rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Statistics of Financial Markets
    sub title: An Introduction
  name:
    name part: Franke, Jürgen.
    role:
      role term: creator
    role:
      role term: author.
  name:
    name part: Härdle, Wolfgang Karl.
    role:
      role term: author.
  name:
    name part: Hafner, Christian Matthias.
    role:
      role term: author.
  name:
    name part: SpringerLink (Online service)
  type of resource: text
  origin info:
    place:
      place term: gw
    date issued: 2011
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: electronic
    form: electronic resource
    reformatting quality: access
    form: remote
    extent: XXII, 599 p. 135 illus. online resource.
  abstract: Statistics of Financial Markets offers a vivid yet concise introduction to the growing field of statistical application in finance. The reader will learn the basic methods of evaluating option contracts, analysing financial time series, selecting portfolios and managing risks making realistic assumptions of the market behaviour. The focus is both on the fundamentals of mathematical finance and financial time series analysis and on applications to given problems of financial markets, thus making the book the ideal basis for lecturers, seminars and crash courses on the topic. For the third edition the book has been updated and extensively revised. Several new aspects have been included: new chapters on long memory models, copulae and CDO valuation. Practical exercises have been added, the solutions of which are provided in the book by S. Borak, W. Härdle and B. Lopez Cabrera (2010) ISBN 978-3-642-11133-4. “Both R and Matlab Code, together with the data, can be downloaded by clicking on the Additional Information tab labeled “R and Matlab Code,” which you will find on the right-hand side of the webpage.”.
  table of contents: Option Pricing -- Statistical Models of Financial Time Series -- Selected Financial Applications -- Technical Appendix -- Appendix -- Frequently Used Notations -- Index.
  note: by Jürgen Franke, Wolfgang Karl Härdle, Christian Matthias Hafner.
  subject:
    topic: Statistics
  subject:
    topic: Finance
  subject:
    topic: Economics, Mathematical
  subject:
    topic: Statistics
  subject:
    topic: Statistics for Business/Economics/Mathematical Finance/Insurance
  subject:
    topic: Quantitative Finance
  subject:
    topic: Finance, general
  classification: QA276-280
  classification: 330.015195
  related item:
    title info:
      title: Springer eBooks
  related item:
    title info:
      title: Universitext
  identifier: 9783642165214
  identifier: http://dx.doi.org/10.1007/978-3-642-16521-4
  record info:
    record creation date: 101120
    record change date: 20151204170851.0
    record identifier: 978-3-642-16521-4