Coverart for item
The Resource Statistics of financial markets : exercises and solutions, Szymon Borak, Wolfgang Karl Härdle, Brenda López-Cabrera

Statistics of financial markets : exercises and solutions, Szymon Borak, Wolfgang Karl Härdle, Brenda López-Cabrera

Label
Statistics of financial markets : exercises and solutions
Title
Statistics of financial markets
Title remainder
exercises and solutions
Statement of responsibility
Szymon Borak, Wolfgang Karl Härdle, Brenda López-Cabrera
Creator
Contributor
Subject
Language
eng
Summary
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
Member of
Cataloging source
GW5XE
http://library.link/vocab/creatorName
Borak, Szymon
Dewey number
330.072/7
Index
index present
LC call number
HG176.5
LC item number
.B67 2013
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
NLM call number
Online Book
http://library.link/vocab/relatedWorkOrContributorName
  • Härdle, Wolfgang
  • López Cabrera, Brenda
Series statement
Universitext,
http://library.link/vocab/subjectName
  • Finance
  • Finance
  • Statistics as Topic
  • Finance
  • Finance
  • Kreditmarkt
  • Finanzmathematik
  • Optionspreis
  • Preisbildung
  • Zeitreihenanalyse
  • Statistisches Modell
Label
Statistics of financial markets : exercises and solutions, Szymon Borak, Wolfgang Karl Härdle, Brenda López-Cabrera
Instantiates
Publication
Antecedent source
unknown
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
  • American Options
  • Exotic Options
  • Models for the Interest Rate and Interest Rate Derivatives
  • Statistical Model of Financial Time Series
  • Financial Time Series Models
  • ARIMA Time Series Models
  • Time Series with Stochastic Volatility
  • Selected Financial Applications
  • Value at Risk and Backtesting
  • Copulae and Value at Risk
  • Option Pricing
  • Statistics of Extreme Risks
  • Volatility Risk of Option Portfolios
  • Portfolio Credit Risk
  • Derivatives
  • Introduction to Option Management
  • Basic Concepts of Probability Theory
  • Stochastic Processes in Discrete Time
  • Stochastic Integrals and Differential Equations
  • Black-Scholes Option Pricing Model
  • Binomial Model for European Options
Control code
826681531
Dimensions
unknown
Edition
2nd ed.
Extent
1 online resource.
File format
unknown
Form of item
online
Isbn
9783642339295
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-3-642-33929-5
Quality assurance targets
not applicable
Reformatting quality
unknown
Sound
unknown sound
Specific material designation
remote
System control number
(OCoLC)826681531
Label
Statistics of financial markets : exercises and solutions, Szymon Borak, Wolfgang Karl Härdle, Brenda López-Cabrera
Publication
Antecedent source
unknown
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
  • American Options
  • Exotic Options
  • Models for the Interest Rate and Interest Rate Derivatives
  • Statistical Model of Financial Time Series
  • Financial Time Series Models
  • ARIMA Time Series Models
  • Time Series with Stochastic Volatility
  • Selected Financial Applications
  • Value at Risk and Backtesting
  • Copulae and Value at Risk
  • Option Pricing
  • Statistics of Extreme Risks
  • Volatility Risk of Option Portfolios
  • Portfolio Credit Risk
  • Derivatives
  • Introduction to Option Management
  • Basic Concepts of Probability Theory
  • Stochastic Processes in Discrete Time
  • Stochastic Integrals and Differential Equations
  • Black-Scholes Option Pricing Model
  • Binomial Model for European Options
Control code
826681531
Dimensions
unknown
Edition
2nd ed.
Extent
1 online resource.
File format
unknown
Form of item
online
Isbn
9783642339295
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-3-642-33929-5
Quality assurance targets
not applicable
Reformatting quality
unknown
Sound
unknown sound
Specific material designation
remote
System control number
(OCoLC)826681531

Library Locations

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      38.944491 -92.326012
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