Statistics of Financial Markets
Exercises and Solutions. Inkl. Download
(Sprache: Englisch)
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 techniques in finance. Includes solutions using R and MatLab.
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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 techniques in finance. Includes solutions using R and MatLab.
Klappentext zu „Statistics of Financial Markets “
Practice makes perfect. Therefore the best method of mastering models is working with them. In this book we present a collection of exercises and solutions which can be helpful in the comprehension of Statistics of Financial Markets. The exercises illustrate the theory by discussing practical examples in detail. We provide computational solutions for the problems, which are all calculated using R and Matlab. The corresponding Quantlets - a name we give to these program codes - are provided in this book. They follow the name scheme SFSxyz123 and can be downloaded from the Springer homepage. We have sought to strike a balance between theoretical presentation and practical challenges. The book is divided into three main parts, in which we discuss option pricing, time series analysis and advanced quantitative statistical techniques in finance.
Practice makes perfect. Therefore the best method of mastering models is working with them. In this book we present a collection of exercises and solutions which can be helpful in the comprehension of Statistics of Financial Markets. The exercises illustrate the theory by discussing practical examples in detail. We provide computational solutions for the problems, which are all calculated using R and Matlab. The corresponding Quantlets - a name we give to these program codes - are provided in this book. They follow the name scheme SFSxyz123 and can be downloaded from the Springer homepage. We have sought to strike a balance between theoretical presentation and practical challenges. The book is divided into three main parts, in which we discuss option pricing, time series analysis and advanced quantitative statistical techniques in finance.
Inhaltsverzeichnis zu „Statistics of Financial Markets “
- Part I: Option Pricing- Part II: Statistical Model of Financial Time Series
- Part III Selected Financial Applications
Autoren-Porträt von Szymon Borak, Wolfgang Härdle, Brenda Lopez Cabrera
Wolfgang Härdle is a professor of statistics at the Humboldt-Universität zu Berlin and director of C.A.S.E. the Centre for Applied Statistics and Economics. He teaches quantitative finance and semiparametric statistical methods. His research focuses on dynamic factor models, multivariate statistics in finance and computational statistics. He is an elected ISI member and advisor to the Guanghua School of Management, Peking University and to National Central University, Taiwan.
Bibliographische Angaben
- Autoren: Szymon Borak , Wolfgang Härdle , Brenda Lopez Cabrera
- 2010, XX, 229 Seiten, Maße: 15,5 x 23,5 cm, Kartoniert (TB), Englisch
- Verlag: Springer, Berlin
- ISBN-10: 3642111335
- ISBN-13: 9783642111334
Sprache:
Englisch
Rezension zu „Statistics of Financial Markets “
"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 practitioners alike." Yacine Ait-Sahalia, Hotto Hack 1903 Professor of Finance and Economics, Princeton University
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