书目名称 | Statistics of Financial Markets | 副标题 | An Introduction | 编辑 | Jürgen Franke,Wolfgang Härdle,Christian M. Hafner | 视频video | | 概述 | Ideal basis for lectures, seminars, and crash courses on statistical applications in finance.Interactive approach using statistical software | 丛书名称 | Universitext | 图书封面 |  | 描述 | 1.Statistics of Financial Markets. presents in a vivid yet concise style the necessary statistical and mathematical background for Financial Engineers and introduces to the main ideas in mathematical finance and financial statistics. Topics covered are, among others, option valuation, financial time series analysis, value-at-risk, copulas, and statistics of the extremes...The underlying structure of the book, i.e. basic tools in mathematical finance, financial time series analysis and applications to given problems of financial markets, allows the book to be used as a basis for lectures, seminars and even crash courses on the topic...A full set of transparencies can be downloaded using the registration card at the back of the book. The registration card also allows the use of the e-book version with links to world wide computing servers.. | 出版日期 | Textbook 20041st edition | 关键词 | Copulas; Estimator; Financial Engineering; GARCH; Mathematical Finance; Option Pricing; Statistics of Extr | 版次 | 1 | doi | https://doi.org/10.1007/978-3-662-10026-4 | isbn_ebook | 978-3-662-10026-4Series ISSN 0172-5939 Series E-ISSN 2191-6675 | issn_series | 0172-5939 | copyright | Springer-Verlag Berlin Heidelberg 2004 |
The information of publication is updating
|
|