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Statistics of financial markets: an introduction

By: Franke, Jurgen.
Material type: materialTypeLabelBookPublisher: Berlin Springer 2011Edition: 3rd ed.Description: xxii, 599 p.ISBN: 9783642165207.Subject(s): Financial crises | Financial futures | Financial markets - Statistics | Foreign exchange futures | Risk managementDDC classification: 332.1083 Summary: Statistics of Financial Markets offers a vivid yet concise introduction to the growing field of statistical application in finance. The reader will learn the basic methods of evaluating option contracts, analysing financial time series, selecting portfolios and managing risks making realistic assumptions of the market behaviour. The focus is both on the fundamentals of mathematical finance and financial time series analysis and on applications to given problems of financial markets, thus making the book the ideal basis for lecturers, seminars and crash courses on the topic. (http://www.springer.com)
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Books Vikram Sarabhai Library
Slot 628 (0 Floor, West Wing) 332.1083 F7S8/2011 (Browse shelf) Available 173211

Statistics of Financial Markets offers a vivid yet concise introduction to the growing field of statistical application in finance. The reader will learn the basic methods of evaluating option contracts, analysing financial time series, selecting portfolios and managing risks making realistic assumptions of the market behaviour. The focus is both on the fundamentals of mathematical finance and financial time series analysis and on applications to given problems of financial markets, thus making the book the ideal basis for lecturers, seminars and crash courses on the topic. (http://www.springer.com)

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