Jurgen Franke – Statistics of Financial Markets

Financial Engineers need a statistical and mathematical background in this text. Fundamentals of mathematical finance and financial time series analysis and applications to given problems of financial markets are the focus.

REVIEW

The reviews were from.

The book starts with five eye-catching pages that reproduce a student’s handwritten notes for the examination that is based on this book. The goal of the author was to satisfy the needs of different groups of readers. The students as well as their teachers have a variety of interrelated topics. The Journal of the Royal Statistical Society was written by Jordan Stoyanov. 169 (1), 169 (2), 169 (3), 169 (1), 169 (2), 169 (3), 169 (1), 169 (1), 169 (1), 169 (2), 169 (1), 169 (1), 169 (1), 169 (1), 169 (1), 169 (1), 169 (1), 169 (1), 169 (1), 169

The book provides a statistical approach to the theoretical and practical issues of stock trading. It is useful for anyone who is interested in the mathematical and statistical aspects of finance. It presents itself as a good reference not only for students and lecturers but also for researchers who are interested in the dynamics of the stock market. A step forward is provided by it. Mondi, Journal of Applied Statistics. It was 32(4) in 2005.

The book deals with some of the statistical techniques used in the analysis of financial time series. The lecture notes of a course have been edited and presented in a book format. It’s a good textbook, with lots of insights, careful presentations, and an ordered introduction. José Lis Perez is a writer. 1059 was published in 2005.

For a graduate level course, the textbook presents an introduction to financial mathematics. The text introduces the concepts of probability theory. The book could be used to teach a post-graduate course in financial mathematics. The South African Statistical Journal was written by Gary D Sharp.

The second edition was reviewed.

This book contains many well-chosen examples, sometimes insightful remarks, and an abundance of subjects that are important in the area of finance. The Zentralblatt MAth, Vol. is written by Johannes W. Nieuwenhuis. 1147, 2008)

The text gives an introduction to the theory of option pricing, interest rates and interest rate derivatives, value at risk and credit risk management. Asian options, look-back options, Cliquet options, as well as American options, make this book a good candidate for a fully integrated course text for a program in financial mathematics or financial statistics. Christian-Oliver Ewald is the author of Mathematical Reviews.