Statistics of Financial Markets An Introduction /
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...
| Κύριοι συγγραφείς: | , , |
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| Συγγραφή απο Οργανισμό/Αρχή: | |
| Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
| Γλώσσα: | English |
| Έκδοση: |
Cham :
Springer International Publishing : Imprint: Springer,
2019.
|
| Έκδοση: | 5th ed. 2019. |
| Σειρά: | Universitext,
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| Θέματα: | |
| Διαθέσιμο Online: | Full Text via HEAL-Link |
Πίνακας περιεχομένων:
- Preface to the Fith Edition
- Part I Option Pricing
- Derivatives
- Introduction to Option Management
- Basic Concepts of Probability Theory
- Stochastic Processes in Discrete Time
- Stochastic Integrals and Differential Equations
- Black-Scholes Option Pricing Model
- Binomial Model for European Options
- American Options
- Exotic Options
- Interest Rates and Interest Rate Derivatives
- Part II Statistical Models of Financial Time Series
- Introduction: Definitions and Concepts
- ARIMA Time Series Models
- Time Series with Stochastic Volatility
- Long Memory Time Series
- Non-Parametric and Flexible Time Series Estimators
- Part III Selected Financial Applications
- Value at Risk and Backtesting
- Copulae and Value at Risk
- Statistics of Extreme Risks
- Neural Networks and Deep Learning
- Volatility Risk of Option Portfolios
- Nonparametric Estimators for the Probability of Default
- Credit Risk Management and Credit Derivatives
- Financial econometrics of Crypto-currencies
- A Technical Appendix
- Index
- Symbols and Notations.
