Statistics of Financial Markets
Produktnummer:
18edb024dd208f49b486c73c937ebe3f8b
| Autor: | Borak, Szymon Härdle, Wolfgang Karl López-Cabrera, Brenda |
|---|---|
| Themengebiete: | Copulas Financial Engineering GARCH Mathematical Finance Option Pricing Statistics of Extremes Value at Risk quantitative finance |
| Veröffentlichungsdatum: | 11.01.2013 |
| EAN: | 9783642339288 |
| Auflage: | 2 |
| Sprache: | Englisch |
| Seitenzahl: | 246 |
| Produktart: | Kartoniert / Broschiert |
| Verlag: | Springer Berlin |
| Untertitel: | Exercises and Solutions |
Produktinformationen "Statistics of Financial Markets"
Practice makes perfect. Therefore the best method of mastering models is working with them. This book contains a large collection of exercises and solutions which will help explain the statistics of financial markets. These practical examples are carefully presented and provide computational solutions to specific problems, all of which are calculated using R and Matlab. This study additionally looks at the concept of corresponding Quantlets, the name given to these program codes and which follow the name scheme SFSxyz123. The book is divided into three main parts, in which option pricing, time series analysis and advanced quantitative statistical techniques in finance is thoroughly discussed. The authors have overall successfully created the ideal balance between theoretical presentation and practical challenges.
Sie möchten lieber vor Ort einkaufen?
Sie haben Fragen zu diesem oder anderen Produkten oder möchten einfach gerne analog im Laden stöbern? Wir sind gerne für Sie da und beraten Sie auch telefonisch.
Juristische Fachbuchhandlung
Georg Blendl
Parcellistraße 5 (Maxburg)
8033 München
Montag - Freitag: 8:15 -18 Uhr
Samstags geschlossen