Verfügbarkeit: Statistics of financial markets | Technische Universität München

Statistics of financial markets: exercises and solutions

Gespeichert in:

Bibliographische Detailangaben
Beteiligte Personen:	Borak, Szymon 1979- (VerfasserIn), Härdle, Wolfgang 1953- (VerfasserIn), López Cabrera, Brenda 1980- (VerfasserIn)
Format:	Buch
Sprache:	Englisch
Veröffentlicht:	Berlin Springer 2010
Schriftenreihe:	Universitext
Schlagwörter:	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
Umfang:	XX, 228 Seiten Illustrationen, Diagramme
ISBN:	9783642111334

Internformat

MARC


LEADER	00000nam a2200000 c 4500
001	BV036054420
003	DE-604
005	20230209
007	t\|
008	100301s2010 gw a\|\|\| \|\|\|\| 00\|\|\| eng d
015			\|a 10,N06 \|2 dnb
016	7		\|a 1000034291 \|2 DE-101
020			\|a 9783642111334 \|c softcover \|9 978-3-642-11133-4
024	3		\|a 9783642111334
028	5	2	\|a 12820962
035			\|a (OCoLC)649496573
035			\|a (DE-599)DNB1000034291
040			\|a DE-604 \|b ger \|e rda
041	0		\|a eng
044			\|a gw \|c XA-DE-BE
049			\|a DE-355 \|a DE-M382 \|a DE-20 \|a DE-473 \|a DE-N2 \|a DE-11 \|a DE-521 \|a DE-824 \|a DE-83
082	0		\|a 332.015195 \|2 22/ger
084			\|a QK 628 \|0 (DE-625)141671: \|2 rvk
084			\|a QP 890 \|0 (DE-625)141965: \|2 rvk
084			\|a SK 980 \|0 (DE-625)143277: \|2 rvk
084			\|a 91B82 \|2 msc
084			\|a 00A07 \|2 msc
084			\|a 330 \|2 sdnb
100	1		\|a Borak, Szymon \|d 1979- \|e Verfasser \|0 (DE-588)13647554X \|4 aut
245	1	0	\|a Statistics of financial markets \|b exercises and solutions \|c Szymon Borak ; Wolfgang Karl Härdle ; Brenda López Cabrera
264		1	\|a Berlin \|b Springer \|c 2010
300			\|a XX, 228 Seiten \|b Illustrationen, Diagramme
336			\|b txt \|2 rdacontent
337			\|b n \|2 rdamedia
338			\|b nc \|2 rdacarrier
490	0		\|a Universitext
650	0	7	\|a Kreditmarkt \|0 (DE-588)4073788-3 \|2 gnd \|9 rswk-swf
650	0	7	\|a Preisbildung \|0 (DE-588)4047103-2 \|2 gnd \|9 rswk-swf
650	0	7	\|a Statistisches Modell \|0 (DE-588)4121722-6 \|2 gnd \|9 rswk-swf
650	0	7	\|a Zeitreihenanalyse \|0 (DE-588)4067486-1 \|2 gnd \|9 rswk-swf
650	0	7	\|a Optionspreis \|0 (DE-588)4115453-8 \|2 gnd \|9 rswk-swf
650	0	7	\|a Finanzmathematik \|0 (DE-588)4017195-4 \|2 gnd \|9 rswk-swf
689	0	0	\|a Kreditmarkt \|0 (DE-588)4073788-3 \|D s
689	0	1	\|a Finanzmathematik \|0 (DE-588)4017195-4 \|D s
689	0	2	\|a Optionspreis \|0 (DE-588)4115453-8 \|D s
689	0	3	\|a Preisbildung \|0 (DE-588)4047103-2 \|D s
689	0	4	\|a Zeitreihenanalyse \|0 (DE-588)4067486-1 \|D s
689	0	5	\|a Statistisches Modell \|0 (DE-588)4121722-6 \|D s
689	0		\|5 DE-604
700	1		\|a Härdle, Wolfgang \|d 1953- \|e Verfasser \|0 (DE-588)110357116 \|4 aut
700	1		\|a López Cabrera, Brenda \|d 1980- \|e Verfasser \|0 (DE-588)137594798 \|4 aut
776	0	8	\|i Erscheint auch als \|n Online-Ausgabe \|z 978-3-642-11134-1
787	0	8	\|i Überarbeitet als \|b Second edition \|d Berlin : Springer, 2013 \|z 978-3-642-33928-8 \|w (DE-604)BV041269439
856	4	2	\|m DNB Datenaustausch \|q application/pdf \|u 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 \|3 Inhaltsverzeichnis
943	1		\|a oai:aleph.bib-bvb.de:BVB01-018946033

