Statistics of Financial Markets An Introduction /

• Main Authors: Franke, Jürgen (Author, http://id.loc.gov/vocabulary/relators/aut), Härdle, Wolfgang Karl (http://id.loc.gov/vocabulary/relators/aut), Hafner, Christian Matthias (http://id.loc.gov/vocabulary/relators/aut)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2019.
• Edition: 5th ed. 2019.
• Series: Universitext,
• Subjects: Statistics .; Economics, Mathematical .; Financial engineering.; Econometrics.; Risk management.; Macroeconomics.; Statistics for Business, Management, Economics, Finance, Insurance.; Quantitative Finance.; Financial Engineering.; Risk Management.; Macroeconomics/Monetary Economics//Financial Economics.

Now in its fifth edition, this book offers a detailed yet concise introduction to the growing field of statistical applications in finance. The reader will learn the basic methods for evaluating option contracts, analyzing financial time series, selecting portfolios and managing risks based on reali...