Home Newsletter
News Books
Welcome to FreeScience.info Language/Lingua

Books 3054
· Book News
· Most clicked
· Least clicked

Search for a Book
Add a new Book

Statistics of Financial Markets

Statistics of Financial Markets
Author: J. Franke, W. Härdle, C. Hafner
Url: http://www.xplore-stat.de/ebooks/e-books_mva.html
Format: Html, Pdf
Year: 2004
Category: Statistics
Pages: 101
Clicks: 3091

Contents: Option Pricing; Derivatives; Introduction to Option Management; Basic Concepts of Probability Theory; Stochastic Processes in Discrete Time; Stochastic Integrals and Differential Equation; Black-Scholes Option Pricing Model; Binomial Model for European Options; American Options; Exotic Options and Interest Rate Derivatives; Statistical Model of Financial Time Series; Introduction: De nitions and Concepts; ARIMA Time Series Models; Time Series with Stochastic Volatility; Non-parametric Concepts for Financial Time Series; Selected Financial Applications; Valuing Options with Flexible Volatility Estimators; Value at Risk and Backtesting; Copulas and Value-at-Risk; Statistics of Extreme Risks; Neural Networks; Volatility Risk of Option Portfolios; Nonparametric Estimators for the Probability of Default.

Similar Books
Statistical Tools for Finance and Insurance
Mathematical Statistics for Economists
An introduction to the minimum description length principle
Time Series
Lectures in Mathematical Statistics
Statistics: Asymptotic Tools
Lectures on Statistics
Statistics: Methods and Applications
Revealing Statistical Principles

Home |  Authors | About | Contact Us |  Email 
 Copyright © 2002-2013 FreeScience.info. 

Best viewed with Mozilla 1.X 1024x768
free scientific books