Statistics for finance

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...

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Hauptverfasser: Lindström, Erik (VerfasserIn), Madsen, Henrik (VerfasserIn), Nielsen, Jan Nygaard (VerfasserIn)
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: Boca Raton, FL CRC Press [2015]
Schriftenreihe:Texts in Statistical Science
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MARC

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spelling Lindström, Erik VerfasserIn aut
Statistics for finance Erik Lindström, Henrik Madsen, Jan Nygaard Nielsen
Boca Raton, FL CRC Press [2015]
©2015
1 online resource (1 volume) illustrations
Text txt rdacontent
Computermedien c rdamedia
Online-Ressource cr rdacarrier
Texts in Statistical Science
"A Chapman & Hall book.". - Includes bibliographical references (pages 345-259). - Online resource; title from cover (Safari, viewed May 13, 2015)
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. The authors cover various statistical and mathematical techniques, including linear and nonlinear time series analysis, stochastic calculus models, stochastic differential equations, It s formula, the Black Scholes model, the generalized method-of-moments, and the Kalman filter. They explain how these tools are used to price financial derivatives, identify interest rate models, value bonds, estimate parameters, and much more. This textbook will help students understand and manage empirical research in financial engineering. It includes examples of how the statistical tools can be used to improve value-at-risk calculations and other issues. In addition, end-of-chapter exercises develop students financial reasoning skills."
Finance Statistical methods
Statistics
Finance
Finances ; Méthodes statistiques
Finances
Statistique
finance
statistics
BUSINESS & ECONOMICS ; Finance
Finance ; Statistical methods
Madsen, Henrik VerfasserIn aut
Nielsen, Jan Nygaard VerfasserIn aut
9781482228991
Erscheint auch als Druck-Ausgabe 9781482228991
TUM01 ZDB-30-ORH TUM_PDA_ORH https://learning.oreilly.com/library/view/-/9781482228991/?ar X:ORHE Aggregator lizenzpflichtig Volltext
spellingShingle Lindström, Erik
Madsen, Henrik
Nielsen, Jan Nygaard
Statistics for finance
Finance Statistical methods
Statistics
Finance
Finances ; Méthodes statistiques
Finances
Statistique
finance
statistics
BUSINESS & ECONOMICS ; Finance
Finance ; Statistical methods
title Statistics for finance
title_auth Statistics for finance
title_exact_search Statistics for finance
title_full Statistics for finance Erik Lindström, Henrik Madsen, Jan Nygaard Nielsen
title_fullStr Statistics for finance Erik Lindström, Henrik Madsen, Jan Nygaard Nielsen
title_full_unstemmed Statistics for finance Erik Lindström, Henrik Madsen, Jan Nygaard Nielsen
title_short Statistics for finance
title_sort statistics for finance
topic Finance Statistical methods
Statistics
Finance
Finances ; Méthodes statistiques
Finances
Statistique
finance
statistics
BUSINESS & ECONOMICS ; Finance
Finance ; Statistical methods
topic_facet Finance Statistical methods
Statistics
Finance
Finances ; Méthodes statistiques
Finances
Statistique
finance
statistics
BUSINESS & ECONOMICS ; Finance
Finance ; Statistical methods
url https://learning.oreilly.com/library/view/-/9781482228991/?ar
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