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Statistics of Financial Markets

- An Introduction

Bag om Statistics of Financial Markets

This book introduces statistical application in finance, with methods of evaluating option contracts, analyzing financial time series, choosing portfolios and managing risks. The 4th edition offers new chapters on long memory models, copulae and CDO valuation.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783642545382
  • Indbinding:
  • Paperback
  • Sideantal:
  • 555
  • Udgivet:
  • 11. Februar 2015
  • Udgave:
  • 42015
  • Størrelse:
  • 240x159x31 mm.
  • Vægt:
  • 858 g.
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Beskrivelse af Statistics of Financial Markets

This book introduces statistical application in finance, with methods of evaluating option contracts, analyzing financial time series, choosing portfolios and managing risks. The 4th edition offers new chapters on long memory models, copulae and CDO valuation.

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