Statistics of financial markets: an introduction

Statistics of Financial Markets offers a vivid yet concise introduction to the growing field of statistical application in finance. The reader will learn the basic methods of evaluating option contracts, analysing financial time series, selecting portfolios and managing risks making realistic assumptions of the market behaviour. The focus is both on the fundamentals of mathematical finance and financial time series analysis and on applications to given problems of financial markets, thus making the book the ideal basis for lecturers, seminars and crash courses on the topic. For the third edition the book has been updated and extensively revised. Several new aspects have been included: new chapters on long memory models, copulae and CDO valuation. Offers an introductionto the growing field of statistical applications in finance Its main topics include option pricing, analysis of financial time series, portfolio selection and risk management Interactive approach using statistical software 'learning by doing' by directly applying the methods using statistical software INDICE: Option Pricing.- Statistical Models of Financial Time Series.- Selected Financial Applications.- Technical Appendix.- Appendix.- Frequently UsedNotations.- Index.

• ISBN: 978-3-642-16520-7
• Editorial: Springer
• Encuadernacion: Rústica
• Páginas: 599
• Fecha Publicación: 01/11/2010
• Nº Volúmenes: 1
• Idioma: Inglés