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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.

Statistics. --- Statistics for Business/Economics/Mathematical Finance/Insurance. --- Quantitative Finance. --- Finance /Banking. --- Finance. --- Economics --- Banks and banking. --- Statistique --- Finances --- Banques --- Finance --- Pricing --- Time-series analysis --- Mathematical models --- Statistical methods --- AA / International- internationaal --- 303.0 --- 305.91 --- 333.642 --- 333.647 --- Statistische technieken in econometrie. Wiskundige statistiek (algemene werken en handboeken). --- Econometrie van de financiële activa. Portfolio allocation en management. CAPM. Bubbles. --- Termijn. Financial futures. --- Optiemarkt. --- Analysis of time series --- Autocorrelation (Statistics) --- Harmonic analysis --- Mathematical statistics --- Probabilities --- Price policy --- Price policy, Industrial --- Retail pricing --- Marketing --- Statistische technieken in econometrie. Wiskundige statistiek (algemene werken en handboeken) --- Econometrie van de financiële activa. Portfolio allocation en management. CAPM. Bubbles --- Termijn. Financial futures --- Optiemarkt