| 书目名称 | Statistics of Financial Markets |
| 副标题 | An Introduction |
| 编辑 | Jürgen Franke,Wolfgang K. Härdle,Christian M. Hafn |
| 视频video | |
| 概述 | Ideal basis for lectures, seminars and crash courses on statistical applications in finance.Interactive approach using statistical software.Includes supplementary material: |
| 丛书名称 | Universitext |
| 图书封面 |  |
| 描述 | .Statistics of Financial Markets offers a vivid yet concise introduction to the growing field of statistical applications in finance. The reader will learn the basic methods to evaluate option contracts, to analyse financial time series, to select portfolios and manage risks making realistic assumptions of the market behaviour..The focus is both on fundamentals of mathematical finance and financial time series analysis and on applications to given problems of financial markets, making the book the ideal basis for lectures, seminars and crash courses on the topic..For the second edition the book has been updated and extensively revised. Several new aspects have been included, among others a chapter on credit risk management.. |
| 出版日期 | Textbook 20082nd edition |
| 关键词 | Derivatives; Estimator; Financial Market; Financial Markets; Option Pricing; Options; Portfolio; Statistica |
| 版次 | 2 |
| doi | https://doi.org/10.1007/978-3-540-76272-0 |
| isbn_ebook | 978-3-540-76272-0Series ISSN 0172-5939 Series E-ISSN 2191-6675 |
| issn_series | 0172-5939 |
| copyright | Springer-Verlag Berlin Heidelberg 2008 |
发表于 2025-3-21 19:37:52
