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Statistical Analysis Of Financial Data
With Examples In R
- Editore:
Taylor & Francis Ltd
- EAN:
9781138599499
- ISBN:
1138599492
- Pagine:
- 654
- Formato:
- Hardback
- Lingua:
- Inglese
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Descrizione Statistical Analysis Of Financial Data
The book is about financial data - security prices and prices of derivatives, and the statistical methods for analyzing such data. It covers statistical models of branching processes, linear discrete time series models, and continuous-time stochastic models, all at an intermediate level (advanced undergraduate or beginning graduate).
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