Statistics of Financial Markets

Statistics of Financial Markets
by J. Franke, W. Härdle, C. Hafner

Publisher: Springer 2004
ISBN/ASIN: 3540216758
ISBN-13: 9783540216759
Number of pages: 424

Description:
The book presents in a vivid yet concise style the necessary statistical and mathematical background for Financial Engineers and introduces to the main ideas in mathematical finance and financial statistics. Topics covered are, among others, option valuation, financial time series analysis, value-at-risk, copulas, and statistics of the extremes.

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