E-book
Statistics of Financial Markets [electronic resource] : Exercises and Solutions / by Szymon Borak, Wolfgang Karl Härdle, Brenda López-Cabrera.
Record details
- ISBN: 9783642339295
- Physical Description: XXIX, 246 p. 271 illus., 241 illus. in color. online resource.
- Edition: 2nd ed. 2013.
- Publisher: Berlin, Heidelberg : Springer Berlin Heidelberg : 2013.
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| Subject: | Statistics. Finance. Economics > Statistics. Statistics. Statistics for Business/Economics/Mathematical Finance/Insurance. Quantitative Finance. Finance/Investment/Banking. |
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Other Formats and Editions
Electronic resources
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.. |
