James Gentle

Statistical Analysis of Financial Data (eBook, PDF)

With Examples In R

• Format: PDF

Produktbeschreibung

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).

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Produktdetails

• Verlag: Taylor & Francis
• Seitenzahl: 666
• Erscheinungstermin: 12. März 2020
• Englisch
• ISBN-13: 9780429939235
• Artikelnr.: 58800632

Autorenporträt

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.

Inhaltsangabe

1. The Nature of Financial Data. 2. Sources of Financial Data and Software
to Work with It. 3. Statistical Analysis of Financial Data. 4. Time Series
Analysis. 5. Nonparametric Smoothing and Pattern Recognition. 6. Portfolios
of Assets 7. Futures and Derivatives.