Author

Contributions

  • Härdle, Wolfgang - Contributor
  • López Cabrera, Brenda - Contributor
  • SpringerLink (Online service) - Contributor

Publication

2013 - Springer Berlin Heidelberg, Berlin, Heidelberg, Germany

Language

English

Word Count

67,750 words, Guess

Page Count

271 pages

Physical Format

[electronic resource] :

Identifiers

Classifications

  • DDC330.015195
  • LCCQA276-280

Description

<p>Practice makes perfect. Therefore the best method of mastering models is working with them. </p><p>This book contains a large collection of exercises and solutions which will help explain the statistics of financial markets. These practical examples are carefully presented and provide computational solutions to specific problems, all of which are calculated using R and Matlab. This study additionally looks at the concept of corresponding Quantlets, the name given to these program codes and which follow the name scheme SFSxyz123. </p><p>The book is divided into three main parts, in which option pricing, time series analysis and advanced quantitative statistical techniques in finance is thoroughly discussed. The authors have overall successfully created the ideal balance between theoretical presentation and practical challenges.</p>

Subjects

Series Statement

  • Universitext

Links

Other Editions

  • Statistics of Financial Markets: Exercises and Solutions[electronic resource] :Springer Berlin Heidelberg2013-01-01

Reader Reviews

No reviews yet for this book.

Be the first to share your thoughts!