Statistics of financial markets / by Szymon Borak, Wolfgang Karl Hardle, Brenda Lopez Cabrera
- 作者： Borak, Szymon.
- 其他作者：
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- Springer eBooks
- 出版： Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg 2010
- 叢書名： Universitext
- 主題： Finance--Mathematical models--Problems, exercises, etc. , Credit--Problems, exercises, etc. , Finance /Banking. , Statistics for Business/Economics/Mathematical Finance/Insurance. , Statistics. , Quantitative Finance.
- ISBN： 9783642111341 (electronic bk.) 、 9783642111334 (paper)
- URL：
電子書
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讀者標籤：
- 系統號： 005169307 | 機讀編目格式
館藏資訊
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.