Statistics of Financial Markets - An Introduction (Paperback, 5th 2019 ed.)

Now in its fifth edition, this book offers a detailed yet concise introduction to the growing field of statistical applications in finance. The reader will learn the basic methods for evaluating option contracts, analyzing financial time series, selecting portfolios and managing risks based on realistic assumptions about market behavior. The focus is both on the fundamentals of mathematical finance and financial time series analysis, and on applications to specific problems concerning financial markets, thus making the book the ideal basis for lectures, seminars and crash courses on the topic. All numerical calculations are transparent and reproducible using quantlets. For this new edition the book has been updated and extensively revised and now includes several new aspects such as neural networks, deep learning, and crypto-currencies. Both R and Matlab code, together with the data, can be downloaded from the book's product page and the Quantlet platform. The Quantlet platform quantlet.de, quantlet.com, quantlet.org is an integrated QuantNet environment consisting of different types of statistics-related documents and program codes. Its goal is to promote reproducibility and offer a platform for sharing validated knowledge native to the social web. QuantNet and the corresponding Data-Driven Documents-based visualization allow readers to reproduce the tables, pictures and calculations inside this Springer book. "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, Otto Hack 1903 Professor of Finance and Economics, Princeton University

General

Imprint:	Springer Nature Switzerland AG
Country of origin:	Switzerland
Series:	Universitext
Release date:	June 2019
Authors:	Jurgen Franke • Wolfgang Karl Hardle • Christian Matthias Hafner
Dimensions:	234 x 156 x 32mm (L x W x T)
Format:	Paperback - Trade
Pages:	585
Edition:	5th 2019 ed.
ISBN-13:	978-3-03-013750-2
Languages:	English
Subtitles:	German
Categories:	Books > Business & Economics > Economics > Macroeconomics > General Books > Business & Economics > Economics > Econometrics > Economic statistics Books > Science & Mathematics > Mathematics > Algebra > General Books > Science & Mathematics > Mathematics > Applied mathematics > General Books > Business & Economics > Finance & accounting > Finance > Insurance > General Books > Money & Finance > Insurance > General
LSN:	3-03-013750-3
Barcode:	9783030137502

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