James Gentle

Gebundenes Buch

Statistical Analysis of Financial Data

With Examples In R

Beschreibung

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).

Autor

James E. Gentle is University Professor Emeritus at George Mason University. He is a Fellow of the American Statistical Association (ASA) and of the American Association for the Advancement of Science. He is author of Random Number Generation and Monte Carlo Methods and Matrix Algebra.

Produktdetails

• Verlag: CRC Press
• Seitenzahl: 666
• Erscheinungstermin: 11. März 2020
• Englisch
• Abmessung: 240mm x 161mm x 40mm
• Gewicht: 1153g
• ISBN-13: 9781138599499
• ISBN-10: 1138599492
• Artikelnr.: 58804266