Normal view MARC view ISBD view

Statistics of financial markets: an introduction

By: Franke, Jurgen.
Contributor(s): Hafner, Christian | Hardle, Wolfgang.
Material type: materialTypeLabelBookPublisher: Berlin Springer 2004Description: xiv, 424 p.ISBN: 3540216758.Subject(s): Financial markets - Statistics | Risk management | Financial crises | Foreign exchange futures | Financial futuresDDC classification: 332.1083 Summary: Statistics of Financial Markets offers a vivid yet concise introduction to the growing field of statistical applications in finance. The reader will learn the basic methods to evaluate option contracts, to analyse financial time series, to select portfolios and manage risks making realistic assumptions of the market behaviour." "The focus is both on fundamentals of mathematical finance and financial time series analysis and on applications to given problems of financial markets, making the book the ideal basis for lectures, seminars and crash courses on the topic." "For the second edition the book has been updated and extensively revised. Several new aspects have been included, among others a chapter on credit risk management.
Tags from this library: No tags from this library for this title. Log in to add tags.
    average rating: 0.0 (0 votes)
Item type Current location Item location Call number Status Date due Barcode
Books Vikram Sarabhai Library
Slot 628 (0 Floor, West Wing) 332.1083 F7S8 (Browse shelf) Available 157796

Statistics of Financial Markets offers a vivid yet concise introduction to the growing field of statistical applications in finance. The reader will learn the basic methods to evaluate option contracts, to analyse financial time series, to select portfolios and manage risks making realistic assumptions of the market behaviour." "The focus is both on fundamentals of mathematical finance and financial time series analysis and on applications to given problems of financial markets, making the book the ideal basis for lectures, seminars and crash courses on the topic." "For the second edition the book has been updated and extensively revised. Several new aspects have been included, among others a chapter on credit risk management.

There are no comments for this item.

Log in to your account to post a comment.

Powered by Koha