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Statistics of Financial Markets: Exercises and Solutions (Universitext)
Borak, Szymon, Härdle, Wolfgang Karl, López-Cabrera, Brenda
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Description for Statistics of Financial Markets: Exercises and Solutions (Universitext)
Paperback. This book offers exercises and solutions to help readers learn the statistics of financial markets. It features exercises in option pricing, time series analysis and advanced quantitative statistical techniques, with solutions calculated using R and Matlab. Series: Universitext. Num Pages: 275 pages, 30 black & white illustrations, 241 colour illustrations, biography. BIC Classification: KFF; PBT. Category: (P) Professional & Vocational. Dimension: 156 x 237 x 15. Weight in Grams: 426.
Practice makes perfect. Therefore the best method of mastering models is working with them.
This book contains a large collection of exercises and solutions which will help explain the statistics of financial markets. These practical examples are carefully presented and provide computational solutions to specific problems, all of which are calculated using R and Matlab. This study additionally looks at the concept of corresponding Quantlets, the name given to these program codes and which follow the name scheme SFSxyz123.
The book is divided into three main parts, in which option pricing, time series analysis and advanced quantitative statistical techniques in ... Read more
Show LessProduct Details
Format
Paperback
Publication date
2013
Publisher
Springer
Condition
New
Series
Universitext
Number of Pages
246
Place of Publication
Berlin, Germany
ISBN
9783642339288
SKU
V9783642339288
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About Borak, Szymon, Härdle, Wolfgang Karl, López-Cabrera, Brenda
Szymon Borak received his Ph.D. in Quantitative Finance and Statistics from Humboldt-Universität zu Berlin in 2008. His research focused on dynamic semi-parametric factor models applied to implied volatility structures and energy markets. Currently he is working as a quant analyst on risk management of structured financial products. Wolfgang Karl Härdle is Professor of Statistics at the Humboldt-Universität zu Berlin ... Read more
Reviews for Statistics of Financial Markets: Exercises and Solutions (Universitext)
From the book reviews: “This edition in total presents 18 chapters, four pages of ‘Symbols and Notations,’ and another four and a half pages are devoted to providing definitions to commonly used terminology. … this book is a useful supplement for students, professionals, and practitioners in the area of financial statistics and related fields. … All the chapters of ... Read more