| 书目名称 | Statistics of Financial Markets |
| 副标题 | Exercises and Soluti |
| 编辑 | Szymon Borak,Wolfgang Karl Härdle,Brenda López Cab |
| 视频video | |
| 概述 | Ideal basis for lectures, seminars and crash courses on statistical applications in finance.Interactive approach using statistical software.Includes exercises, soutions, and codes.Includes supplementa |
| 丛书名称 | Universitext |
| 图书封面 |  |
| 描述 | 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. |
| 出版日期 | Textbook 20101st edition |
| 关键词 | Copulas; Financial Engineering; GARCH; MATLAB; Mathematical Finance; Option Pricing; Probability theory; St |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-642-11134-1 |
| isbn_ebook | 978-3-642-11134-1Series ISSN 0172-5939 Series E-ISSN 2191-6675 |
| issn_series | 0172-5939 |
| copyright | Springer-Verlag Berlin Heidelberg 2010 |
发表于 2025-3-21 19:11:58
