Statistics of Financial Markets An Introduction |
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Author:
| Franke, Jürgen Härdle, Wolfgang Hafner, Christian M. |
Series title: | Universitext Ser. |
ISBN: | 978-3-540-21675-9 |
Publication Date: | Jan 2004 |
Publisher: | Springer
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Book Format: | Paperback |
List Price: | AUD $136.95 |
Book Description:
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This book 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.
This book 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.