000			01519nam a2200289Ia 4500
000			nam a22 7a 4500
003			SMV
005			20210318010158.0
008			210318b ||||| |||| 00| 0 spa d
020			_a978-3-540-76269-0
040			_cSMV
041			_hspa
050			_aHG/176.5/F73/2008
100			_aFranke, Jurgen
245		0	_aStatistics of financial market: an introduction
250			_a2a ed.
260			_aBerlín
260			_bSpringer
260			_c2008
300			_a501 p.
505			_aContiene: 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.
650			_aMercados financieros
653			_aNull
942			_2lcc
942			_cLibros
942			_hHG/176.5/F73/2008
999			_c3742 _d3742