Statistics for finance /

Statistics for Finance develops students professional skills in statistics with applications in finance. Developed from the authors courses at the Technical University of Denmark and Lund University, the text bridges the gap between classical, rigorous treatments of financial mathematics that rarely...

Descripción completa

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Lindström, Erik (Autor), Madsen, Henrik (Autor), Nielsen, Jan Nygaard (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Boca Raton, FL : CRC Press, [2015]
Colección:Texts in statistical science.
Temas:
Finance > Statistical methods.
Statistics.
Finance.
Finances > Méthodes statistiques.
Finances.
Statistique.
finance.
statistics.
BUSINESS & ECONOMICS > Finance.
Finance
Finance > Statistical methods
Statistics
Acceso en línea:Texto completo (Requiere registro previo con correo institucional)
Tabla de Contenidos:
  • Fundamentals
  • Discrete time finance
  • Linear time series models
  • Nonlinear time series models
  • Kernel estimators in time series analysis
  • Stochastic calculus
  • Stochastic differential equations
  • Continuous-time security markets
  • Stochastic interest rate models
  • Term structure of interest rates
  • Discrete time approximations
  • Parameter estimation in discretely observed SDEs
  • Inference in partially observed processes.

Ejemplares similares