Discrete time series, processes and applications in finance
Auteur :
Zumbach, Gilles
Éditeur :
Zumbach, Gilles
ISBN :
9783642317415
Date de publication :
26 sept. 2012
Dimensions :
23,5 x 15,5 x 2,5 cm
Poids :
678 g
Langue :
Anglais
Pays d'origine :
Allemagne
This book surveys empirical properties of financial time series, discusses their mathematical basis, and describes uses in risk evaluation, option pricing or portfolio construction. The author introduces and assesses a range of processes against the benchmark.