Book Details

Statistics of Financial Markets : An Introduction

Publication year: 2008

ISBN: 978-3-540-76272-0

Internet Resource: Please Login to download book


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.


Subject: Mathematics and Statistics, Derivatives, Estimator, Financial Market, Financial Markets, Option Pricing, Options, Portfolio, Statistical Models, Stochastic Integrals, Stochastic Processes, Time series, quantitative finance