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

异端邪说2

Jürgen Franke,Wolfgang Härdle,Christian M. HafnerIdeal basis for lectures, seminars, and crash courses on statistical applications in finance.Interactive approach using statistical software

间谍活动

Encapsulate

条约

Springer-Verlag Berlin Heidelberg 2004

Perigee

Statistics of Financial Markets978-3-662-10026-4Series ISSN 0172-5939 Series E-ISSN 2191-6675

lattice

结合

Value at Risk and Backtestingr time. This often occurs though the choice of suitable portfolios of a specific risk factor, i.e., through principal components analysis (Chapter 19). With risks from option trading a linear transformation is often applied using the “Greeks” (Chapter 6).

Additive

Host142

撕裂皮肉