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Statistics of Financial Markets: An Introduction - Universitext (Paperback)
  • Statistics of Financial Markets: An Introduction - Universitext (Paperback)

Statistics of Financial Markets: An Introduction - Universitext (Paperback)

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Paperback 555 Pages / Published: 11/02/2015
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Now in its fourth 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 of 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 to given problems concerning financial markets, thus making the book the ideal basis for lectures, seminars and crash courses on the topic.

For this new edition the book has been updated and extensively revised and now includes several new aspects, e.g. new chapters on long memory models, copulae and CDO valuation. Practical exercises with solutions have also been added. Both R and Matlab Code, together with the data, can be downloaded from the book's product page and

Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN: 9783642545382
Number of pages: 555
Weight: 8599 g
Dimensions: 235 x 155 x 30 mm
Edition: 4th ed. 2015


"This book provides an excellent introduction to the tools from probability and statistics necessary to analyze financial data. Clearly written and accessible, it will be very useful to students and practitioners alike"

Yacine Ait-Sahalia, Otto Hack 1903 Professor of Finance and Economics, Princeton University

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