Statistics of Financial Markets

Auteur: Franke, Jurgen
Editeur: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
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.

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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.
ISBN / EAN 9783642545382
Auteur Franke, Jurgen
Editeur Springer-Verlag Berlin and Heidelberg GmbH & Co. KG