Artículos relacionados a Statistics of Financial Markets: An Introduction (Universite...
Sinopsis
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.
"Sinopsis" puede pertenecer a otra edición de este libro.
Críticas
From the reviews: "The book starts ... with five eye-catching pages that reproduce a student’s handwritten notes for the examination that is based on this book. ... The material is well presented with a good balance between theoretical and applied aspects. ... The book is an excellent demonstration of the power of stochastics ... . The author’s goal is well achieved: this book can satisfy the needs of different groups of readers ... . this book can, and I expect it will, be successfully used ... . The variety of interrelated topics ... students as well as for their teachers." (Jordan Stoyanov, Journal of the Royal Statistical Society, Vol. 168 (4), 2005) "This book provides a statistical approach to the theoretical and practical issues relating to stock trading. Written by three specialists in closely related fields, it is highly useful for anyone interested in the mathematical and statistical aspects of finance ... . Its structure highlights a logical link ... thus presenting itself as a good reference not only for students and lecturers but also for researchers – in particular those keenly interested in the dynamics of the stock market. It provides a step forward towards ... ." (Kassim S. Mwitondi, Journal of Applied Statistics, Vol. 32 (4), 2005) "This book, a textbook as a matter of fact, deals with some of the statistical techniques which are most actively used in the analysis of financial time series ... . These are the lecture notes of a course on the subject, which have been carefully edited, and presented in book format. As such, it is a good textbook: lots of insights, careful presentations, ordered introduction." (José Lúis Fernandez Perez, Zentralblatt MATH, Vol. 1059 (10), 2005) "This textbook presents an introduction to financial mathematics for a graduate level course. The text briefly introduces the concepts of probability theory ... . The book could be used for teaching a post-graduate (honours and masters level), course in financial mathematics." (Gary D Sharp, South African Statistical Journal, March 2005) From the reviews of the second edition: "This book stand its numerous well-chosen examples, sometimes insightful remarks, and an abundance of subjects that are important in the area of finance. ... All in all this book is useful as collateral reading, and in the hands of an experienced lecturer this book could add to the success of his course." (Johannes W. Nieuwenhuis, Zentralblatt MATH, Vol. 1146, 2008) "Distinguishing itself from textbooks with similar titles, the text by Franke et al. also gives an introduction into the theory of option pricing, arbitrage, interest rates and interest rate derivatives, value at risk and credit risk management. ... It also includes material on exotic options (incl. Asian options, look-back options, Cliquet options) as well as American options, which ... make this book a good candidate for a fully integrated course text for a program in financial mathematics or financial statistics." (Christian-Oliver Ewald, Mathematical Reviews, Issue 2009 k)
Reseña del editor
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.
"Sobre este título" puede pertenecer a otra edición de este libro.
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Imagen de archivo
Statistics of Financial Markets. An Introduction.
Publicado por
Berlin, Springer., 2008
ISBN 10: 3540762698
ISBN 13: 9783540762690
Antiguo o usado
Tapa blanda
Librería: Universitätsbuchhandlung Herta Hold GmbH, Berlin, Alemania
Calificación del vendedor: 5 de 5 estrellas
2nd ed. XXII, 501 p. Softcover. 2nd Ed. Versand aus Deutschland / We dispatch from Germany via Air Mail. Einband bestoßen, daher Mängelexemplar gestempelt, sonst sehr guter Zustand. Imperfect copy due to slightly bumped cover, apart from this in very good condition. Stamped. 2nd edition. Stamped. Universitext Sprache: Englisch. Nº de ref. del artículo: 3316DB
Cantidad disponible: 1 disponibles
Imagen de archivo
Statistics of Financial Markets: An Introduction
Librería: Anybook.com, Lincoln, Reino Unido
Calificación del vendedor: 5 de 5 estrellas
Condición: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,900grams, ISBN:9783540762690. Nº de ref. del artículo: 8693942
Cantidad disponible: 1 disponibles
Imagen del vendedor
Statistics of financial markets : an introduction. [now with R & Matlab codes] Universitext
Publicado por
Berlin ; Heidelberg : Springer Verlag, 2008
ISBN 10: 3540762698
ISBN 13: 9783540762690
Antiguo o usado
Broschiert
Librería: books4less (Versandantiquariat Petra Gros GmbH & Co. KG), Welling, Alemania
Calificación del vendedor: 5 de 5 estrellas
Broschiert. Condición: Gut. 2nd edition. XXII, 501 Seiten : graph. Darst. Der Erhaltungszustand des hier angebotenen Werks ist trotz seiner Bibliotheksnutzung sehr sauber. Es befindet sich neben dem Rückenschild lediglich ein Bibliotheksstempel im Buch; ordnungsgemäß entwidmet. In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 770. Nº de ref. del artículo: 1700756
Cantidad disponible: 1 disponibles
Imagen de archivo
Statistics of Financial Markets
Publicado por
Springer Verlag, 2008
ISBN 10: 3540762698
ISBN 13: 9783540762690
Antiguo o usado
Tapa blanda
Librería: Munster & Company LLC, ABAA/ILAB, Corvallis, OR, Estados Unidos de America
Calificación del vendedor: 5 de 5 estrellas
Condición: Good. Springer Verlag, 2008. Cover very barely rubbed/soiled, corners and spine ends very lightly bumped; top/fore edge very lightly soiled/bumped, bottom edge lightly soiled/bumped; binding tight; cover, edges, and interior intact and very clean except as noted. paperback. Good. Nº de ref. del artículo: 609396
Cantidad disponible: 1 disponibles