Statistics of Financial Markets: An Introduction

by Christian Matthias Hafner, Wolfgang Karl Hardle, Jurgen Franke, et al.

Now in its fifth 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 for 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...

• Format: Paperback
• Language: English
• ISBN: 3030137503
• ISBN13: 9783030137502
• Release Date: June 2019
• Publisher: Springer
• Length: 585 Pages
• Weight: 1.90 lbs.
• Dimensions: 1.3" x 6.1" x 9.2"