000			01294cam a22003614a 4500
008			071128s2015 gw a b 001 0 eng
020			_a9783642545382
040			_aDLC _cDLC
050	0	0	_aHG176.5 _b.F73 2015
082	0	0	_a332.01'5195 _bFRA
100	1		_aFranke, Jürgen,
245	1	0	_aStatistics of financial markets : _ban introduction /
250			_a4th ed.
260			_aBerlin : _bSpringer-Verlag, _cc2015.
300			_axix, 555 p. :
504			_aIncludes bibliographical references and index.
520			_aThis book introduces statistical application in finance, with methods of evaluating option contracts, analyzing financial time series, choosing portfolios and managing risks. The 4th edition offers new chapters on long memory models, copulae and CDO valuation.
590			_aoif, 08/01/2019, ijb, 29/01/2019
591			_aLoans
650		0	_aFinance--Mathematical models
650		0	_aFinance--Statistical methods
650		0	_aFinance
650		0	_aFinancial Engineering
650		0	_aEconomics
650		0	_aStatistics
650		0	_aBanks and banking
650		0	_aMoney market
650		0	_aDerivative securities
700	1		_aHärdle, Wolfgang.
700	1		_aHafner, Christian Matthias.
942			_2ddc _cBOOK
949			_a332.01'5195 FRA
999			_c11127 _d11127