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》生动而简明地介绍了金融统计应用的日益增长的领域。读者将学习评估期权合同、分析金融时间序列、选择投资组合和管理风险的基本方法，并对市场行为做出现实的假设。重点是数学金融和金融时间序列分析的基本原理，以及对金融市场特定问题的应用，从而使这本书成为讲师、研讨会和速成课程的理想基础。在第三版中，这本书进行了更新和广泛的修订。一些新的方面包括：关于长记忆模型、copulae和CDO的新章节估价。实用增加了练习，S.Borak，W.H rdle和B.Lopez Cabrera（2010）ISBN 978-3-642-11133-4提供了练习的解决方案。R和Matlab代码以及数据都可以通过点击网页右侧标签为R和Matlab代码的附加信息选项卡来下载。