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Practice makes perfect. Therefore the best method of mastering models is working with them. In this book we present a collection of exercises and solutions which can be helpful in the comprehension of Statistics of Financial Markets. The exercises illustrate the theory by discussing practical examples in detail. We provide computational solutions for the problems, which are all calculated using R and Matlab. The corresponding Quantlets - a name we give to these program codes - are provided in this book. They follow the name scheme SFSxyz123 and can be downloaded from the Springer homepage. We have sought to strike a balance between theoretical presentation and practical challenges. The book is divided into three main parts, in which we discuss option pricing, time series analysis and advanced quantitative statistical techniques in finance.
Electronic books. -- local. --- Finance -- Statistics. --- Financial services industry. --- Finance --- Pricing --- Time-series analysis --- Mathematics --- Physical Sciences & Mathematics --- Business & Economics --- Finance - General --- Mathematical Statistics --- Mathematical models --- Statistical methods --- Services, Financial --- Financial statistics --- Mathematics. --- Finance. --- Economics, Mathematical. --- Probabilities. --- Statistics. --- Public finance. --- Probability Theory and Stochastic Processes. --- Public Economics. --- Statistics for Business/Economics/Mathematical Finance/Insurance. --- Quantitative Finance. --- Finance, general. --- Service industries --- Distribution (Probability theory. --- Statistics for Business, Management, Economics, Finance, Insurance. --- Funding --- Funds --- Economics --- Currency question --- Statistical analysis --- Statistical data --- Statistical science --- Econometrics --- Cameralistics --- Public finance --- Distribution functions --- Frequency distribution --- Characteristic functions --- Probabilities --- Public finances --- Pricing. --- Mathematical models. --- Statistical methods. --- Statistics . --- Economics, Mathematical . --- Mathematical economics --- Probability --- Statistical inference --- Combinations --- Chance --- Least squares --- Mathematical statistics --- Risk --- Methodology --- Finance - Mathematical models --- Finance - Statistical methods
Choose an application
Practice makes perfect. Therefore the best method of mastering models is working with them. This book contains a large collection of exercises and solutions which will help explain the statistics of financial markets. These practical examples are carefully presented and provide computational solutions to specific problems, all of which are calculated using R and Matlab. This study additionally looks at the concept of corresponding Quantlets, the name given to these program codes and which follow the name scheme SFSxyz123. The book is divided into three main parts, in which option pricing, time series analysis and advanced quantitative statistical techniques in finance is thoroughly discussed. The authors have overall successfully created the ideal balance between theoretical presentation and practical challenges.
Credit -- Problems, exercises, etc. --- Finance -- Mathematical models -- Problems, exercises, etc. --- Finance -- Statistical methods. --- Pricing. --- Finance --- Pricing --- Time-series analysis --- Mathematics --- Physical Sciences & Mathematics --- Mathematical Statistics --- Mathematical models --- Statistical methods --- Analysis of time series --- Price policy --- Price policy, Industrial --- Retail pricing --- Statistics. --- Finance. --- Economics, Mathematical. --- Statistics for Business/Economics/Mathematical Finance/Insurance. --- Quantitative Finance. --- Finance, general. --- Economics --- Mathematical economics --- Econometrics --- Funding --- Funds --- Currency question --- Statistical analysis --- Statistical data --- Statistical science --- Methodology --- Statistics for Business, Management, Economics, Finance, Insurance. --- Time-series analysis. --- Mathematical models. --- Statistical methods. --- Statistics . --- Economics, Mathematical .
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