Einführung in die Statistik der Finanzmärkte

Author: Jürgen Franke,Wolfgang Karl Härdle,Christian Matthias Hafner

Publisher: Springer

ISBN: 9783540405580

Category: Business & Economics

Page: 428

View: 5472

E-book Version unter www.xplore-stat.de/ebooks/ebooks.html.
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Einführung in die Statistik der Finanzmärkte

Author: Jürgen Franke,Wolfgang Härdle,Christian M. Hafner

Publisher: N.A

ISBN: 9783540417224

Category: Financial engineering

Page: 358

View: 5195

Das Buch vermittelt die nAtigen mathematischen und statistischen Grundlagen fA1/4r eine TAtigkeit im Financial Engineering. Es wird eine A1/4berschaubare EinfA1/4hrung in wichtige Ideen aus den verschiedensten Bereichen der Finanzmathematik und Finanzstatistik gegeben. Es werden dabei sowohl die klassische Theorie der Bewertung von Derivaten, die Grundlagen der Finanzzeitreihenanalyse wie auch statistische Aspekte beim Einsatz finanzmathematischer Verfahren, d.h. die Auswahl geeigneter Modelle, vorgestellt sowie ihre Anpassung und Validierung anhand von Daten. Auf der beigefA1/4gten CD-ROM befindet sich der Inhalt des Buches als HTML- und PDF-File, wobei alle Tabellen und Graphiken interaktiv reproduziert und verAndert werden kAnnen. Eine Netzversion ist zu finden auf: www.quantlet.com. Das Buch richtet sich an Studenten wie Praktiker, die ihr im Beruf erworbenes Wissen vertiefen und verbreitern wollen.
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Statistics of Financial Markets

An Introduction

Author: Jürgen Franke,Wolfgang Karl Härdle,Christian Matthias Hafner

Publisher: Springer

ISBN: 3642545394

Category: Business & Economics

Page: 555

View: 1235

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
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Statistics of Financial Markets

Exercises and Solutions

Author: Szymon Borak,Wolfgang Karl Härdle,Brenda López-Cabrera

Publisher: Springer Science & Business Media

ISBN: 3642339298

Category: Business & Economics

Page: 246

View: 7144

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.
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Statistics of Financial Markets, An Introduction

Statistics, Statistics

Author: CTI Reviews

Publisher: Cram101 Textbook Reviews

ISBN: 1467203718

Category: Education

Page: 27

View: 7571

Facts101 is your complete guide to Statistics of Financial Markets, An Introduction. In this book, you will learn topics such as as those in your book plus much more. With key features such as key terms, people and places, Facts101 gives you all the information you need to prepare for your next exam. Our practice tests are specific to the textbook and we have designed tools to make the most of your limited study time.
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Statistics and Data Analysis for Financial Engineering

Author: David Ruppert

Publisher: Springer Science & Business Media

ISBN: 9781441977878

Category: Business & Economics

Page: 638

View: 9743

Financial engineers have access to enormous quantities of data but need powerful methods for extracting quantitative information, particularly about volatility and risks. Key features of this textbook are: illustration of concepts with financial markets and economic data, R Labs with real-data exercises, and integration of graphical and analytic methods for modeling and diagnosing modeling errors. Despite some overlap with the author's undergraduate textbook Statistics and Finance: An Introduction, this book differs from that earlier volume in several important aspects: it is graduate-level; computations and graphics are done in R; and many advanced topics are covered, for example, multivariate distributions, copulas, Bayesian computations, VaR and expected shortfall, and cointegration. The prerequisites are basic statistics and probability, matrices and linear algebra, and calculus. Some exposure to finance is helpful.
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The Statistical Mechanics of Financial Markets

Author: Johannes Voit

Publisher: Springer Science & Business Media

ISBN: 3662044234

Category: Science

Page: 220

View: 8366

A careful examination of the interaction between physics and finance. It takes a look at the 100-year-long history of co-operation between the two fields and goes on to provide new research results on capital markets - taken from the field of statistical physics. The random walk model, well known in physics, is one good example of where the two disciplines meet. In the world of finance it is the basic model upon which the Black-Scholes theory of option pricing and hedging has been built. The underlying assumptions are discussed using empirical financial data and analogies to physical models such as fluid flows, turbulence, or superdiffusion. On this basis, new theories of derivative pricing and risk control can be formulated.
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R für Dummies

