Statistics of Financial Markets offers a vivid yet concise introduction to the growing field of statistical application in finance. The reader will learn the basic methods of evaluating option contracts, analysing financial time series, selecting portfolios and managing risks making realistic assumptions of the market behaviour. The focus is both on the fundamentals of mathematical finance and financial time series analysis and on applications to given problems of financial markets, thus making the book the ideal basis for lecturers, seminars and crash courses on the topic. For the third edition the book has been updated and extensively revised. Several new aspects have been included: new chapters on long memory models, copulae and CDO valuation.Practical exercises have been added, the solutions of which are provided in the book by S. Borak, W. H rdle and B. Lopez Cabrera (2010) ISBN 978-3-642-11133-4. Both R and Matlab Code, together with the data, can be downloaded by clicking on the Additional Information tab labeled R and Matlab Code, which you will find on the right-hand side of the webpage.

《金融市场统计》为日益增长的金融统计应用领域提供了生动而简洁的介绍。读者将学习评估期权合约，分析财务时间序列，选择投资组合和管理风险的基本方法，这些假设是对市场行为的现实假设。重点既放在数学金融学和金融时间序列分析的基础上，又在对金融市场特定问题的应用上，因此使该书成为该主题的讲师，研讨会和速成班的理想基础。对于第三版，该书已进行了更新和广泛修订。其中包括几个新的方面：关于长记忆模型，copulae和CDO评估的新章节，并添加了实践练习，S.Borak，W.Hdle和B.Lopez Cabrera（2010年）提供了解决方案）ISBN 978-3-642-11133-4。单击网页右侧的附加信息选项卡，可以下载R和Matlab代码以及其数据。