Universitext

Exercises and Solutions

By: Szymon Borak, Wolfgang Karl HÃ¤rdle, Brenda LÃ³pez-Cabrera

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Paperback | 11 January 2013 | Edition Number 2

At a Glance

Paperback
278 Pages

Edition Type
Revised

Dimensions(cm)
22.86 x 15.24 x 1.91

Paperback

$109.00

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Practice makes perfect. Therefore the best method of mastering models is working with them.

This book contains a large collection of exercises and solutions which will help explain the statistics of financial markets. These practical examples are carefully presented and provide computational solutions to specific problems, all of which are calculated using R and Matlab. This study additionally looks at the concept of corresponding Quantlets, the name given to these program codes and which follow the name scheme SFSxyz123.

The book is divided into three main parts, in which option pricing, time series analysis and advanced quantitative statistical techniques in finance is thoroughly discussed. The authors have overall successfully created the ideal balance between theoretical presentation and practical challenges.

Industry Reviews

From the book reviews:

"This edition in total presents 18 chapters, four pages of 'Symbols and Notations,' and another four and a half pages are devoted to providing definitions to commonly used terminology. ... this book is a useful supplement for students, professionals, and practitioners in the area of financial statistics and related fields. ... All the chapters of the book are carefully structured with natural flow. It is an interesting and useful collection of exercises, teaching theory by solving the related problems." (Technometrics, Vol. 55 (2), May, 2013)

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