Welcome to IOU Digital Library

A practical companion volume offering a wide collection of exercises and worked solutions to deepen understanding of statistical methods used in financial markets. The book covers core topics such as option pricing, time‑series modeling, and advanced quantitative techniques (e.g. risk measures, extreme‑value statistics, copulas) — with computational solutions provided using R and MATLAB, and downloadable code (“Quantlets”) to accompany the exercises

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245: $a: Statistics of Financial Markets:
245: $b:
082: $a:
100: $a: Szymon Borak & Wolfgang Karl Härdle & Brenda López‑Cabrera
650: $a: Mathematical Finance
250: $a:
440: $v:
250: $b: Springer
250: $c: 2010
020: $a: 978‑3‑642‑11134‑1
300: $a: 229