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 rare...
| Otros Autores: | , , |
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Boca Raton, FL :
Chapman and Hall/CRC
[2018].
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| Edición: | 1st edition |
| Colección: | Texts in statistical science.
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| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009629712806719 |
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.
