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Statistics of Financial Markets

The Global Financial Crisis (2007–2009) and the following European Sovereign
Debt Crisis (2009–) have caused tremendous changes in the business, economy and
governance. The spillover effect and globalization of the crisis affected millions
and stated a genuine challenge for modern societies. Thus it was a task of
extreme importance for us to revise our book and present actualized research in
financial statistics and econometrics. In particular, we felt obliged to discuss a
collateralized debt obligation (CDO), studied in Chap. 22. This financial product
became extremely popular at the brink of the Global Financial Crisis and therefore
captured the mainstream media attention as one of the roots of the crisis. Observing
recent rapid changes in the interest rate market, we restructured and updated
Chap. 10. In Chaps. 18 and 22 we updated the data analysis with more recent data.
Moreover, exercise sections in all chapters are actualized and correspond to the new
edition of the exercises and solutions book by S. Borak, W.K. Härdle and B. LopezCabrera (Springer Verlag, Heidelberg, ISBN: 978-3-642-33929-5). In addition to
these changes, we have eliminated a small number of errors in the third edition and
added notation and definitions section. Finally, we would like to thank Piotr Majer
for the editing work of this edition.

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Series Title
-
Call Number
-
Publisher
London : Springer.,
Collation
-
Language
English
ISBN/ISSN
978-3-642-54539-9
Classification
NONE
Content Type
text
Media Type
computer
Carrier Type
online resource
Edition
-
Subject(s)
Statistics
Specific Detail Info
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Statement of Responsibility
Other Information
Cataloger
Jemadi
Source
https://link.springer.com/content/pdf/10.1007/978-3-642-54539-9.pdf?pdf=button
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