Name: Statistics of Financial Markets
Price: 895.95 DKK
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Author: Jürgen Franke
ISBN: 9783642545382

Statistics of Financial Markets af Jürgen Franke

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This book introduces statistical application in finance, with methods of evaluating option contracts, analyzing financial time series, choosing portfolios and managing risks. The 4th edition offers new chapters on long memory models, copulae and CDO valuation.

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Sprog:
Engelsk

ISBN:
9783642545382

Forlag:
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Indbinding:
Paperback

Sideantal:
555

Udgivet:
11. Februar 2015

Udgave:
42015

Størrelse:
240x159x31 mm.

Vægt:
858 g.

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This book introduces statistical application in finance, with methods of evaluating option contracts, analyzing financial time series, choosing portfolios and managing risks. The 4th edition offers new chapters on long memory models, copulae and CDO valuation.

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Business og læring > Økonomi og finans

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