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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Format: | Elektronisch E-Book |
Sprache: | English |
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Boca Raton, FL
CRC Press
[2015]
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Schriftenreihe: | Texts in Statistical Science
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Online-Zugang: | lizenzpflichtig |
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100 | 1 | |a Lindström, Erik |e VerfasserIn |4 aut | |
245 | 1 | 0 | |a Statistics for finance |c Erik Lindström, Henrik Madsen, Jan Nygaard Nielsen |
264 | 1 | |a Boca Raton, FL |b CRC Press |c [2015] | |
264 | 4 | |c ©2015 | |
300 | |a 1 online resource (1 volume) |b illustrations | ||
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490 | 0 | |a Texts in Statistical Science | |
500 | |a "A Chapman & Hall book.". - Includes bibliographical references (pages 345-259). - Online resource; title from cover (Safari, viewed May 13, 2015) | ||
520 | |a 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." | ||
650 | 0 | |a Finance |x Statistical methods | |
650 | 0 | |a Statistics | |
650 | 0 | |a Finance | |
650 | 4 | |a Finances ; Méthodes statistiques | |
650 | 4 | |a Finances | |
650 | 4 | |a Statistique | |
650 | 4 | |a finance | |
650 | 4 | |a statistics | |
650 | 4 | |a BUSINESS & ECONOMICS ; Finance | |
650 | 4 | |a Finance | |
650 | 4 | |a Finance ; Statistical methods | |
650 | 4 | |a Statistics | |
700 | 1 | |a Madsen, Henrik |e VerfasserIn |4 aut | |
700 | 1 | |a Nielsen, Jan Nygaard |e VerfasserIn |4 aut | |
776 | 1 | |z 9781482228991 | |
776 | 0 | 8 | |i Erscheint auch als |n Druck-Ausgabe |z 9781482228991 |
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Datensatz im Suchindex
DE-BY-TUM_katkey | ZDB-30-ORH-047599529 |
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adam_text | |
any_adam_object | |
author | Lindström, Erik Madsen, Henrik Nielsen, Jan Nygaard |
author_facet | Lindström, Erik Madsen, Henrik Nielsen, Jan Nygaard |
author_role | aut aut aut |
author_sort | Lindström, Erik |
author_variant | e l el h m hm j n n jn jnn |
building | Verbundindex |
bvnumber | localTUM |
collection | ZDB-30-ORH |
ctrlnum | (DE-627-1)047599529 (DE-599)KEP047599529 (ORHE)9781482228991 |
dewey-full | 332.015195 |
dewey-hundreds | 300 - Social sciences |
dewey-ones | 332 - Financial economics |
dewey-raw | 332.015195 |
dewey-search | 332.015195 |
dewey-sort | 3332.015195 |
dewey-tens | 330 - Economics |
discipline | Wirtschaftswissenschaften |
format | Electronic eBook |
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illustrated | Illustrated |
indexdate | 2024-12-18T08:47:50Z |
institution | BVB |
isbn | 9781482229004 1482229005 1482228998 9781482228991 |
language | English |
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physical | 1 online resource (1 volume) illustrations |
psigel | ZDB-30-ORH |
publishDate | 2015 |
publishDateSearch | 2015 |
publishDateSort | 2015 |
publisher | CRC Press |
record_format | marc |
series2 | Texts in Statistical Science |
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 |
work_keys_str_mv | AT lindstromerik statisticsforfinance AT madsenhenrik statisticsforfinance AT nielsenjannygaard statisticsforfinance |