Statistics of Financial Markets An Introduction /

• Main Authors: Franke, Jürgen (Author), Härdle, Wolfgang K. (Author), Hafner, Christian M. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2008.
• Edition: Second Edition.
• Series: Universitext
• Subjects: Finance.; Economics, Mathematical.; Statistics.; Econometrics.; Economics.; Statistics for Business/Economics/Mathematical Finance/Insurance.; Quantitative Finance.; Finance, general.

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 assumpti...