TY - BOOK ID - 7988715 TI - Statistics of Financial Markets : Exercises and Solutions AU - Borak, Szymon. AU - Härdle, Wolfgang Karl. AU - López-Cabrera, Brenda. PY - 2010 SN - 3642111335 9786613569554 1280391634 3642111343 9783642111334 PB - Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, DB - UniCat KW - Electronic books. -- local. KW - Finance -- Statistics. KW - Financial services industry. KW - Finance KW - Pricing KW - Time-series analysis KW - Mathematics KW - Physical Sciences & Mathematics KW - Business & Economics KW - Finance - General KW - Mathematical Statistics KW - Mathematical models KW - Statistical methods KW - Services, Financial KW - Financial statistics KW - Mathematics. KW - Finance. KW - Economics, Mathematical. KW - Probabilities. KW - Statistics. KW - Public finance. KW - Probability Theory and Stochastic Processes. KW - Public Economics. KW - Statistics for Business/Economics/Mathematical Finance/Insurance. KW - Quantitative Finance. KW - Finance, general. KW - Service industries KW - Distribution (Probability theory. KW - Statistics for Business, Management, Economics, Finance, Insurance. KW - Funding KW - Funds KW - Economics KW - Currency question KW - Statistical analysis KW - Statistical data KW - Statistical science KW - Econometrics KW - Cameralistics KW - Public finance KW - Distribution functions KW - Frequency distribution KW - Characteristic functions KW - Probabilities KW - Public finances KW - Pricing. KW - Mathematical models. KW - Statistical methods. KW - Statistics . KW - Economics, Mathematical . KW - Mathematical economics KW - Probability KW - Statistical inference KW - Combinations KW - Chance KW - Least squares KW - Mathematical statistics KW - Risk KW - Methodology KW - Finance - Mathematical models KW - Finance - Statistical methods KW - Finance, Public. UR - https://www.unicat.be/uniCat?func=search&query=sysid:7988715 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 -