TY  - BOOK
AU  - Franke, Jurgen
TI  - Statistics of financial market: an introduction
SN  - 978-3-540-76269-0
AV  - HG/176.5/F73/2008 
CY  - Berlín
KW  - Mercados financieros
KW  - Null
N1  - 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
ER  -