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Statistical Analysis of Financial Data|James Gentle

Statistical Analysis of Financial Data : With Examples In R

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Overview

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).

This item is Non-Returnable

Details

  • ISBN-13: 9781032173467
  • ISBN-10: 1032173467
  • Publisher: CRC Press
  • Publish Date: September 2021
  • Dimensions: 9.21 x 6.14 x 1.34 inches
  • Shipping Weight: 2.03 pounds
  • Page Count: 666

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