Statistics of financial markets : an introduction /

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Bibliographic Details
Author / Creator:Franke, Jürgen, 1952-
Edition:2nd ed.
Imprint:Berlin : Springer-Verlag, c2008.
Description:1 online resource (xxii, 501 p.) : ill.
Language:English
Series:Universitext
Universitext.
Subject:
Format: E-Resource Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/8885378
Hidden Bibliographic Details
Other authors / contributors:Hardle, Wolfgang.
Hafner, Christian.
ISBN:9783540762720
3540762728
9783540762690
3540762698
9786611355500
6611355502
Notes:Description based on print version record.
Summary:"Statistics Of Financial Markets offers a vivid yet concise introduction to the growing field of statistical applications in finance. The reader will learn the basic methods to evaluate option contracts, to analyse financial time series, to select portfolios and manage risks making realistic assumptions of the market behaviour." "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 aspects have been included, among others a chapter on credit risk management."--Jacket.
Other form:Print version: Franke, Jürgen, 1952- Statistics of financial markets. 2nd ed. Berlin : Springer-Verlag, c2008 9783540762690 3540762698