Statistics of Financial Markets
An Introduction
Now in its fifth edition, this book offers a detailed yet concise introduction to the growing field of statistical applications in finance. The reader will learn the basic methods for evaluating option contracts, analyzing financial time series, selecting portfolios and managing risks based on realistic assumptions about market behavior. The focus is both on the fundamentals of mathematical finance and financial time series analysis, and on applications to specific problems concerning financial markets, thus making the book the ideal basis for lectures, seminars and crash courses on the topic. All numerical calculations are transparent and re…
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Produktdetails
Weitere Autoren: Härdle, Wolfgang Karl / Hafner, Christian Matthias
- ISBN: 978-3-030-13751-9
- EAN: 9783030137519
- Produktnummer: 32539781
- Verlag: Springer-Verlag GmbH
- Sprache: Englisch
- Erscheinungsjahr: 2019
- Seitenangabe: 585 S.
- Originaltitel: Einführung in die Statistik der Finanzmärkte
- Plattform: PDF
- Masse: 19'061 KB
- Auflage: 5th ed. 2019
- Abbildungen: 49 schwarz-weiße und 288 farbige Abbildungen, Bibliographie
Über den Autor
Jürgen Franke is a Professor of Applied Mathematical Statistics at Technische Universität Kaiserslautern, Germany, and is affiliated as advisor to the Fraunhofer Institute for Industrial Mathematics, Kaiserslautern. His research focuses on nonlinear time series, nonparametric statistics and machine learning with applications in time series and risk analysis for finance and industry. Wolfgang Karl Härdle is a Ladislaus von Bortkiewicz Professor of Statistics at the Humboldt-Universität Berlin, Germany, and director of the IRTG 1792 High Dimensional Non-stationary Time Series. He teaches quantitative finance and semi-parametric statistics. His research focuses on dynamic factor models, multivariate statistics in finance, and computational statistics. He is an elected member of the ISI (International Statistical Institute) and advisor to the Guanghua School of Management, Peking University, China.Christian Matthias Hafner is a Professor of Econometrics at the Université Catholique de Louvain and President of the Louvain School of Statistics, Biostatistics and Actuarial Sciences. His work is mainly concerned with applied non- and semiparametric statistics, time series analysis, volatility models, and financial econometrics.
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