Statistical Analysis of Financial Data
James (George Mason University) Gentle
Taylor & Francis Ltd, 2020
220,75 €On orderDelivery: 2-3 weeks
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).
- ISBN-13
- 9781138599499
- ISBN-10
- 1138599492
- Publisher
- Taylor & Francis Ltd
- Year
- 2020
- Publication date
- 2020-03-11
- Pages
- 666
- Dimensions
- 270x242x33
- Weight
- 1208