Statistics of Financial Markets An Introduction /

• Main Authors: Franke, Jürgen (Author), Härdle, Wolfgang Karl (Author), Hafner, Christian Matthias (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2015.
• Edition: 4th ed. 2015.
• Series: Universitext,
• Subjects: Statistics.; Finance.; Economics, Mathematical.; Statistics for Business/Economics/Mathematical Finance/Insurance.; Quantitative Finance.; Finance, general.

Now in its fourth 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 of evaluating option contracts, analyzing financial time series, selecting portfolios and managing risks based on reali...