Statistics of Financial Markets: An Introduction (Universitext)

Statistics of Financial Markets: An Introduction (Universitext)


Now in its fourth variation, this e-book deals an in depth but concise advent to the starting to be box of statistical purposes in finance. The reader will research the elemental tools of comparing choice contracts, studying monetary time sequence, identifying portfolios and coping with hazards according to life like assumptions approximately industry habit. the focal point is either at the basics of mathematical finance and fiscal time sequence research, and on functions to given difficulties referring to monetary markets, hence making the ebook the correct foundation for lectures, seminars and crash classes at the topic.

For this new version the e-book has been up to date and greatly revised and now comprises numerous new elements, e.g. new chapters on lengthy reminiscence types, copulae and CDO valuation. useful routines with strategies have additionally been further. either R and Matlab Code, including the knowledge, could be downloaded from the book’s product web page and www.quantlet.de

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