Statistics of Financial Markets Exercises and Solutions /

Practice makes perfect. Therefore the best method of mastering models is working with them. In this book we present a collection of exercises and solutions which can be helpful in the comprehension of Statistics of Financial Markets. The exercises illustrate the theory by discussing practical exampl...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριοι συγγραφείς: Borak, Szymon (Συγγραφέας), Härdle, Wolfgang Karl (Συγγραφέας), López Cabrera, Brenda (Συγγραφέας)
Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg, 2010.
Σειρά:Universitext
Θέματα:
Διαθέσιμο Online:Full Text via HEAL-Link
Πίνακας περιεχομένων:
  • Option Pricing
  • Derivatives
  • 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
  • Models for the Interest Rate and Interest Rate Derivatives
  • Statistical Model of Financial Time Series
  • Financial Time Series Models
  • ARIMA Time Series Models
  • Time Series with Stochastic Volatility
  • Selected Financial Applications
  • Value at Risk and Backtesting
  • Copulae and Value at Risk
  • Statistics of Extreme Risks
  • Volatility Risk of Option Portfolios
  • Portfolio Credit Risk.