Datensatz im Suchindex

_version_	1820960313461178368
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
fullrecord	<?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>00000nam a2200000 c 4500</leader><controlfield tag="001">BV036054420</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20230209</controlfield><controlfield tag="007">t\|</controlfield><controlfield tag="008">100301s2010 gw a\|\|\| \|\|\|\| 00\|\|\| eng d</controlfield><datafield tag="015" ind1=" " ind2=" "><subfield code="a">10,N06</subfield><subfield code="2">dnb</subfield></datafield><datafield tag="016" ind1="7" ind2=" "><subfield code="a">1000034291</subfield><subfield code="2">DE-101</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9783642111334</subfield><subfield code="c">softcover</subfield><subfield code="9">978-3-642-11133-4</subfield></datafield><datafield tag="024" ind1="3" ind2=" "><subfield code="a">9783642111334</subfield></datafield><datafield tag="028" ind1="5" ind2="2"><subfield code="a">12820962</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)649496573</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)DNB1000034291</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rda</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">gw</subfield><subfield code="c">XA-DE-BE</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-355</subfield><subfield code="a">DE-M382</subfield><subfield code="a">DE-20</subfield><subfield code="a">DE-473</subfield><subfield code="a">DE-N2</subfield><subfield code="a">DE-11</subfield><subfield code="a">DE-521</subfield><subfield code="a">DE-824</subfield><subfield code="a">DE-83</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.015195</subfield><subfield code="2">22/ger</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QK 628</subfield><subfield code="0">(DE-625)141671:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QP 890</subfield><subfield code="0">(DE-625)141965:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 980</subfield><subfield code="0">(DE-625)143277:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">91B82</subfield><subfield code="2">msc</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">00A07</subfield><subfield code="2">msc</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">330</subfield><subfield code="2">sdnb</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Borak, Szymon</subfield><subfield code="d">1979-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)13647554X</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Statistics of financial markets</subfield><subfield code="b">exercises and solutions</subfield><subfield code="c">Szymon Borak ; Wolfgang Karl Härdle ; Brenda López Cabrera</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Berlin</subfield><subfield code="b">Springer</subfield><subfield code="c">2010</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">XX, 228 Seiten</subfield><subfield code="b">Illustrationen, Diagramme</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Universitext</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Kreditmarkt</subfield><subfield code="0">(DE-588)4073788-3</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Preisbildung</subfield><subfield code="0">(DE-588)4047103-2</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Statistisches Modell</subfield><subfield code="0">(DE-588)4121722-6</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Zeitreihenanalyse</subfield><subfield code="0">(DE-588)4067486-1</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Optionspreis</subfield><subfield code="0">(DE-588)4115453-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Finanzmathematik</subfield><subfield code="0">(DE-588)4017195-4</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Kreditmarkt</subfield><subfield code="0">(DE-588)4073788-3</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Finanzmathematik</subfield><subfield code="0">(DE-588)4017195-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="2"><subfield code="a">Optionspreis</subfield><subfield code="0">(DE-588)4115453-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="3"><subfield code="a">Preisbildung</subfield><subfield code="0">(DE-588)4047103-2</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="4"><subfield code="a">Zeitreihenanalyse</subfield><subfield code="0">(DE-588)4067486-1</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="5"><subfield code="a">Statistisches Modell</subfield><subfield code="0">(DE-588)4121722-6</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Härdle, Wolfgang</subfield><subfield code="d">1953-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)110357116</subfield><subfield code="4">aut</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">López Cabrera, Brenda</subfield><subfield code="d">1980-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)137594798</subfield><subfield code="4">aut</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Online-Ausgabe</subfield><subfield code="z">978-3-642-11134-1</subfield></datafield><datafield tag="787" ind1="0" ind2="8"><subfield code="i">Überarbeitet als</subfield><subfield code="b">Second edition</subfield><subfield code="d">Berlin : Springer, 2013</subfield><subfield code="z">978-3-642-33928-8</subfield><subfield code="w">(DE-604)BV041269439</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">DNB Datenaustausch</subfield><subfield code="q">application/pdf</subfield><subfield code="u">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</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="943" ind1="1" ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-018946033</subfield></datafield></record></collection>
id	DE-604.BV036054420
illustrated	Illustrated
indexdate	2025-01-11T13:44:41Z
institution	BVB
isbn	9783642111334
language	English
oai_aleph_id	oai:aleph.bib-bvb.de:BVB01-018946033
oclc_num	649496573
open_access_boolean
owner	DE-355 DE-BY-UBR DE-M382 DE-20 DE-473 DE-BY-UBG DE-N2 DE-11 DE-521 DE-824 DE-83
owner_facet	DE-355 DE-BY-UBR DE-M382 DE-20 DE-473 DE-BY-UBG DE-N2 DE-11 DE-521 DE-824 DE-83
physical	XX, 228 Seiten Illustrationen, Diagramme
publishDate	2010
publishDateSearch	2010
publishDateSort	2010
publisher	Springer
record_format	marc
series2	Universitext
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

Verfügbarkeit

‌

Per Fernleihe bestellen Inhaltsverzeichnis