Author: Andrie de Vries,Joris Meys

Publisher: John Wiley & Sons

ISBN: 3527812520

Category: Computers

Page: 414

View: 2543

Wollen Sie auch die umfangreichen Möglichkeiten von R nutzen, um Ihre Daten zu analysieren, sind sich aber nicht sicher, ob Sie mit der Programmiersprache wirklich zurechtkommen? Keine Sorge - dieses Buch zeigt Ihnen, wie es geht - selbst wenn Sie keine Vorkenntnisse in der Programmierung oder Statistik haben. Andrie de Vries und Joris Meys zeigen Ihnen Schritt für Schritt und anhand zahlreicher Beispiele, was Sie alles mit R machen können und vor allem wie Sie es machen können. Von den Grundlagen und den ersten Skripten bis hin zu komplexen statistischen Analysen und der Erstellung aussagekräftiger Grafiken. Auch fortgeschrittenere Nutzer finden in diesem Buch viele Tipps und Tricks, die Ihnen die Datenauswertung erleichtern.
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Enzyklopädie der Chartmuster

Author: Thomas N. Bulkowski

Publisher: FinanzBuch Verlag

ISBN: 9783898790840

Category: Chart-Analyse

Page: 719

View: 8564

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Irrationaler Überschwang

Author: Robert J. Shiller

Publisher: Plassen Verlag

ISBN: 386470264X

Category: Political Science

Page: 432

View: 4894

Er hat die Technologieblase vorhergesagt und vor der Immobilienblase warnte er ebenfalls frühzeitig. Nun analysiert Wirtschafts-Nobelpreisträger Robert Shiller die aktuelle Situation an den Finanzmärkten – und warnt erneut. Mit seiner Theorie des "Irrationalen Überschwangs" zeigt Nobelpreisträger Robert Shiller, dass Euphorie seitens der Akteure die Märkte auf unhaltbare und gefährliche Niveaus treiben kann. So geschehen in den Jahren 2000 bei der Hightechblase und 2007/2008 bei der Subprimeblase, die Shiller präzise vorhergesagt hat. Dies ist die dritte, aktualisierte und erweiterte Auflage seines Klassikers. Shiller bezieht hier erstmals auch den Anleihenmarkt ein und gibt Empfehlungen, was die Individuen und die Politik im Lichte der aktuellen Situation an den Finanzmärkten tun sollten.
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An Introduction to Financial Markets

A Quantitative Approach

Author: Paolo Brandimarte

Publisher: John Wiley & Sons

ISBN: 1118594665

Category: Mathematics

Page: 784

View: 4770

COVERS THE FUNDAMENTAL TOPICS IN MATHEMATICS, STATISTICS, AND FINANCIAL MANAGEMENT THAT ARE REQUIRED FOR A THOROUGH STUDY OF FINANCIAL MARKETS This comprehensive yet accessible book introduces students to financial markets and delves into more advanced material at a steady pace while providing motivating examples, poignant remarks, counterexamples, ideological clashes, and intuitive traps throughout. Tempered by real-life cases and actual market structures, An Introduction to Financial Markets: A Quantitative Approach accentuates theory through quantitative modeling whenever and wherever necessary. It focuses on the lessons learned from timely subject matter such as the impact of the recent subprime mortgage storm, the collapse of LTCM, and the harsh criticism on risk management and innovative finance. The book also provides the necessary foundations in stochastic calculus and optimization, alongside financial modeling concepts that are illustrated with relevant and hands-on examples. An Introduction to Financial Markets: A Quantitative Approach starts with a complete overview of the subject matter. It then moves on to sections covering fixed income assets, equity portfolios, derivatives, and advanced optimization models. This book’s balanced and broad view of the state-of-the-art in financial decision-making helps provide readers with all the background and modeling tools needed to make “honest money” and, in the process, to become a sound professional. Stresses that gut feelings are not always sufficient and that “critical thinking” and real world applications are appropriate when dealing with complex social systems involving multiple players with conflicting incentives Features a related website that contains a solution manual for end-of-chapter problems Written in a modular style for tailored classroom use Bridges a gap for business and engineering students who are familiar with the problems involved, but are less familiar with the methodologies needed to make smart decisions An Introduction to Financial Markets: A Quantitative Approach offers a balance between the need to illustrate mathematics in action and the need to understand the real life context. It is an ideal text for a first course in financial markets or investments for business, economic, statistics, engi­neering, decision science, and management science students.
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Statistical Models and Methods for Financial Markets

