Statistical Models and Methods for Financial Markets

This book presents statistical methods and models of importance to quantitative finance and links finance theory to market practice via statistical modeling and decision making. Part I provides basic background in statistics, which includes linear regression and extensions to generalized linear mode...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Lai, Tze Leung (Autor), Xing, Haipeng (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: New York, NY : Springer New York : Imprint: Springer, 2008.
Edición:1st ed. 2008.
Colección:Springer Texts in Statistics,
Temas:
Finance, Public.
Probabilities.
Statistics .
Social sciences-Mathematics.
Public Economics.
Probability Theory.
Statistics in Business, Management, Economics, Finance, Insurance.
Mathematics in Business, Economics and Finance.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • Basic Statistical Methods and Financial Applications
  • Linear Regression Models
  • Multivariate Analysis and Likelihood Inference
  • Basic Investment Models and Their Statistical Analysis
  • Parametric Models and Bayesian Methods
  • Time Series Modeling and Forecasting
  • Dynamic Models of Asset Returns and Their Volatilities
  • Advanced Topics in Quantitative Finance
  • Nonparametric Regression and Substantive-Empirical Modeling
  • Option Pricing and Market Data
  • Advanced Multivariate and Time Series Methods in Financial Econometrics
  • Interest Rate Markets
  • Statistical Trading Strategies
  • Statistical Methods in Risk Management.

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