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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. 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)
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Previews available in: English
Subjects
Finance, Statistical methods, Mathematical models, Statistics, Economics, Economic statistics, Business & Economics, Mathematics, Business/Economics, Applied, Probability & Statistics - General, Business & Economics / Statistics, Copulas, Financial Engineering, GARCH, Mathematical Finance, Option Pricing, Statistics of Extremes, Value at Risk, Finance, statistical methods, Finance, mathematical models, Economics--statistics, Statistics for business/economics/mathematical finance/insurance, Quantitative finance, Finance/investment/banking, Qa276-280, 330.015195Edition | Availability |
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1
Statistics of Financial Markets: An Introduction
Jun 12, 2019, Springer
paperback
3030137503 9783030137502
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2
Statistics of Financial Markets: An Introduction
2015, Springer London, Limited
in English
3642545394 9783642545399
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3
Statistics of Financial Markets: An Introduction
Feb 03, 2015, Springer, Springer-Verlag Berlin and Heidelberg GmbH & Co. K
paperback
3642545386 9783642545382
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4
Statistics of Financial Markets: An Introduction
2013, Springer London, Limited
in English
3662100266 9783662100264
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5
Statistics of financial markets: an introduction
2008, Springer-Verlag
in English
- 2nd ed.
3540762698 9783540762690
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6
Statistics of financial markets: an introduction
2008, Springer-Verlag
in English
- 2nd ed.
3540762698 9783540762690
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zzzz
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7
Statistics of Financial Markets: An Introduction (Universitext)
November 18, 2004, Springer
Paperback
in English
- 1 edition
3540216758 9783540216759
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8
Statistics of financial markets: an introduction
2004, Springer-Verlag
in English
3540216758 9783540216759
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Book Details
Edition Notes
Includes bibliographical references (p. [405]-419) and index.
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