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Statistics of financial markets: exercises and solutions

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Bibliographic Details
Main Authors:	Borak, Szymon 1979- (Author), Härdle, Wolfgang 1953- (Author), López Cabrera, Brenda 1980- (Author)
Format:	Book
Language:	English
Published:	Berlin Springer 2010
Series:	Universitext
Subjects:	Kreditmarkt Preisbildung Statistisches Modell Zeitreihenanalyse Optionspreis Finanzmathematik
Links:	http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=018946033&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
Physical Description:	XX, 228 Seiten Illustrationen, Diagramme
ISBN:	9783642111334

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Record in the Search Index

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adam_text	CONTENTS PREFACE V LANGUAGE LIST VII SYMBOLS AND NOTATION IX SOME TERMINOLOGY XIII PART I OPTION PRICING 1 DERIVATIVES 3 2 INTRODUCTION TO OPTION MANAGEMENT 13 3 BASIC CONCEPTS OF PROBABILITY THEORY 27 4 STOCHASTIC PROCESSES IN DISCRETE TIME 37 5 STOCHASTIC INTEGRALS AND DIFFERENTIAL EQUATIONS 45 6 BLACK-SCHOLES OPTION PRICING MODEL 61 7 BINOMIAL MODEL FOR EUROPEAN OPTIONS 81 8 AMERICAN OPTIONS 93 BIBLIOGRAFISCHE INFORMATIONEN HTTP://D-NB.INFO/1000034291 DIGITALISIERT DURCH XX CONTENTS 9 EXOTIC OPTIONS 103 10 MODELS FOR THE INTEREST RATE AND INTEREST RATE DERIVATIVES 111 PART II STATISTICAL MODEL OF FINANCIAL TIME SERIES 11 FINANCIAL TIME SERIES MODELS 123 12 ARIMA TIME SERIES MODELS 135 13 TIME SERIES WITH STOCHASTIC VOLATILITY 155 PART III SELECTED FINANCIAL APPLICATIONS 14 VALUE AT RISK AND BACKTESTING 171 15 COPULAE AND VALUE AT RISK 185 16 STATISTICS OF EXTREME RISKS 191 17 VOLATILITY RISK OF OPTION PORTFOLIOS 213 18 PORTFOLIO CREDIT RISK 221 REFERENCES 229
any_adam_object	1
author	Borak, Szymon 1979- Härdle, Wolfgang 1953- López Cabrera, Brenda 1980-
author_GND	(DE-588)13647554X (DE-588)110357116 (DE-588)137594798
author_facet	Borak, Szymon 1979- Härdle, Wolfgang 1953- López Cabrera, Brenda 1980-
author_role	aut aut aut
author_sort	Borak, Szymon 1979-
author_variant	s b sb w h wh c b l cb cbl
building	Verbundindex
bvnumber	BV036054420
classification_rvk	QK 628 QP 890 SK 980
ctrlnum	(OCoLC)649496573 (DE-599)DNB1000034291
dewey-full	332.015195
dewey-hundreds	300 - Social sciences
dewey-ones	332 - Financial economics
dewey-raw	332.015195
dewey-search	332.015195
dewey-sort	3332.015195
dewey-tens	330 - Economics
discipline	Mathematik Wirtschaftswissenschaften
format	Book
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isbn	9783642111334
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physical	XX, 228 Seiten Illustrationen, Diagramme
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spelling	Borak, Szymon 1979- Verfasser (DE-588)13647554X aut Statistics of financial markets exercises and solutions Szymon Borak ; Wolfgang Karl Härdle ; Brenda López Cabrera Berlin Springer 2010 XX, 228 Seiten Illustrationen, Diagramme txt rdacontent n rdamedia nc rdacarrier Universitext Kreditmarkt (DE-588)4073788-3 gnd rswk-swf Preisbildung (DE-588)4047103-2 gnd rswk-swf Statistisches Modell (DE-588)4121722-6 gnd rswk-swf Zeitreihenanalyse (DE-588)4067486-1 gnd rswk-swf Optionspreis (DE-588)4115453-8 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Kreditmarkt (DE-588)4073788-3 s Finanzmathematik (DE-588)4017195-4 s Optionspreis (DE-588)4115453-8 s Preisbildung (DE-588)4047103-2 s Zeitreihenanalyse (DE-588)4067486-1 s Statistisches Modell (DE-588)4121722-6 s DE-604 Härdle, Wolfgang 1953- Verfasser (DE-588)110357116 aut López Cabrera, Brenda 1980- Verfasser (DE-588)137594798 aut Erscheint auch als Online-Ausgabe 978-3-642-11134-1 Überarbeitet als Second edition Berlin : Springer, 2013 978-3-642-33928-8 (DE-604)BV041269439 DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=018946033&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis
spellingShingle	Borak, Szymon 1979- Härdle, Wolfgang 1953- López Cabrera, Brenda 1980- Statistics of financial markets exercises and solutions Kreditmarkt (DE-588)4073788-3 gnd Preisbildung (DE-588)4047103-2 gnd Statistisches Modell (DE-588)4121722-6 gnd Zeitreihenanalyse (DE-588)4067486-1 gnd Optionspreis (DE-588)4115453-8 gnd Finanzmathematik (DE-588)4017195-4 gnd
subject_GND	(DE-588)4073788-3 (DE-588)4047103-2 (DE-588)4121722-6 (DE-588)4067486-1 (DE-588)4115453-8 (DE-588)4017195-4
title	Statistics of financial markets exercises and solutions
title_auth	Statistics of financial markets exercises and solutions
title_exact_search	Statistics of financial markets exercises and solutions
title_full	Statistics of financial markets exercises and solutions Szymon Borak ; Wolfgang Karl Härdle ; Brenda López Cabrera
title_fullStr	Statistics of financial markets exercises and solutions Szymon Borak ; Wolfgang Karl Härdle ; Brenda López Cabrera
title_full_unstemmed	Statistics of financial markets exercises and solutions Szymon Borak ; Wolfgang Karl Härdle ; Brenda López Cabrera
title_short	Statistics of financial markets
title_sort	statistics of financial markets exercises and solutions
title_sub	exercises and solutions
topic	Kreditmarkt (DE-588)4073788-3 gnd Preisbildung (DE-588)4047103-2 gnd Statistisches Modell (DE-588)4121722-6 gnd Zeitreihenanalyse (DE-588)4067486-1 gnd Optionspreis (DE-588)4115453-8 gnd Finanzmathematik (DE-588)4017195-4 gnd
topic_facet	Kreditmarkt Preisbildung Statistisches Modell Zeitreihenanalyse Optionspreis Finanzmathematik
url	http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=018946033&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
work_keys_str_mv	AT borakszymon statisticsoffinancialmarketsexercisesandsolutions AT hardlewolfgang statisticsoffinancialmarketsexercisesandsolutions AT lopezcabrerabrenda statisticsoffinancialmarketsexercisesandsolutions

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