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Statistics of Financial Markets : Exercises and Solutions

Author: Szymon Borak; Wolfgang Karl Härdle; Brenda López Cabrera
Publisher: Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2010.
Series: Universitext
Edition/Format:   Computer file : English : Online-AusgView all editions and formats
Summary:

Using practical examples, this book helps to improve comprehension of Statistics of Financial Markets. The main topics are option pricing, time series analysis and advanced quantitative statistical  Read more...

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Genre/Form: Statistics
Additional Physical Format: Druckausg.
Material Type: Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Szymon Borak; Wolfgang Karl Härdle; Brenda López Cabrera
ISBN: 9783642111341 3642111343 9783642111334 3642111335
OCLC Number: 692304430
Reproduction Notes: Online-Ausg. Berlin [u.a.] Springer, 2010. online-Ressource.
Description: ... S.
Contents: Part I: Option Pricing.- Part II: Statistical Model of Financial Time Series.- Part III Selected Financial Applications.
Series Title: Universitext
Responsibility: by Szymon Borak, Wolfgang Karl Härdle, Brenda López Cabrera.

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"This book provides an excellent introduction to the tools from probability and statistics necessary to analyze financial data. Clearly written and accessible, it will be very useful to students and Read more...

 
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