Statistical models and methods for financial markets
Auteur :
Lai, Tze Leung / Xing, Haipeng
Éditeur :
Springer-Verlag New York Inc.
ISBN :
9780387778266
Date de publication :
25 juil. 2008
Dimensions :
23,4 x 15,6 cm
Langue :
Anglais
Pays d'origine :
USA
The authors here present statistical methods and models of importance to quantitative finance and links finance theory to market practice via statistical modeling and decision making. They provide basic statistical background as well as in-depth applications.