Jürgen Franke

Werner Fuchs

Knaurs Buch der Rollenspiele

Wolfgang Karl Härdle

Christian Matthias Hafner

Statistics of Financial Markets offers a vivid yet concise introduction to the growing field of statistical application in finance. The reader will learn the basic methods of evaluating option contracts, analysing financial time series, selecting portfolios and managing risks making realistic assumptions of the market behaviour. The focus is both on the fundamentals of mathematical finance and financial time series analysis and on applications to given problems of financial markets, thus making the book the ideal basis for lecturers, seminars and crash courses on the topic. For the third edition the book has been updated and extensively revised. Several new aspects have been included: new chapters on long memory models, copulae and CDO valuation. Practical exercises have been added, the solutions of which are provided in the book by S. Borak, W. Härdle and B. Lopez Cabrera (2010) ISBN 978-3-642-11133-4. “Both R and Matlab Code, together with the data, can be downloaded by clicking on the Additional Information tab labeled “R and Matlab Code,” which you will find on the right-hand side of the webpage.”

An Introduction

Statistics of Financial Markets

Hans-Werner Steinberg

Theo Gasser

An Empirical Comparison of Estimates of the Order

Fitting Autoregressive Processes to EEG Time Series

Readers will find that, refreshingly, 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, making the book the ideal basis for lectures, seminars and crash courses on the topic. For the second edition the book has been updated and extensively revised. Several new topics have been included, such as a chapter on credit risk management.

S. Fienberg

J. Franke

Wolfgang Härdle

Gerhard Stahl

P. Bickel

P. Diggle

This collection of articles by leading researchers will be of interest to people working in the area of mathematical finance.

Measuring Risk in Complex Stochastic Systems

Jürgen Franke

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