| Autore: |
Franke, Jurgen
|
| Titolo: |
Statistics of financial markets : an introduction / Jurgen Franke, Wolfgang Karl Hardle, Christian Matthias Hafner
|
| Pubblicazione: |
Cham, : Springer, 2019 |
| Titolo uniforme: |
Statistics of financial markets : an introduction
|
| Edizione: |
5. ed |
| Descrizione fisica: |
xxxvi, 585 p. : ill. ; 24 cm |
| Soggetto topico: |
62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] |
| |
62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] |
| |
91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] |
| |
91B82 - Statistical methods; economic indices and measures [MSC 2020] |
| |
91B84 - Economic time series analysis [MSC 2020] |
| |
91G70 - Statistical methods; risk measures [MSC 2020] |
| |
91Gxx - Actuarial science and mathematical finance [MSC 2020] |
| Soggetto non controllato: |
ARIMA |
| |
Copulae |
| |
Credit risk |
| |
Crypto-currencies |
| |
Deep Learning |
| |
Discrete Time Dynamics |
| |
Exotic Options |
| |
Financial Time Series |
| |
Interest Rates |
| |
Neural networks |
| |
Option Management |
| |
Option Portfolios |
| |
Option pricing |
| |
Probability Theory |
| |
Quantitative Finance |
| |
Risk and Backtesting |
| |
Simulation Techniques |
| |
Stochastic Integrals |
| |
Stochastic differential equations |
| |
Stochastic processes |
| ISMN: |
9783030137519 |
| Altri autori: |
Hafner, Christian Matthias
Härdle, Wolfgang K.
|
| Titolo autorizzato: |
Statistics of financial markets : an introduction |
|
| Formato: |
Materiale a stampa  |
| Livello bibliografico |
Monografia |
| Lingua di pubblicazione: |
Inglese |
| Record Nr.: | VAN00127166 |
|
| Lo trovi qui: | Univ. Vanvitelli |
| Localizzazioni e accesso elettronico |
http://doi.org/10.1007/978-3-030-13751-9 |
| Opac: |
Controlla la disponibilità qui |
