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Statistics of Financial Markets : An Introduction
Overview of attention for book
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
Models for the Interest Rate 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
Non-parametric Concepts for Financial Time Series
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Chapter 15
Pricing Options with Flexible Volatility 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
Nonparametric Estimators for the Probability of Default
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Chapter 22
Credit Risk Management
Overall attention for this book and its chapters
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Mentioned by
syllabi
4
institutions with syllabi
Readers on
mendeley
12
Mendeley
Book overview
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
11. Introduction: Definitions and Concepts
12. ARIMA Time Series Models
13. Time Series with Stochastic Volatility
14. Non-parametric Concepts for Financial Time Series
15. Pricing Options with Flexible Volatility Estimators
16. Value at Risk and Backtesting
17. Copulae and Value at Risk
18. Statistics of Extreme Risks
19. Neural Networks
20. Volatility Risk of Option Portfolios
21. Nonparametric Estimators for the Probability of Default
22. Credit Risk Management
Summary
Syllabi
This data is correct as of December 2015 - for more up to date information, please visit
https://opensyllabus.org/
So far, Altmetric has seen this research output assigned in
7
syllabi from
4
institutions on Open Syllabus Project.
Institution
Syllabi count
Course subject areas covered
Brunel University Uxbridge
4
Business
Coventry University
1
Unknown
The Robert Gordon University
1
Unknown
University of Plymouth
1
Unknown