![](https://image.librarything.com/pics/fugue21/magnifier-left.png)
![](https://images-na.ssl-images-amazon.com/images/P/3540762698.01._SX180_SCLZZZZZZZ_.jpg)
Cliquer sur une vignette pour aller sur Google Books.
Chargement... Statistics of Financial Markets: An Introductionpar Jürgen Franke, Christian Hafner, Wolfgang Härdle
![]() Aucun Actuellement, il n'y a pas de discussions au sujet de ce livre. Aucune critique aucune critique | ajouter une critique
Appartient à la série
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 www.quantlet.de. Aucune description trouvée dans une bibliothèque |
Discussion en coursAucunCouvertures populaires
![]() GenresClassification décimale de Melvil (CDD)330.015195Social sciences Economics Economics > Philosophy And Psychology MathematicsClassification de la Bibliothèque du CongrèsÉvaluationMoyenne:![]()
Est-ce vous ?Devenez un(e) auteur LibraryThing. |