Statistics of Financial Markets: An Introduction (Jürgen Franke, et al)

 
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Statistics of Financial Markets: An Introduction (Jürgen Franke, et al)

A clear yet succinct introduction to the expanding topic of statistical applications in finance may be found in Statistics of Financial Markets. The reader will learn the fundamental techniques for assessing option contracts, analyzing financial time series, choosing portfolios, and managing risks while making realistic market behavior assumptions.

The book is the perfect starting point for lectures, seminars, and crash courses on the subject because it focuses on both the principles of mathematical finance and financial time series analysis as well as applications to specific financial market situations.

The book has undergone substantial revision and updating for the second edition. There are a number of new additions, including a chapter on credit risk management.

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