Statistics of Financial Markets: An Introduction (Universitext)

Statistics of Financial Markets: An Introduction (Universitext)
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Statistics of Financial Markets: An Introduction (Universitext) Description

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Statistics of Financial Markets offers a vivid yet concise introduction to the new field of statistical application in finance. The reader will learn the basic techniques for the evaluation of options contracts, analyzing economic time series, portfolio selection and risk management to make realistic assumptions of market behavior. The focus is on two fundamental principles of financial mathematics and time series analysis and applications to specific problems in financial markets, making the book ideal base for conferences, seminars and courses on crash the subject. For the third edition of the book has been updated and extensively revised. Several new aspects were included: a new chapter in the long memory models, copulas and CDO valuation.Practical exercises were added, the solutions found in the book of S. Borak, W. and B. Lopez Cabrera Härdle (2010) ISBN 978-3 -642-11133-4. “Both the R and Matlab code and data can be downloaded by clicking on Statistics of Financial Markets: An Introduction (Universitext)

\r\n\r\nStatistics of Financial Markets: An Introduction (Universitext) Ebook

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