Statistics of Financial Markets: An Introduction - Universitext - Jurgen Franke - Books - Springer-Verlag Berlin and Heidelberg Gm - 9783642545382 - February 11, 2015
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Jurgen Franke
Statistics of Financial Markets: An Introduction - Universitext 4th ed. 2015 edition

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This book introduces statistical application in finance, with methods of evaluating option contracts, analyzing financial time series, choosing portfolios and managing risks. The 4th edition offers new chapters on long memory models, copulae and CDO valuation.

555 pages, 49 black & white illustrations, 114 colour illustrations, biography

Media Books     Paperback Book   (Book with soft cover and glued back)
Released February 11, 2015
ISBN13 9783642545382
Publishers Springer-Verlag Berlin and Heidelberg Gm
Pages 555
Dimensions 159 × 240 × 31 mm   ·   793 g

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