TY  - BOOK
AU  - Borak,Szymon
AU  - H�ardle,Wolfgang
AU  - L�opez Cabrera,Brenda
TI  - Statistics of financial markets: exercises and solutions 
T2  - Universitext,
SN  - 364233928X
U1  - 000SB:332 
PY  - 2013///
CY  - Heidelberg, New York
PB  - Springer
KW  - Finance
KW  - Statistical methods
KW  - Mathematical models
N1  - Includes bibliographical references (p. 243) and index; Option Pricing --; Derivatives --; Introduction to Option Management --; Basic Concepts of Probability Theory --; Stochastic Processes in Discrete Time --; Stochastic Integrals and Differential Equations --; Black-Scholes Option Pricing Model --; Binomial Model for European Options --; American Options --; Exotic Options --; Models for the Interest Rate and Interest Rate Derivatives --; Statistical Model of Financial Time Series --; Financial Time Series Models --; ARIMA Time Series Models --; Time Series with Stochastic Volatility --; Selected Financial Applications --; Value at Risk and Backtesting --; Copulae and Value at Risk --; Statistics of Extreme Risks --; Volatility Risk of Option Portfolios --; Portfolio Credit Risk
UR  - http://www.loc.gov/catdir/enhancements/fy1317/2012954542-b.html
UR  - http://www.loc.gov/catdir/enhancements/fy1317/2012954542-d.html
UR  - http://www.loc.gov/catdir/enhancements/fy1317/2012954542-t.html
ER  -