Название: Statistics of Financial Markets: An Introduction, 2nd edition
Серия: Universitext
Автор: Jurgen Franke, Christian Hafner, Wolfgang Hardle
Издательство: Springer
Год: 2008
Формат: pdf
Страниц: 526
Размер: 10,3 Мб
Язык: английский
"Statistics of Financial Markets" presents in a vivid yet concise style the necessary statistical and mathematical background for Financial Engineers and introduces to the main ideas in mathematical finance and financial statistics. Topics covered are, among others, option valuation, financial time series analysis, value-at-risk, copulas, and statistics of the extremes. The underlying structure of the book, i.e. basic tools in mathematical finance, financial time series analysis and applications to given problems of financial markets, allows the book to be used as a basis for lectures, seminars and even crash courses on the topic.