Author: Tze Leung Lai,Haipeng Xing

Publisher: Springer Science & Business Media

ISBN: 0387778276

Category: Business & Economics

Page: 356

View: 1900

The idea of writing this bookarosein 2000when the ?rst author wasassigned to teach the required course STATS 240 (Statistical Methods in Finance) in the new M. S. program in ?nancial mathematics at Stanford, which is an interdisciplinary program that aims to provide a master’s-level education in applied mathematics, statistics, computing, ?nance, and economics. Students in the programhad di?erent backgroundsin statistics. Some had only taken a basic course in statistical inference, while others had taken a broad spectrum of M. S. - and Ph. D. -level statistics courses. On the other hand, all of them had already taken required core courses in investment theory and derivative pricing, and STATS 240 was supposed to link the theory and pricing formulas to real-world data and pricing or investment strategies. Besides students in theprogram,thecoursealso attractedmanystudentsfromother departments in the university, further increasing the heterogeneity of students, as many of them had a strong background in mathematical and statistical modeling from the mathematical, physical, and engineering sciences but no previous experience in ?nance. To address the diversity in background but common strong interest in the subject and in a potential career as a “quant” in the ?nancialindustry,thecoursematerialwascarefullychosennotonlytopresent basic statistical methods of importance to quantitative ?nance but also to summarize domain knowledge in ?nance and show how it can be combined with statistical modeling in ?nancial analysis and decision making. The course material evolved over the years, especially after the second author helped as the head TA during the years 2004 and 2005.
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Kleines Handbuch für den Umgang mit Unwissen

Author: Nassim Nicholas Taleb

Publisher: Albrecht Knaus Verlag

ISBN: 364111991X

Category: Business & Economics

Page: 128

View: 8333

Eine Anleitung zum Nach-, Quer- und Gegendenken »Ich weiß, dass ich nichts wei߫, erkannte bereits Sokrates. Wie wir aber mit dem Unbekannten, mit dem, was wir nicht wissen, faktisch umgehen und idealerweise umgehen sollten, das beschreibt der Risikoforscher und Essayist Nassim Nicholas Taleb in seinem Handbuch. Er enthüllt die Begrenztheiten unserer Datenverliebtheit genauso wie die folgenschweren Irrtümer und Voreingenommenheiten unseres Denkens. So zeigt er, wie uns Denkfehler, falsche Kategorien und blinde Flecken immer wieder in die Irre führen – und wie wir mit Unwissen gewinnbringend umgehen können. Denn: »Für den einen ist ein Irrtum bloß ein Irrtum, für den anderen ist er eine Information.«
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Statistics and Finance

An Introduction

Author: David Ruppert

Publisher: Springer Science & Business Media

ISBN: 9780387202709

Category: Business & Economics

Page: 473

View: 9496

This textbook emphasizes the applications of statistics and probability to finance. It reviews the basics and advanced topics are introduced, including behavioral finance. The book serves as a text in courses, and those in the finance industry can use it for self-study.
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Business Information Sources

Author: Lorna M. Daniells

Publisher: Univ of California Press

ISBN: 9780520081802

Category: Business & Economics

Page: 725

View: 2745

Lists and describes the various types of general business reference sources and sources having to do with specific management functions and fields
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