Statistics of Financial Markets Exercises and Solutions Universitext Borak Szymon Härdle Wolfgang Karl López Cabrera Brenda

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Product details:

• ASIN ‏ : ‎ B00FC94AKU
• Author:  Szymon Borak (Author), Wolfgang Karl Härdle (Author), Brenda López-Cabrera (Author) 

Table of contents:

1. Option Pricing

1. Derivatives

2. Introduction to Option Management

3. Basic Concepts of Probability Theory

4. Stochastic Processes in Discrete Time

5. Stochastic Integrals and Differential Equations

6. Black-Scholes Option Pricing Model

7. Binomial Model for European Options

8. American Options

9. Exotic Options

10. Models for the Interest Rate and Interest Rate Derivatives

2. Statistical Model of Financial Time Series

11. Financial Time Series Models

12. ARIMA Time Series Models

13. Time Series with Stochastic Volatility

3. Selected Financial Applications

14. Value at Risk and Backtesting

15. Copulae and Value at Risk

16. Statistics of Extreme Risks

17. Volatility Risk of Option Portfolios

18. Portfolio Credit Risk

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