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Catalogue Information
Field name	Details
Dewey Class	330.015195
Title	Statistics of Financial Markets ([Ebook]) : Exercises and Solutions / by by Szymon Borak, Wolfgang Karl Härdle, Brenda López Cabrera
Author	Borak, Szymon
Added Personal Name	Härdle, Wolfgang. , 1953-
Added Personal Name	López Cabrera, Brenda
Other name(s)	SpringerLink (Online service)
Publication	Berlin, Heidelberg : Springer , 2010.
Physical Details	XX, 229 pages : online resource.
Series	Universitext
ISBN	9783642111341
Summary Note	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.:
Contents note	Part I: Option Pricing -- Part II: Statistical Model of Financial Time Series -- Part III 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/10.1007/978-3-642-11134-1
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 . Borak, Szymon . Härdle, Wolfgang. 1953- . López Cabrera, Brenda . Corporate Authors: SpringerLink (Online service) . Series: Universitext . Classification: 330.015195 . 330.015195 (DDC 23) .

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Statistics of Financial Markets: Exercises and Solutions

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