Statistics of financial markets: exercises and solutions
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Berlin
Springer
2010
|
| Schriftenreihe: | Universitext
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | XX, 228 Seiten Illustrationen, Diagramme |
| ISBN: | 9783642111334 |
Internformat
MARC
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Datensatz im Suchindex
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| adam_text |
CONTENTS PREFACE V LANGUAGE LIST VII SYMBOLS AND NOTATION IX SOME
TERMINOLOGY XIII PART I OPTION PRICING 1 DERIVATIVES 3 2 INTRODUCTION TO
OPTION MANAGEMENT 13 3 BASIC CONCEPTS OF PROBABILITY THEORY 27 4
STOCHASTIC PROCESSES IN DISCRETE TIME 37 5 STOCHASTIC INTEGRALS AND
DIFFERENTIAL EQUATIONS 45 6 BLACK-SCHOLES OPTION PRICING MODEL 61 7
BINOMIAL MODEL FOR EUROPEAN OPTIONS 81 8 AMERICAN OPTIONS 93
BIBLIOGRAFISCHE INFORMATIONEN HTTP://D-NB.INFO/1000034291 DIGITALISIERT
DURCH XX CONTENTS 9 EXOTIC OPTIONS 103 10 MODELS FOR THE INTEREST RATE
AND INTEREST RATE DERIVATIVES 111 PART II STATISTICAL MODEL OF FINANCIAL
TIME SERIES 11 FINANCIAL TIME SERIES MODELS 123 12 ARIMA TIME SERIES
MODELS 135 13 TIME SERIES WITH STOCHASTIC VOLATILITY 155 PART III
SELECTED FINANCIAL APPLICATIONS 14 VALUE AT RISK AND BACKTESTING 171 15
COPULAE AND VALUE AT RISK 185 16 STATISTICS OF EXTREME RISKS 191 17
VOLATILITY RISK OF OPTION PORTFOLIOS 213 18 PORTFOLIO CREDIT RISK 221
REFERENCES 229 |
| any_adam_object | 1 |
| author | Borak, Szymon 1979- Härdle, Wolfgang 1953- López Cabrera, Brenda 1980- |
| author_GND | (DE-588)13647554X (DE-588)110357116 (DE-588)137594798 |
| author_facet | Borak, Szymon 1979- Härdle, Wolfgang 1953- López Cabrera, Brenda 1980- |
| author_role | aut aut aut |
| author_sort | Borak, Szymon 1979- |
| author_variant | s b sb w h wh c b l cb cbl |
| building | Verbundindex |
| bvnumber | BV036054420 |
| classification_rvk | QK 628 QP 890 SK 980 |
| ctrlnum | (OCoLC)649496573 (DE-599)DNB1000034291 |
| dewey-full | 332.015195 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.015195 |
| dewey-search | 332.015195 |
| dewey-sort | 3332.015195 |
| dewey-tens | 330 - Economics |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV036054420 |
| illustrated | Illustrated |
| indexdate | 2024-12-06T09:03:55Z |
| institution | BVB |
| isbn | 9783642111334 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-018946033 |
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| physical | XX, 228 Seiten Illustrationen, Diagramme |
| publishDate | 2010 |
| publishDateSearch | 2010 |
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| publisher | Springer |
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| spelling | Borak, Szymon 1979- Verfasser (DE-588)13647554X aut Statistics of financial markets exercises and solutions Szymon Borak ; Wolfgang Karl Härdle ; Brenda López Cabrera Berlin Springer 2010 XX, 228 Seiten Illustrationen, Diagramme txt rdacontent n rdamedia nc rdacarrier Universitext Kreditmarkt (DE-588)4073788-3 gnd rswk-swf Preisbildung (DE-588)4047103-2 gnd rswk-swf Statistisches Modell (DE-588)4121722-6 gnd rswk-swf Zeitreihenanalyse (DE-588)4067486-1 gnd rswk-swf Optionspreis (DE-588)4115453-8 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Kreditmarkt (DE-588)4073788-3 s Finanzmathematik (DE-588)4017195-4 s Optionspreis (DE-588)4115453-8 s Preisbildung (DE-588)4047103-2 s Zeitreihenanalyse (DE-588)4067486-1 s Statistisches Modell (DE-588)4121722-6 s DE-604 Härdle, Wolfgang 1953- Verfasser (DE-588)110357116 aut López Cabrera, Brenda 1980- Verfasser (DE-588)137594798 aut Erscheint auch als Online-Ausgabe 978-3-642-11134-1 Überarbeitet als Second edition Berlin : Springer, 2013 978-3-642-33928-8 (DE-604)BV041269439 DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=018946033&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Borak, Szymon 1979- Härdle, Wolfgang 1953- López Cabrera, Brenda 1980- Statistics of financial markets exercises and solutions Kreditmarkt (DE-588)4073788-3 gnd Preisbildung (DE-588)4047103-2 gnd Statistisches Modell (DE-588)4121722-6 gnd Zeitreihenanalyse (DE-588)4067486-1 gnd Optionspreis (DE-588)4115453-8 gnd Finanzmathematik (DE-588)4017195-4 gnd |
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| title | Statistics of financial markets exercises and solutions |
| title_auth | Statistics of financial markets exercises and solutions |
| title_exact_search | Statistics of financial markets exercises and solutions |
| title_full | Statistics of financial markets exercises and solutions Szymon Borak ; Wolfgang Karl Härdle ; Brenda López Cabrera |
| title_fullStr | Statistics of financial markets exercises and solutions Szymon Borak ; Wolfgang Karl Härdle ; Brenda López Cabrera |
| title_full_unstemmed | Statistics of financial markets exercises and solutions Szymon Borak ; Wolfgang Karl Härdle ; Brenda López Cabrera |
| title_short | Statistics of financial markets |
| title_sort | statistics of financial markets exercises and solutions |
| title_sub | exercises and solutions |
| topic | Kreditmarkt (DE-588)4073788-3 gnd Preisbildung (DE-588)4047103-2 gnd Statistisches Modell (DE-588)4121722-6 gnd Zeitreihenanalyse (DE-588)4067486-1 gnd Optionspreis (DE-588)4115453-8 gnd Finanzmathematik (DE-588)4017195-4 gnd |
| topic_facet | Kreditmarkt Preisbildung Statistisches Modell Zeitreihenanalyse Optionspreis Finanzmathematik |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=018946033&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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