Statistics of financial markets : an introduction
著者
書誌事項
Statistics of financial markets : an introduction
（Universitext）
Springer, c2008
2nd ed
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注記
Includes bibliographical references (p. [481]-495) and index
内容説明・目次
内容説明
Readers will find that, refreshingly, this text presents in a vivid yet concise style the necessary statistical and mathematical background for financial engineers. 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 topics have been included, such as a chapter on credit risk management.
目次
Option Pricing.- Statistical Model of Financial Time Series.- Selected Financial Applications.
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