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
Resource Information
The item Statistics of financial markets : exercises and solutions, Szymon Borak, Wolfgang Karl Härdle, Brenda López-Cabrera represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Missouri Libraries.This item is available to borrow from 1 library branch.
Resource Information
The item Statistics of financial markets : exercises and solutions, Szymon Borak, Wolfgang Karl Härdle, Brenda López-Cabrera represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Missouri Libraries.
This item is available to borrow from 1 library branch.
- 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
- Language
- eng
- Edition
- 2nd ed.
- Extent
- 1 online resource.
- 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
- Isbn
- 9783642339295
- 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
- Subject
-
- Electronic books
- Electronic bookss
- Finance -- Mathematical models
- Finance -- Mathematical models
- Finance -- Mathematical models
- Finance -- Statistical methods
- Finance -- Statistical methods
- Finance -- Statistical methods
- Finance.
- Finance/Investment/Banking.
- Finanzmathematik
- Kreditmarkt
- Optionspreis
- Preisbildung
- Quantitative Finance.
- Statistics as Topic
- Statistics for Business/Economics/Mathematical Finance/Insurance.
- Statistisches Modell
- Zeitreihenanalyse
- Economics -- Statistics.
- 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
- 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
- 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
- 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
Subject
- Electronic books
- Electronic bookss
- Finance -- Mathematical models
- Finance -- Mathematical models
- Finance -- Mathematical models
- Finance -- Statistical methods
- Finance -- Statistical methods
- Finance -- Statistical methods
- Finance.
- Finance/Investment/Banking.
- Finanzmathematik
- Kreditmarkt
- Optionspreis
- Preisbildung
- Quantitative Finance.
- Statistics as Topic
- Statistics for Business/Economics/Mathematical Finance/Insurance.
- Statistisches Modell
- Zeitreihenanalyse
- Economics -- Statistics.
Genre
Member of
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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.library.missouri.edu/portal/Statistics-of-financial-markets--exercises-and/lCDeo2yZIeA/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.missouri.edu/portal/Statistics-of-financial-markets--exercises-and/lCDeo2yZIeA/">Statistics of financial markets : exercises and solutions, Szymon Borak, Wolfgang Karl Härdle, Brenda López-Cabrera</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.library.missouri.edu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.library.missouri.edu/">University of Missouri Libraries</a></span></span></span></span></div>
