Statistics of financial markets: exercises and solutions
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Berlin ; Heidelberg
Springer
[2013]
|
| Ausgabe: | Second edition |
| Schriftenreihe: | Universitext
|
| Schlagworte: | |
| Online-Zugang: | DE-634 DE-M382 DE-91 DE-384 DE-19 DE-703 DE-20 DE-739 Volltext Inhaltsverzeichnis Abstract |
| Beschreibung: | 1 Online-Ressource (xxix, 246 Seiten) Illustrationen, Diagramme (teilweise farbig) |
| ISBN: | 9783642339295 |
| DOI: | 10.1007/978-3-642-33929-5 |
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Datensatz im Suchindex
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| adam_text |
STATISTICS OF FINANCIAL MARKETS
/ BORAK, SZYMON
: 2013
TABLE OF CONTENTS / INHALTSVERZEICHNIS
PART I OPTION PRICING: DERIVATIVES
INTRODUCTION TO OPTION MANAGEMENT
BASIC CONCEPTS OF PROBABILITY THEORY
STOCHASTIC PROCESSES IN DISCRETE TIME
STOCHASTIC INTEGRALS AND DI ERENTIAL EQUATIONS
BLACK-SCHOLES OPTION PRICING MODEL
BINOMIAL MODEL FOR EUROPEAN OPTIONS
AMERICAN OPTIONS
MODELS FOR THE INTEREST RATE AND INTEREST RATE DERIVATIVES
PART II STATISTICAL MODEL OF FINANCIAL TIME SERIES: FINANCIAL TIME
SERIES MODELS
ARIMA TIME SERIES MODELS
TIME SERIES WITH STOCHASTIC VOLATILITY
PART III SELECTED FINANCIAL APPLICATIONS: VALUE AT RISK AND BACKTESTING
COPULAE AND VALUE AT RISK
STATISTICS OF EXTREME RISKS
VOLATILITY RISK OF OPTION PORTFOLIOS
PORTFOLIO CREDIT RISK
REFERENCES
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
STATISTICS OF FINANCIAL MARKETS
/ BORAK, SZYMON
: 2013
ABSTRACT / INHALTSTEXT
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
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT. |
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| author | Borak, Szymon 1979- Härdle, Wolfgang 1953- López Cabrera, Brenda 1980- |
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| 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 |
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| 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 |
| doi_str_mv | 10.1007/978-3-642-33929-5 |
| edition | Second edition |
| format | Electronic eBook |
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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 Second edition Berlin ; Heidelberg Springer [2013] © 2013 1 Online-Ressource (xxix, 246 Seiten) Illustrationen, Diagramme (teilweise farbig) txt rdacontent c rdamedia cr 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 Druck-Ausgabe, Paperback 978-3-642-33928-8 https://doi.org/10.1007/978-3-642-33929-5 Verlag URL des Erstveröffentlichers Volltext Springer Fremddatenuebernahme application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025785803&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis Springer Fremddatenuebernahme application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025785803&sequence=000003&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA Abstract |
| 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 |
| subject_GND | (DE-588)4073788-3 (DE-588)4047103-2 (DE-588)4121722-6 (DE-588)4067486-1 (DE-588)4115453-8 (DE-588)4017195-4 |
| 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 | https://doi.org/10.1007/978-3-642-33929-5 http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025785803&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025785803&sequence=000003&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT borakszymon statisticsoffinancialmarketsexercisesandsolutions AT hardlewolfgang statisticsoffinancialmarketsexercisesandsolutions AT lopezcabrerabrenda statisticsoffinancialmarketsexercisesandsolutions |