Statistics of Financial Markets
Subtitle: An Introduction
Contributors: Ha rdle, Wolfgang K.; Hafner, Christian M.
Edition: Second Edition.
Series: Universitext; Universitext
Publisher: Springer Berlin Heidelberg
Published: 2008
Place of publication: Berlin, Heidelberg
Language: eng
Format: electronic resource :
Number of pages: 505
ISBN-13: 9783540762720
Subjects: Quantitative Finance; Statistics; Finance; Statistics for Business/Economics/Mathematical Finance/Insurance; Finance /Banking; Economics; Banks and banking
Description: 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.
Notes: 9783540762690.
Table of contents: title: Option Pricing; title: Statistical Model of Financial Time Series; title: Selected Financial Applications.