Statistics of Financial Markets: An Introduction (Universitext) - Softcover

Franke

Softcover

ISBN 10: 3540216758 ISBN 13: 9783540216759

Verlag: Springer Verlag, 2004

Inhaltsangabe

"Statistics of Financial Markets" presents in a vivid yet concise style the necessary statistical and mathematical background for Financial Engineers and introduces to the main ideas in mathematical finance and financial statistics. Topics covered are, among others, option valuation, financial time series analysis, value-at-risk, copulas, and statistics of the extremes. The underlying structure of the book, i.e. basic tools in mathematical finance, financial time series analysis and applications to given problems of financial markets, allows the book to be used as a basis for lectures, seminars and even crash courses on the topic. A full set of transparencies can be downloaded using the registration card at the back of the book. The registration card also allows the use of the e-book version with links to world wide computing servers.

Über diesen Titel

Críticas

From reviews of the first edition: "The book starts a ] with five eye-catching pages that reproduce a studenta (TM)s handwritten notes for the examination that is based on this book. a ] The material is well presented with a good balance between theoretical and applied aspects. a ] The book is an excellent demonstration of the power of stochastics a ] . The authora (TM)s goal is well achieved: this book can satisfy the needs of different groups of readers a ] . this book can, and I expect it will, be successfully used a ] . The variety of interrelated topics a ] students as well as for their teachers." (Jordan Stoyanov, Journal of the Royal Statistical Society, Vol. 168 (4), 2005) "This book provides a statistical approach to the theoretical and practical issues relating to stock trading. Written by three specialists in closely related fields, it is highly useful for anyone interested in the mathematical and statistical aspects of finance a ] . Its structure highlights a logical link a ] thus presenting itself as a good reference not only for students and lecturers but also for researchers a" in particular those keenly interested in the dynamics of the stock market. It provides a step forward towards a ] ." (Kassim S. Mwitondi, Journal of Applied Statistics, Vol. 32 (4), 2005) "This book, a textbook as a matter of fact, deals with some of the statistical techniques which are most actively used in the analysis of financial time series a ] . These are the lecture notes of a course on the subject, which have been carefully edited, and presented in book format. As such, it is a good textbook: lots of insights, careful presentations, ordered introduction." (JosA(c) LAisFernandez Perez, Zentralblatt MATH, Vol. 1059 (10), 2005) "This textbook presents an introduction to financial mathematics for a graduate level course. The text briefly introduces the concepts of probability theory a ] . The book could be used for teaching a post-graduate (honours and masters level), course in financial mathematics." (Gary D Sharp, South African Statistical Journal, March 2005)

Reseña del editor

1Statistics of Financial Markets presents in a vivid yet concise style the necessary statistical and mathematical background for Financial Engineers and introduces to the main ideas in mathematical finance and financial statistics. Topics covered are, among others, option valuation, financial time series analysis, value-at-risk, copulas, and statistics of the extremes. The underlying structure of the book, i.e. basic tools in mathematical finance, financial time series analysis and applications to given problems of financial markets, allows the book to be used as a basis for lectures, seminars and even crash courses on the topic. A full set of transparencies can be downloaded using the registration card at the back of the book. The registration card also allows the use of the e-book version with links to world wide computing servers.

Details zur Ausgabe

• Verlag: Springer Verlag
• Erscheinungsdatum: 2004
• Sprache: Englisch
• ISBN 10: 3540216758
• ISBN 13: 9783540216759
• Einband: Tapa blanda
• Anzahl der Seiten: 448
• Kontakt zum Hersteller: Nicht verfügbar
• Verantwortliche Person: CMN Printpool Inh. Mathis Neumann; https://www.also.com/ec/cms5/en_6000/6000/index.jsp; ; Friedrich-Karl-Str. 9; Hamburg; Deutschland