| 書(shū)目名稱 | Statistics of Financial Markets |
| 副標(biāo)題 | Exercises and Soluti |
| 編輯 | Szymon Borak,Wolfgang Karl H?rdle,Brenda López-Cab |
| 視頻video | http://file.papertrans.cn/877/876769/876769.mp4 |
| 概述 | Updated edition, now with exotic Options and more Quantlets.Strikes a balance between theoretical presentation and practical challenges.Offers excercises in option pricing, time series analysis and ad |
| 叢書(shū)名稱 | Universitext |
| 圖書(shū)封面 |  |
| 描述 | .Practice makes perfect. Therefore the best method of mastering models is working with them. .This book contains a large collection of exercises and solutions which will help explain the statistics of financial markets. These practical examples are carefully presented and provide computational solutions to specific problems, all of which are calculated using R and Matlab. This study additionally looks at the concept of corresponding Quantlets, the name given to these program codes and which follow the name scheme SFSxyz123. .The book is divided into three main parts, in which option pricing, time series analysis and advanced quantitative statistical techniques in finance is thoroughly discussed. The authors have overall successfully created the ideal balance between theoretical presentation and practical challenges.. |
| 出版日期 | Textbook 2013Latest edition |
| 關(guān)鍵詞 | Copulas; Financial Engineering; GARCH; Mathematical Finance; Option Pricing; Statistics of Extremes; Value |
| 版次 | 2 |
| doi | https://doi.org/10.1007/978-3-642-33929-5 |
| isbn_softcover | 978-3-642-33928-8 |
| isbn_ebook | 978-3-642-33929-5Series ISSN 0172-5939 Series E-ISSN 2191-6675 |
| issn_series | 0172-5939 |
| copyright | Springer-Verlag Berlin Heidelberg 2013 |
|Archiver|手機(jī)版|小黑屋|
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