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Statistics of financial market: an introduction

By: Franke, JurgenMaterial type: TextTextOriginal language: Spanish Publisher: Berlín ; Springer ; 2008Edition: 2a edDescription: 501 pISBN: 978-3-540-76269-0Subject(s): Mercados financieros | NullLOC classification: HG/176.5/F73/2008
Contents:
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.
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Item type Current location Call number Status Date due Barcode
Libros Libros Biblioteca de la Superintendencia del Mercado de Valores - SMV
HG/176.5/F73/2008 (Browse shelf) Available 00003447

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.

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