MARC Record from harvard_bibliographic_metadata

LEADER: 02901nam a22004815a 4500
001 013842704-6
005 20131206203127.0
008 130125s2004 gw | s ||0| 0|eng d
020 $a9783662100264
020 $a9783662100264
020 $a9783540216759
024 7 $a10.1007/978-3-662-10026-4$2doi
035 $a(Springer)9783662100264
040 $aSpringer
050 4 $aQA276-280
072 7 $aPBT$2bicssc
072 7 $aK$2bicssc
072 7 $aBUS061000$2bisacsh
082 04 $a330.015195$223
100 1 $aFranke, Jürgen,$eauthor.
245 10 $aStatistics of Financial Markets :$bAn Introduction /$cby Jürgen Franke, Wolfgang Härdle, Christian M. Hafner.
264 1 $aBerlin, Heidelberg :$bSpringer Berlin Heidelberg :$bImprint: Springer,$c2004.
300 $aXXIII, 425 p.$bonline resource.
336 $atext$btxt$2rdacontent
337 $acomputer$bc$2rdamedia
338 $aonline resource$bcr$2rdacarrier
347 $atext file$bPDF$2rda
490 1 $aUniversitext,$x0172-5939
505 0 $a1 Option Pricing -- Statistical Model of Financial Time Series -- Selected Financial Applications.
520 $aStatistics 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. From the reviews of the first edition: "The book starts … with five eye-catching pages that reproduce a student’s handwritten notes for the examination that is based on this book. … The material is well presented with a good balance between theoretical and applied aspects. … The book is an excellent demonstration of the power of stochastics … . The author’s goal is well achieved: this book can satisfy the needs of different groups of readers … . " (Jordan Stoyanov, Journal of the Royal Statistical Society, Vol. 168 (4), 2005)
650 10 $aStatistics.
650 0 $aStatistics.
650 0 $aFinance.
650 0 $aEconomics$xStatistics.
650 24 $aStatistics for Business/Economics/Mathematical Finance/Insurance.
650 24 $aQuantitative Finance.
650 24 $aFinance/Investment/Banking.
700 1 $aHafner, Christian M.,$eauthor.
700 1 $aHärdle, Wolfgang,$eauthor.
776 08 $iPrinted edition:$z9783540216759
830 0 $aUniversitext.
988 $a20131119
906 $0VEN