Erschienen: 11.06.2019 Abbildung von Franke / Härdle / Hafner | Statistics of Financial Markets | 5th ed. 2019 | 2019 | An Introduction
eBook

Franke / Härdle / Hafner

Statistics of Financial Markets

An Introduction

5th ed. 2019 2019. eBook , eBook. PDF

Springer-Verlag GmbH. ISBN 978-3-030-13751-9

In englischer Sprache

Das Werk ist Teil der Reihe: Universitext

Produktbeschreibung

Now in its fifth 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 for evaluating option contracts, analyzing financial time series, selecting portfolios and managing risks based on realistic assumptions about market behavior. The focus is both on the fundamentals of mathematical finance and financial time series analysis, and on applications to specific problems concerning financial markets, thus making the book the ideal basis for lectures, seminars and crash courses on the topic. All numerical calculations are transparent and reproducible using quantlets.

For this new edition the book has been updated and extensively revised and now includes several new aspects such as neural networks, deep learning, and crypto-currencies. Both R and Matlab code, together with the data, can be downloaded from the book's product page and the Quantlet platform.

The Quantlet platform quantlet.de, quantlet.com, quantlet.org is an integrated QuantNet environment consisting of different types of statistics-related documents and program codes. Its goal is to promote reproducibility and offer a platform for sharing validated knowledge native to the social web. QuantNet and the corresponding Data-Driven Documents-based visualization allow readers to reproduce the tables, pictures and calculations inside this Springer book.

"This book provides an excellent introduction to the tools from probability and statistics necessary to analyze financial data. Clearly written and accessible, it will be very useful to students and practitioners alike."

Yacine Ait-Sahalia, Otto Hack 1903 Professor of Finance and Economics, Princeton University

Autoren

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