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Catalogue Information
Field name	Details
Dewey Class	330.015195
Title	Statistics of Financial Markets ([Ebook]) : An Introduction / by Jürgen Franke, Wolfgang K. Härdle, Christian M. Hafner.
Author	Franke, Jürgen
Added Personal Name	Härdle, Wolfgang. , 1953-
Added Personal Name	Hafner, Christian M.
Other name(s)	SpringerLink (Online service)
Edition statement	Second edition
Publication	Berlin, Heidelberg : Springer , 2008.
Physical Details	XXII, 505 pages : online resource.
Series	Universitext
ISBN	9783540762720
Summary Note	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.:
Contents note	Option Pricing -- Statistical Model of Financial Time Series -- Selected Financial Applications.
System details note	Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users)
Internet Site	http://dx.doi.org/10.1007/978-3-540-76272-0
Links to Related Works	Subject References: Banks and banking . Economics . Finance . Finance /Banking . Quantitative Finance . Statistics . Statistics for Business/Economics/Mathematical Finance/Insurance . Authors: author . Franke, Jürgen . Härdle, Wolfgang. 1953- . Hafner, Christian M. . Corporate Authors: SpringerLink (Online service) . Series: Universitext . Classification: 330.015195 . 330.015195 (DDC 22) .

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Statistics of Financial Markets: An Introduction

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