Statistics of Financial Markets
Exercises and Solutions
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Beschreibung
Practice makes perfect. Therefore the best method of mastering models is working with them. In this book we present a collection of exercises and solutions which can be helpful in the comprehension of Statistics of Financial Markets. The exercises illustrate the theory by discussing practical examples in detail. We provide computational solutions for the problems, which are all calculated using R and Matlab. The corresponding Quantlets - a name we give to these program codes - are provided in this book. They follow the name scheme SFSxyz123 and can be downloaded from the Springer homepage. We have sought to strike a balance between theoretical presentation and practical challenges. The book is divided into three main parts, in which we discuss option pricing, time series analysis and advanced quantitative statistical techniques in finance.
Using practical examples, this book helps to improve comprehension of Statistics of Financial Markets. The main topics are option pricing,
time series analysis and advanced quantitative statistical techniques in
finance. Includes solutions using R and MatLab.
Practice makes perfect. Therefore the best method of mastering models is working with them. In this book we present a collection of exercises and solutions which can be helpful in the comprehension of Statistics of Financial Markets. The exercises illustrate the theory by discussing practical examples in detail. We provide computational solutions for the problems, which are all calculated using R and Matlab. The corresponding Quantlets - a name we give to these program codes - are provided in this book. They follow the name scheme SFSxyz123 and can be downloaded from the Springer homepage. We have sought to strike a balance between theoretical presentation and practical challenges. The book is divided into three main parts, in which we discuss option pricing, time series analysis and advanced quantitative statistical techniques in finance.
Ideal basis for lectures, seminars and crash courses on statistical applications in finance Interactive approach using statistical software Includes exercises, soutions, and codes
Autor*in
Szymon Borak
Themen in »Statistics of Financial Markets«
Copulas Financial Engineering GARCH MATLAB Mathematical Finance Option Pricing Probability theory Statistics of Extremes Stochastic Processes Time series Value at Risk linear optimization
Stimmen zu »Statistics of Financial Markets«
"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, Hotto Hack 1903 Professor of Finance and Economics, Princeton University
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