Statistical analysis of financial data: with examples in r
Auteur :
Gentle, James
Éditeur :
Taylor & Francis Ltd
ISBN :
9781138599499
Date de publication :
11 mars 2020
Dimensions :
23,4 x 15,6 cm
Poids :
1140 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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).