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Statistical Analysis of Financial Data

By James Gentle

Product Image: Statistical Analysis of Financial Data

Statistical Analysis of Financial Data

By James Gentle

0 - Default Title
Description
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).
Product details
Edition:
1
Number of Pages:
666
Release Date:
2020-03-09
Publication Date:
2020-03-11
Publisher:
CRC Press
Languages:
Original: English
ISBN10:
1138599492
ISBN13:
9781138599499
GPSR Manufacturer Reference:
[email protected]
Weight:
1153 g
Height:
161 cm
Width:
240 cm
Thickness:
40 cm
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