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Statistics of financial markets: an introduction

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 reali...

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Detalles Bibliográficos
Autores principales: Franke, Jürgen, Härdle, Wolfgang Karl, Hafner, Christian Matthias
Lenguaje:eng
Publicado: Springer 2019
Materias:
Acceso en línea:https://dx.doi.org/10.1007/978-3-030-13751-9
http://cds.cern.ch/record/2681730
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author Franke, Jürgen
Härdle, Wolfgang Karl
Hafner, Christian Matthias
author_facet Franke, Jürgen
Härdle, Wolfgang Karl
Hafner, Christian Matthias
author_sort Franke, Jürgen
collection CERN
description 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.
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spelling cern-26817302021-04-21T18:22:48Zdoi:10.1007/978-3-030-13751-9http://cds.cern.ch/record/2681730engFranke, JürgenHärdle, Wolfgang KarlHafner, Christian MatthiasStatistics of financial markets: an introductionMathematical Physics and MathematicsNow 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.Springeroai:cds.cern.ch:26817302019
spellingShingle Mathematical Physics and Mathematics
Franke, Jürgen
Härdle, Wolfgang Karl
Hafner, Christian Matthias
Statistics of financial markets: an introduction
title Statistics of financial markets: an introduction
title_full Statistics of financial markets: an introduction
title_fullStr Statistics of financial markets: an introduction
title_full_unstemmed Statistics of financial markets: an introduction
title_short Statistics of financial markets: an introduction
title_sort statistics of financial markets: an introduction
topic Mathematical Physics and Mathematics
url https://dx.doi.org/10.1007/978-3-030-13751-9
http://cds.cern.ch/record/2681730
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