financial engineering. Illustrates the importance of derivatives and calculus to aid understanding in methods and results. Looks at advanced topics such as martingale theory, stochastic processes and stochastic integration. Features examples throughout to illustrate applications in mathematical and statistical finance. Is supported by an accompanying website featuring R code and data sets. Financial Statistics and Mathematical Finance introduces the financial methodology and the relevant mathematical tools in a style that is both mathematically rigorous and yet accessible to advanced level practitioners and mathematicians alike, both graduate students and researchers in statistics, finance, econometrics and business administration will benefit from this book.
Category: Business & Economics

Mathematical Reviews

Author :
ISBN : UOM:39015076649873
Genre : Mathematics
File Size : 24.93 MB
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Category: Mathematics

Mathematische Statistik

Author : Bartel L. van der Waerden
ISBN : 9783642649745
Genre : Mathematics
File Size : 65.27 MB
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Category: Mathematics

Entries Und Exits

Author : Alexander Elder
ISBN : 3898792862
Genre :
File Size : 58.19 MB
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Author : Constance Reid
ISBN : 9783662286159
Genre : Mathematics
File Size : 42.61 MB
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Category: Mathematics