Titlebook: Statistics of Financial Markets; An Introduction Jürgen Franke,Wolfgang Härdle,Christian M. Hafner Textbook 20041st edition Springer-Verlag

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0172-5939 ars 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..978-3-662-10026-4Series ISSN 0172-5939 Series E-ISSN 2191-6675

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Stochastic Integrals and Differential Equationsof stochastic differential equations plays an important role. To illustrate these notions we use repeatedly approximations by stochastic processes in discrete time and refer to the results from Chapter 4.

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DerivativesClassical financial mathematics deals first of all with basic financial instruments like stocks, foreign currencies and bonds. A . (. or .) is a financial instrument whose value depends on the value of others, more basic . variables. In this chapter we consider forward contracts, futures contracts and options as well as some combinations.

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Exotic Options and Interest Rate DerivativesA whole series of complex options exist, so called exotic options, and are mainly used in OTC-trading (over the counter) to meet the special needs of corporate customers. The most important types are:

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