Statistics of Financial Markets
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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.
| Autor: | Franke, Jurgen; Hardle, Wolfgang Karl; Hafner, Christian Matthias |
| Nakladatel: | Springer-Verlag Berlin and Heidelberg GmbH & Co. KG |
| ISBN: | 9783642545382 |
| Rok vydání: | 2015 |
| Jazyk : | Angličtina |
| Vazba: | Paperback |
| Počet stran: | 555 |
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