Statistics of Financial Markets (Record no. 425839)
[ view plain ]
| 000 -LEADER | |
|---|---|
| fixed length control field | 03879nam a22005535i 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOKNUMBER | |
| International Standard Book Number | 9783540762720 |
| -- | 978-3-540-76272-0 |
| 024 7# - | |
| -- | 10.1007/978-3-540-76272-0 |
| -- | doi |
| 040 ## - | |
| -- | ISI Library, Kolkata |
| 050 #4 - | |
| -- | HB139-141 |
| 072 #7 - | |
| -- | KCH |
| -- | bicssc |
| 072 #7 - | |
| -- | BUS021000 |
| -- | bisacsh |
| 072 #7 - | |
| -- | KCH |
| -- | thema |
| 082 04 - DEWEYDECIMAL CLASSIFICATION NUMBER | |
| Classification number | 330.015195 |
| Edition number | 23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Franke, Jürgen. |
| Relator code | aut |
| -- | http://id.loc.gov/vocabulary/relators/aut |
| 245 10 - TITLE STATEMENT | |
| Title | Statistics of Financial Markets |
| Medium | [electronic resource] : |
| Remainder of title | An Introduction / |
| Statement of responsibility, etc | by Jürgen Franke, Wolfgang K. Härdle, Christian M. Hafner. |
| 250 ## - EDITIONSTATEMENT | |
| Edition statement | Second Edition. |
| 942 ## - ADDED ENTRY ELEMENTS(KOHA) | |
| Koha item type | E-BOOKS |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| -- | author. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE STATEMENTS | |
| Place of production, publication, distribution, manufacture | Berlin, Heidelberg : |
| Name of producer, publisher, distributor, manufacturer | Springer Berlin Heidelberg, |
| Date of production, publication, distribution, manufacture | 2008. |
| 300 ## - | |
| -- | XXII, 502 p. |
| -- | online resource. |
| 336 ## - CONTENT TYPE | |
| Content Type Term | text |
| Content Type Code | txt |
| Source | rdacontent |
| 337 ## - MEDIA TYPE | |
| Media Type Term | computer |
| Media Type Code | c |
| Source | rdamedia |
| 338 ## - CARRIER TYPE | |
| Carrier Type Term | online resource |
| Carrier Type Code | cr |
| Source | rdacarrier |
| 347 ## - | |
| -- | text file |
| -- | |
| -- | rda |
| 490 1# - | |
| -- | Universitext, |
| -- | 0172-5939 |
| 505 0# - | |
| -- | Option Pricing -- Derivatives -- to Option Management -- Basic Concepts of Probability Theory -- Stochastic Processes in Discrete Time -- Stochastic Integrals and Differential Equations -- Black-Scholes Option Pricing Model -- Binomial Model for European Options -- American Options -- Exotic Options -- Models for the Interest Rate and Interest Rate Derivatives -- Statistical Models of Financial Time Series -- Introduction: Definitions and Concepts -- ARIMA Time Series Models -- Time Series with Stochastic Volatility -- Non-parametric Concepts for Financial Time Series -- Selected Financial Applications -- Pricing Options with Flexible Volatility Estimators -- Value at Risk and Backtesting -- Copulae and Value at Risk -- Statistics of Extreme Risks -- Neural Networks -- Volatility Risk of Option Portfolios -- Nonparametric Estimators for the Probability of Default -- Credit Risk Management. |
| 520 ## - | |
| -- | Statistics of Financial Markets offers a vivid yet concise introduction to the growing field of statistical applications in finance. The reader will learn the basic methods to evaluate option contracts, to analyse financial time series, to select portfolios and manage risks making realistic assumptions of the market behaviour. The focus is both on fundamentals of mathematical finance and financial time series analysis and on applications to given problems of financial markets, making the book the ideal basis for lectures, seminars and crash courses on the topic. For the second edition the book has been updated and extensively revised. Several new aspects have been included, among others a chapter on credit risk management. |
| 650 #0 - | |
| -- | Econometrics. |
| 650 #0 - | |
| -- | Statistics. |
| 650 #0 - | |
| -- | Finance. |
| 650 14 - | |
| -- | Econometrics. |
| -- | http://scigraph.springernature.com/things/product-market-codes/W29010 |
| 650 24 - | |
| -- | Statistics for Business/Economics/Mathematical Finance/Insurance. |
| -- | http://scigraph.springernature.com/things/product-market-codes/S17010 |
| 650 24 - | |
| -- | Quantitative Finance. |
| -- | http://scigraph.springernature.com/things/product-market-codes/M13062 |
| 650 24 - | |
| -- | Finance, general. |
| -- | http://scigraph.springernature.com/things/product-market-codes/600000 |
| 700 1# - | |
| -- | Härdle, Wolfgang K. |
| -- | author. |
| -- | aut |
| -- | http://id.loc.gov/vocabulary/relators/aut |
| 700 1# - | |
| -- | Hafner, Christian M. |
| -- | author. |
| -- | aut |
| -- | http://id.loc.gov/vocabulary/relators/aut |
| 710 2# - | |
| -- | SpringerLink (Online service) |
| 773 0# - | |
| -- | Springer eBooks |
| 776 08 - | |
| -- | Printed edition: |
| -- | 9783540845430 |
| 776 08 - | |
| -- | Printed edition: |
| -- | 9783540762690 |
| 830 #0 - | |
| -- | Universitext, |
| -- | 0172-5939 |
| 856 40 - | |
| -- | https://doi.org/10.1007/978-3-540-76272-0 |
| 912 ## - | |
| -- | ZDB-2-SMA |
| 950 ## - | |
| -- | Mathematics and Statistics (Springer-11649) |
No items available.
