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Statistics of Financial Markets

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Cover of 'Statistics of Financial Markets'

Table of Contents

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    Book Overview
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    Chapter 1 Derivatives
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    Chapter 2 Introduction to Option Management
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    Chapter 3 Basic Concepts of Probability Theory
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    Chapter 4 Stochastic Processes in Discrete Time
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    Chapter 5 Stochastic Integrals and Differential Equations
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    Chapter 6 Black–Scholes Option Pricing Model
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    Chapter 7 Binomial Model for European Options
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    Chapter 8 American Options
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    Chapter 9 Exotic Options
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    Chapter 10 Interest Rates and Interest Rate Derivatives
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    Chapter 11 Introduction: Definitions and Concepts
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    Chapter 12 ARIMA Time Series Models
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    Chapter 13 Time Series with Stochastic Volatility
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    Chapter 14 Long Memory Time Series
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    Chapter 15 Non-parametric and Flexible Time Series Estimators
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    Chapter 16 Value-at-Risk and Backtesting
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    Chapter 17 Copulae and Value at Risk
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    Chapter 18 Statistics of Extreme Risks
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    Chapter 19 Neural Networks
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    Chapter 20 Volatility Risk of Option Portfolios
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    Chapter 21 Non-parametric Estimators for the Probability of Default
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    Chapter 22 Credit Risk Management and Credit Derivatives
Attention for Chapter 17: Copulae and Value at Risk
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