[金融学] Statistics of Financial Markets《金融市场统计学第五版》 [推广有奖]

11楼

512661101 发表于 2024-3-7 09:57:28

谢谢分享！

12楼

redflame 发表于 2024-3-7 10:40:00

感谢分享

13楼

victorbian

发表于 2024-3-7 10:41:50

Statistics of Financial Markets: An IntroductionJürgen Franke, Wolfgang Karl Härdle, Christian Matthias HafnerNow in its fifth edition, this book offers a detailed yet concise introduction to the growing field of statistical applications in finance. The reader will learn the basic methods for evaluating option contracts, analyzing financial time series, selecting portfolios and managing risks based on realistic assumptions about market behavior. The focus is both on the fundamentals of mathematical finance and financial time series analysis, and on applications to specific problems concerning financial markets, thus making the book the ideal basis for lectures, seminars and crash courses on the topic. All numerical calculations are transparent and reproducible using quantlets.

For this new edition the book has been updated and extensively revised and now includes several new aspects such as neural networks, deep learning, and crypto-currencies. Both R and Matlab code, together with the data, can be downloaded from the book’s product page and the Quantlet platform.