Statistics of Financial Markets, Franke

Автор: Franke
Название: Statistics of Financial Markets, 3 ed.
ISBN: 3642165206 ISBN-13(EAN): 9783642165207
Издательство: Springer
Цена: 10475.00 р.
Наличие на складе: Поставка под заказ.
Описание: Statistics of Financial Markets offers a vivid yet concise introduction to the growing field of statistical application in finance. The reader will learn the basic methods of evaluating option contracts, analysing financial time series, selecting portfolios and managing risks making realistic assumptions of the market behaviour. The focus is both on the fundamentals of mathematical finance and financial time series analysis and on applications to given problems of financial markets, thus making the book the ideal basis for lecturers, seminars and crash courses on the topic. For the third edition the book has been updated and extensively revised. Several new aspects have been included: new chapters on long memory models, copulae and CDO valuation.Practical exercises have been added, the solutions of which are provided in the book by S. Borak, W. H?rdle and B. Lopez Cabrera (2010) ISBN 978-3-642-11133-4.“Both R and Matlab Code, together with the data, can be downloaded by clicking on the Additional Information tab labeled “R and Matlab Code,” which you will find on the right-hand side of the webpage.”

Автор: Franke
Название: Statistics of Financial Markets
ISBN: 3540216758 ISBN-13(EAN): 9783540216759
Издательство: Springer
Цена: 8378.00 р.
Наличие на складе: Поставка под заказ.

Автор: Franke
Название: Statistics of Financial Markets
ISBN: 3540216758 ISBN-13(EAN): 9783540216759
Издательство: Springer
Цена: 8378.00 р.
Наличие на складе: Поставка под заказ.

Автор: Capi?ski
Название: Discrete Models of Financial Markets
ISBN: 0521175720 ISBN-13(EAN): 9780521175722
Издательство: Cambridge Academ
Рейтинг:
Цена: 6019.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: This book explains in simple settings the fundamental ideas of financial market modelling and derivative pricing, using the no-arbitrage principle. All proofs are written in a user-friendly, step-by-step manner and following a natural flow of thought. In this way the student learns how to tackle new problems.

Автор: Campbell, John W.
Название: The econometrics of financial markets
ISBN: 0691043019 ISBN-13(EAN): 9780691043012
Издательство: Wiley
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Цена: 11088.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Covers the spectrum of empirical finance, including the predictability of asset returns, tests of the Random Walk Hypothesis, the microstructure of securities markets, event analysis, the Capital Asset Pricing Model and the Arbitrage Pricing Theory, and the term structure of interest rates, dynamic models of economic equilibrium.

Автор: Kroszner Randall S
Название: Reforming U.S. Financial Markets
ISBN: 0262518732 ISBN-13(EAN): 9780262518734
Издательство: MIT Press
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Цена: 1825.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Two top economists outline distinctive approaches to post-crisis financial reform.

Автор: Kroszner Randall S
Название: Reforming U.S. Financial Markets
ISBN: 0262015455 ISBN-13(EAN): 9780262015455
Издательство: MIT Press
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Цена: 923.00 р.
Наличие на складе: Нет в наличии.

Описание: In J. S. Bach at His Royal Instrument, author Russell Stinson delves into various unexplored aspects of the organ works of Johann Sebastian Bach. Drawing on previous research and new archival sources, he sheds light on many of the most mysterious aspects of these masterpieces, and their reception, and shows how they have remained a fixture of Western culture for nearly three hundred years.

Автор: Ruey Tsay
Название: Analysis of Financial Time Series
ISBN: 0470414359 ISBN-13(EAN): 9780470414354
Издательство: Wiley
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Цена: 19792.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Analysis of Financial Time Series, Third Edition provides a broad, mature, and systematic introduction to current financial econometric models and their applications to modeling and prediction of financial time series data. It utilizes real-world examples and real financial data throughout the book to apply the models and methods described.

Автор: Lewis Margaret
Название: Applied statistics for economists
ISBN: 0415554683 ISBN-13(EAN): 9780415554688
Издательство: Taylor&Francis
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Цена: 11023.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: This book is an undergraduate text that introduces students to commonly used statistical methods in economics. Using examples based on contemporary economic issues and readily available data, it not only explains the mechanics of the various methods, but also guides students to connect statistical results to detailed economic interpretations. Because the goal is for students to be able to apply the statistical methods presented, online sources for economic data and directions for performing each task in Excel are also included.