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Titlebook: Statistics of Financial Markets; An Introduction Jürgen Franke,Wolfgang K. H?rdle,Christian M. Hafn Textbook 20082nd edition Springer-Verla

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發(fā)表于 2025-3-21 19:37:52 | 只看該作者 |倒序?yàn)g覽 |閱讀模式
書目名稱Statistics of Financial Markets
副標(biāo)題An Introduction
編輯Jürgen Franke,Wolfgang K. H?rdle,Christian M. Hafn
視頻videohttp://file.papertrans.cn/877/876765/876765.mp4
概述Ideal basis for lectures, seminars and crash courses on statistical applications in finance.Interactive approach using statistical software.Includes supplementary material:
叢書名稱Universitext
圖書封面Titlebook: Statistics of Financial Markets; An Introduction Jürgen Franke,Wolfgang K. H?rdle,Christian M. Hafn Textbook 20082nd edition Springer-Verla
描述.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..
出版日期Textbook 20082nd edition
關(guān)鍵詞Derivatives; Estimator; Financial Market; Financial Markets; Option Pricing; Options; Portfolio; Statistica
版次2
doihttps://doi.org/10.1007/978-3-540-76272-0
isbn_ebook978-3-540-76272-0Series ISSN 0172-5939 Series E-ISSN 2191-6675
issn_series 0172-5939
copyrightSpringer-Verlag Berlin Heidelberg 2008
The information of publication is updating

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Value at Risk and Backtesting time. This often occurs though the choice of suitable portfolios of a specific risk factor, i.e., through principal components analysis (Chapter 20). With risks from option trading a linear transformation is often applied using the “Greeks” (Chapter 6).
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Textbook 20082nd editionn 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..
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American Optionsthe Black-Scholes differential equations still hold as long as the options are not exercised. However the boundary conditions are so complicated that an analytical solution is not possible. In this section we study American options in more detail. The numerical procedures of pricing will also be discussed in the next section.
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