Statistics of Financial Markets : (Record no. 5527)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02786cam a22003015i 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20240316155017.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 150202s2015 gw |||| o |||| 0|eng |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9783030137502 |
| 041 ## - LANGUAGE CODE | |
| Language code of text/sound track or separate title | eng |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 330.015195 |
| Item number | FraS5 |
| 100 1# - MAIN ENTRY--AUTHOR NAME | |
| Personal name | Franke, Jürgen |
| 245 10 - TITLE STATEMENT | |
| Title | Statistics of Financial Markets : |
| Remainder of title | An Introduction / |
| Statement of responsibility, etc | Jürgen Franke, Wolfgang Karl Härdle and Christian Matthias Hafner |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 5th Ed. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication | Switzerland : |
| Name of publisher | Springer, |
| Year of publication | c2019. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | xxxvi, 555p. |
| 440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE | |
| Title | Universitext |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Part I Option Pricing: Derivatives -- Introduction to Option Management -- Basic Concepts of Probability Theory -- Stochastic Processes in Discrete Time -- Stochastic Integrals and Differential Equations -- Black-Scholes Option Pricing Model -- Binomial Model for European Options -- American Options -- Exotic Options -- Interest Rates and Interest Rate Derivatives -- Part II Statistical Models of Financial Time Series: Introduction - Definitions and Concepts -- ARIMA Time Series Models -- Time Series with Stochastic Volatility -- Long Memory Time Series -- Non-Parametric and Flexible Time Series Estimators -- Part III Selected Financial Applications: Copulae and Value at Risk -- Statistics of Extreme Risks -- Neural Networks -- Volatility Risk of Option Portfolios -- Nonparametric Estimators for the Probability of Default -- Credit Risk Management and Credit Derivatives -- Appendix: Integration Theory -- Portfolio Strategies. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | Now in its fourth 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 of 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 given problems concerning financial markets, thus making the book the ideal basis for lectures, seminars and crash courses on the topic. For this new edition the book has been updated and extensively revised and now includes several new aspects, e.g. new chapters on long memory models, copulae and CDO valuation. Practical exercises with solutions have also been added. Both R and Matlab Code, together with the data, can be downloaded from the book's product page and www.quantlet.de. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Economics, Mathematical |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Finance |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Statistics |
| 650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Statistics for Business, Management, Economics, Finance, Insurance |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Finance, General |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Quantitative Finance |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Hafner, Christian Matthias |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Härdle, Wolfgang Karl |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Books |
| Withdrawn status | Lost status | Damaged status | Collection code | Home library | Current library | Shelving location | Date acquired | Source of acquisition | Purchase Price | Bill number | Full call number | Accession Number | Print Price | Bill Date/Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Mathematics | Indian Institute of Technology Tirupati | Indian Institute of Technology Tirupati | General Stacks | 05/03/2024 | Shankar's Book Agency Pvt. Ltd. | 6375.62 | IN33416/23-24 | 330.015195 FraS5 | 10204 | 10935.89 | 20/12/2023 | Books |