Statistics for Finance
by Lindström, Erik Madsen, Henrik Nygaard Nielsen, Jan
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 connect concepts to data and books on econometrics and time series analysis that do not cover specific problems related to option valuation. The book discusses applications of financial derivative…
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- Full title :Statistics for Finance
Summary
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 connect concepts to data and books on econometrics and time series analysis that do not cover specific problems related to option valuation. The book discusses applications of financial derivatives pertaining to risk assessment and elimination.
Read More ↓Edition Statements
- Publication Date:2015
Publication Statements
- Publisher(s):CRC Press
- Place of Publication:Boca Raton, Fla
- Language:eng
- Publication Date:2015
Notes
Introduction. 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. Discrete Time Approximation Projections in Hilbert Spaces. Filtering and Prediction Theory. Estimation of Parameters in SDEs. The Term Structure of Interest Rates. Estimation of the Term Structure. Appendices.
The Physical Object
- Description:365 p.
Edition Identifiers
- ISBN:9781482228991, 1482228998
- oclc:ocn921851676
- Dewey Decimal:332.015195
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