Statistics of Financial Markets: An Introduction (Universitext)

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9783540762690: Statistics of Financial Markets: An Introduction (Universitext)

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.

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"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)

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Franke, J?rgen
Editorial: Springer (2008)
ISBN 10: 3540762698 ISBN 13: 9783540762690
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Descripción Springer, 2008. Paperback. Estado de conservación: Used; Good. **SHIPPED FROM UK** We believe you will be completely satisfied with our quick and reliable service. All orders are dispatched as swiftly as possible! Buy with confidence!. Nº de ref. de la librería 2215926

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Franke, Jurgen; Hardle, Wolfgang Karl; Hafner, Christian Matthias
Editorial: Springer Verlag (2008)
ISBN 10: 3540762698 ISBN 13: 9783540762690
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Descripción Springer Verlag, 2008. paperback. Estado de conservación: Good. 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. Nº de ref. de la librería 609396

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J?rgen Franke; Wolfgang Karl H?rdle; Christian Matthias Hafner
Editorial: Springer (2008)
ISBN 10: 3540762698 ISBN 13: 9783540762690
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Descripción Springer, 2008. Paperback. Estado de conservación: Used: Good. This item is printed on demand. Nº de ref. de la librería SONG3540762698

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Jürgen Franke
Editorial: Springer (2008)
ISBN 10: 3540762698 ISBN 13: 9783540762690
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Descripción Springer, 2008. Paperback. Estado de conservación: Good. 2nd. Ships with Tracking Number! INTERNATIONAL WORLDWIDE Shipping available. May not contain Access Codes or Supplements. Buy with confidence, excellent customer service!. Nº de ref. de la librería 3540762698

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