Statistics of financial markets : an introduction / Jurgen Franke, Wolfgang Karl Hardle, Christian Matthias Hafner |
Autore | Franke, Jurgen |
Edizione | [5. ed] |
Pubbl/distr/stampa | Cham, : Springer, 2019 |
Descrizione fisica | xxxvi, 585 p. : ill. ; 24 cm |
Altri autori (Persone) |
Hafner, Christian Matthias
Härdle, Wolfgang Karl |
Soggetto topico |
91Gxx - Actuarial science and mathematical finance [MSC 2020]
62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 91B84 - Economic time series analysis [MSC 2020] 91B82 - Statistical methods; economic indices and measures [MSC 2020] 91G70 - Statistical methods; risk measures [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 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0127166 |
Franke, Jurgen | ||
Cham, : Springer, 2019 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Statistics of financial markets : an introduction / Jurgen Franke, Wolfgang Karl Hardle, Christian Matthias Hafner |
Autore | Franke, Jurgen |
Edizione | [5. ed] |
Pubbl/distr/stampa | Cham, : Springer, 2019 |
Descrizione fisica | xxxvi, 585 p. : ill. ; 24 cm |
Altri autori (Persone) |
Hafner, Christian Matthias
Härdle, Wolfgang K. |
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 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN00127166 |
Franke, Jurgen | ||
Cham, : Springer, 2019 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|