TY - GEN digital ID - 131713574 TI - Statistics of Financial Markets : Exercises and Solutions AU - Borak, Szymon AU - Härdle, Wolfgang Karl AU - López-Cabrera, Brenda PY - 2010 SN - 9783642111341 9783642111358 9783642111334 PB - Berlin, Heidelberg Springer DB - UniCat KW - Statistical science KW - Public finance KW - Finance KW - Public economics KW - Economics KW - Operational research. Game theory KW - Mathematical statistics KW - Probability theory KW - Mathematics KW - Business economics KW - kennis KW - financieel management KW - waarschijnlijkheidstheorie KW - stochastische analyse KW - economie KW - statistiek KW - sociale interventies KW - financiën KW - overheidsfinanciën KW - econometrie KW - wiskunde KW - kansrekening UR - https://www.unicat.be/uniCat?func=search&query=sysid:131713574 AB - 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. ER -