Statistics of Financial Markets

By Jürgen Franke, Wolfgang Karl Härdle & Christian Matthias Hafner

Statistics of Financial Markets - Jürgen Franke, Wolfgang Karl Härdle & Christian Matthias Hafner
  • Release Date: 2008-01-08
  • Genre: Economics

Description

This text presents in a vivid yet concise style the necessary statistical and mathematical background for Financial Engineers. The focus is both on fundamentals of mathematical finance and financial time series analysis and on applications to given problems of financial markets.