Authors:
- Ideal basis for lectures, seminars and crash courses on statistical applications in finance
- Interactive approach using statistical software
- Includes exercises, soutions, and codes
- Includes supplementary material: sn.pub/extras
Part of the book series: Universitext (UTX)
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Table of contents (18 chapters)
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Front Matter
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Option Pricing
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Front Matter
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Statistical Model of Financial Time Series
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Front Matter
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Selected Financial Applications
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Front Matter
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About this book
Reviews
Authors and Affiliations
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Ladislaus von Bortkiewicz Chair of Stati, C.A.S.E. Centre for Applied Statistics a, Humboldt-Universität zu Berlin, Berlin, Germany
Szymon Borak, Wolfgang Karl Härdle, Brenda López Cabrera
About the authors
Dr. Szymon Borak received in 2008 his Ph.D. in Quantitative Finance and Statistics from Humboldt- Universität zu Berlin. His research focused on dynamic semi parametric factor models applied to implied volatility structures and energy markets. Currently he is working as a risk analyst in the City of London on modelling, risk management and regulatory issues of structured financial products.
Wolfgang K. Härdle is a professor of statistics at the Humboldt-Universität zu Berlin and director of CASE - the Center for Applied Statistics and Economics. He teaches quantitative finance and semiparametric statistical methods. His research focuses on dynamic factor models, mulitvariate statistics in finance and computational statistics. He is an elected ISI member and advisor to the Guanghua School of Management, Peking University.
Dr. Brenda López Cabrera is a researcher at C.A.S.E. - Centre for Applied Statistics and Economics, Humboldt Universität zu Berlin. She teaches “Statistical Tools in Finance and Insurance” and “Advanced Methods in Quantitative Finance”. Her research interests are in applications within the field of statistical analysis of options, insurance and energy. She concentrates on economic risk of natural hazards and focuses on Catastrophe Bonds, Weather and Energy Markets.
Bibliographic Information
Book Title: Statistics of Financial Markets
Book Subtitle: Exercises and Solutions
Authors: Szymon Borak, Wolfgang Karl Härdle, Brenda López Cabrera
Series Title: Universitext
DOI: https://doi.org/10.1007/978-3-642-11134-1
Publisher: Springer Berlin, Heidelberg
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer-Verlag Berlin Heidelberg 2010
eBook ISBN: 978-3-642-11134-1Published: 21 June 2010
Series ISSN: 0172-5939
Series E-ISSN: 2191-6675
Edition Number: 1
Number of Pages: XX, 229
Topics: Probability Theory and Stochastic Processes, Public Economics, Statistics for Business, Management, Economics, Finance, Insurance, Quantitative Finance, Finance, general