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Statistics of Financial Markets

An Introduction

Statistics of Financial Markets( )
Author: Franke, Jürgen
Härdle, Wolfgang Karl
Hafner, Christian Matthias
Series title:Universitext Ser.
ISBN:978-3-642-54538-2
Publication Date:Feb 2015
Publisher:Springer
Book Format:Paperback
List Price:AUD $159.95
Book Description:

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.

Book Details
Pages:555
Detailed Subjects: Business & Economics / Finance / General
Physical Dimensions (W X L X H):15.5 x 23.5 cm
Book Weight:8.599 Kilograms



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