| 书目名称 | Statistics of Financial Markets | | 副标题 | An Introduction | | 编辑 | Jürgen Franke,Wolfgang Karl Härdle,Christian Matth | | 视频video | | | 概述 | Revised edition presenting actualized research in financial statistics and econometrics.Offers an introduction to the growing field of statistical applications in finance.Includes option pricing, anal | | 丛书名称 | Universitext | | 图书封面 |  | | 描述 | .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. | | 出版日期 | Textbook 20154th edition | | 关键词 | ARIMA; Copulae; Credit Risk; Discrete Time Dynamics; Exotic Options; Financial Time Series; Neural Network | | 版次 | 4 | | doi | https://doi.org/10.1007/978-3-642-54539-9 | | isbn_ebook | 978-3-642-54539-9Series ISSN 0172-5939 Series E-ISSN 2191-6675 | | issn_series | 0172-5939 | | copyright | Springer-Verlag GmbH Germany, part of Springer Nature 2015 |
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发表于 2025-3-21 16:15:37
