Автор: Franke Jurgen Название: Statistics of Financial Markets ISBN: 3642545386 ISBN-13(EAN): 9783642545382 Издательство: Springer Цена: 6544 р. Наличие на складе: Есть у поставщикаПоставка под заказ. Описание: This book introduces statistical application in finance, with methods of evaluating option contracts, analyzing financial time series, choosing portfolios and managing risks. The 4th edition offers new chapters on long memory models, copulae and CDO valuation.
Автор: Franke Название: Statistics of Financial Markets ISBN: 3540762698 ISBN-13(EAN): 9783540762690 Издательство: Springer Цена: 6073 р. Наличие на складе: Невозможна поставка. Описание: Presents the necessary statistical and mathematical background for Financial Engineers and introduces the main ideas in mathematical finance and financial statistics. This work covers topics such as: option valuation, financial time series analysis, value-at-risk, copulas, and statistics of the extremes.
Описание: All Finance Professionals Need to Understand Risk Companies must take risks to survive and prosper, but deciding which risks are acceptable, which are not, and what action to take is the tricky part. To be successful, all finance professionals need a solid understanding of risk. Risk Management and Financial Institutions, written by one of the most respected authorities on financial risk management, is thorough, textbook–level instruction for all finance professionals, on all aspects of financial risk. Fully revised and updated, this top–selling book clarifies such complex topics as the diff erent types of financial institutions and how they are regulated, valuation and scenario analysis, credit risk, margin and collateral, volatility, and much more. You?ll find new coverage of timely subjects, such as central clearing, scenario analysis, enterprise risk management, and the latest regulatory issues and gain access to a supplementary website with additional software and helpful learning aids. try." JOURNAL OF MOLECULAR GRAPHICS AND MODELLING "One cannot generally do better than to try to find an appropriate article in the highly successful Reviews in Computational Chemistry. The basic philosophy of the editors seems to be to help the authors produce chapters that are complete, accurate, clear, and accessible to experimentalists (in particular) and other nonspecialists (in general)." JOURNAL OF THE AMERICAN CHEMICAL SOCIETY