Franke, Jurgen <br/><br/>
Statistics of financial market: an introduction 

 - 2a ed. 
 - Berlín  Springer  2008 
 - 501 p. 
<br/><br/>Contiene: 1. Derivatives.- 2. Introduction to option management.- 3. Basic concepts of probability theory.- 4. Stochastic processes in discrete time.- 5. Stochastic integrals and differencial equations.- 6. Black option pricing model.- 7. Binomial model for European options.- 8. American options.- 9. Exotic options.- 10. Models for the interest rate and interest rate derivates.- 11. Introduction definitions and concepts.- 12. ARIMA time series models.- 13. Time series with stochastic volatility.- 14. Non parametric concepts for financial.- 15. Princing options with flexible volatility estimators.- 16. Value at risk and backtesting.- 17. Copulae and value at risk.- 18. Statitics of extreme risks.- 19. Neural networks.- 20. Volatility risk of option portfolios.- 21. Nonparametric estimators for the probability of default.- 22. Credit risk management. 
<br/><br/><label>ISBN: </label>978-3-540-76269-0 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Mercados financieros
<br/><br/><label>Subjects--Index Terms: </label>Null 
<br/><br/><label>LC Class. No.: </label>HG/176.5/F73/2008