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...
Κύριοι συγγραφείς: | , , |
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Συγγραφή απο Οργανισμό/Αρχή: | |
Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
Γλώσσα: | English |
Έκδοση: |
Berlin, Heidelberg :
Springer Berlin Heidelberg,
2010.
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Σειρά: | Universitext
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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.