Name: Statistics of financial markets
ISBN: 9783642111334

Book information

Authors: Szymon Borak verified identity
First published: 2010
Editions known: 2
Publishers: Springer
Languages: eng
ISBN-13: 9783642111334, 9783642111341
Main topics: Mathematical Finance, Time Series Analysis
Also covers: Quantitative Finance, Risk Management, Financial Econometrics
Related site topics: Risk Management & Tail Risk, Stochastic Control & Optimal Stopping, Volatility Modeling & Forecasting

Overview

Statistics of financial markets is a book by Szymon Borak, first published in 2010. In this catalogue it is classified mainly under Mathematical Finance and Time Series Analysis, with secondary coverage of Quantitative Finance, Risk Management and Financial Econometrics.

Audience and depth. The rule-based model places its mathematical difficulty at advanced level (7/10); readers are typically expected to know calculus, linear algebra, probability theory, statistics and stochastic processes.

Orientation. The theory-versus-practice balance could not be determined from metadata. The archive holds 6 papers whose topics and vocabulary overlap with this book; those links are inferred (see the research connections below).

How to read this page. Topics, difficulty, prerequisites and orientation are model-derived (rule-based, rule_based_v1) from bibliographic metadata such as title, subject headings and edition data. They were not produced by reading the book and are not a review. Relevance confidence is 97% and difficulty confidence is 90%; the catalogue lists no ratings or awards.

Research assessment

Rule-based and model-derived from metadata (title, subject headings, edition data). These are not reviews or ratings; see the evidence below.

Quant-finance relevance	68/100 confidence 97% Score 67.7/100. Strongest: quant_relevance 0.99, technical_depth 0.68; weakest: practical_applicability 0.00. Evidence: subjects:'mathematical finance', subjects:'quantitative finance', openalex_topics:'volatility modeling'.
Mathematical difficulty	Advanced (7/10) confidence 90%
Prerequisites	calculus, linear algebra, probability theory, statistics, stochastic processes
Metadata quality	97%

Difficulty evidence (6 signals)

econometrics matched in subjects: “time-series”
intro_statistics matched in subjects: “statistics for”
mathematical_finance_core matched in subjects: “mathematical finance”
statistical_inference matched in subjects: “statistical methods”
statistical_inference matched in title: “statistics”
stochastic_processes matched in openalex_topics: “stochastic processes”

Research connections

Related papers on this site

Similarity of research area (shared vocabulary, topics and methods). Not citations: the paper does not necessarily cite this book.

Quantitative Financial Modeling for Sri Lankan Markets: Approach Combining NLP, Clustering and Time-Series Forecasting Methodological overlap inferred similarity 0.38
Estimation of tail risk measures in finance: Approaches to extreme value mixture modeling Methodological overlap inferred similarity 0.37
Model-based and empirical analyses of stochastic fluctuations in economy and finance Methodological overlap inferred similarity 0.36
Probabilistic models and statistics for electronic financial markets in the digital age Methodological overlap inferred similarity 0.36
Improving S&P 500 Volatility Forecasting through Regime-Switching Methods Methodological overlap inferred similarity 0.35
Tail Risk Analysis for Financial Time Series Methodological overlap inferred similarity 0.35

Methods covered

Econometrics & Time-Series Methods inferred

Similar books

Statistics of Financial Markets inferred similarity 0.96
Modeling financial time series with S-Plus inferred similarity 0.88
Modeling Financial Time Series with S-PLUS® inferred similarity 0.87
Predictions in Time Series Using Regression Models inferred similarity 0.84
Handbook of Financial Time Series inferred similarity 0.84

Author profiles

Szymon Borak verified identity

External resources

Open Library
DOI
Search on Amazon (ISBN-13 9783642111341) (search link; may be an affiliate link)

Relationship graph

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