Statistics of financial markets : exercises and solutions

書誌事項

Statistics of financial markets : exercises and solutions

Szymon Borak, Wolfgang Karl Härdle, Brenda López Cabrera

(Universitext)

Springer, c2010

大学図書館所蔵 件 / 全22件

この図書・雑誌をさがす

注記

Includes bibliographical references (p. [229])

内容説明・目次

内容説明

Practice makes perfect. Therefore the best method of mastering models is working with them. In this book we present a collection of exercises and solutions which can be helpful in the comprehension of Statistics of Financial Markets. The exercises illustrate the theory by discussing practical examples in detail. We provide computational solutions for the problems, which are all calculated using R and Matlab. The corresponding Quantlets - a name we give to these program codes - are provided in this book. They follow the name scheme SFSxyz123 and can be downloaded from the Springer homepage. We have sought to strike a balance between theoretical presentation and practical challenges. The book is divided into three main parts, in which we discuss option pricing, time series analysis and advanced quantitative statistical techniques in finance.

目次

Part I: Option Pricing.- Part II: Statistical Model of Financial Time Series.- Part III Selected Financial Applications.

「Nielsen BookData」 より

関連文献: 1件中  1-1を表示

詳細情報

ページトップへ

AltStyle によって変換されたページ (->オリジナル) /