Téléchargez le livre : Statistical Inference for Financial Engineering

Statistical Inference for Financial Engineering

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Éditeur :

Springer


Collection :

SpringerBriefs in Statistics

Paru le : 2014-03-26

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Description

?This monograph provides the fundamentals of statistical inference for financial engineering and covers some selected methods suitable for analyzing financial time series data. In order to describe the actual financial data, various stochastic processes, e.g. non-Gaussian linear processes, non-linear processes, long-memory processes, locally stationary processes etc. are introduced and their optimal estimation is considered as well. This book also includes several statistical approaches, e.g., discriminant analysis, the empirical likelihood method, control variate method, quantile regression, realized volatility etc., which have been recently developed and are considered to be powerful tools for analyzing the financial data, establishing a new bridge between time series and financial engineering.
This book is well suited as a professional reference book on finance, statistics and statistical financial engineering. Readers are expected to have an undergraduate-level knowledge of statistics.
Pages
118 pages
Collection
SpringerBriefs in Statistics
Parution
2014-03-26
Marque
Springer
EAN papier
9783319034966
EAN EPUB
9783319034973
Informations sur l'ebook
Nombre pages copiables
1
Nombre pages imprimables
11
Taille du fichier
2662 Ko
Prix
52,74 €

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