Statistics of Financial Markets: Exercises and Solutions - Couverture souple
Livre 148 sur 261: Universitext
Synopsis
Option Pricing.- Derivatives.- 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.
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