Statistical Inference for Financial Engineering

 Paperback
Sofort lieferbar | Lieferzeit:3-5 Tage I

58,84 €*

Alle Preise inkl. MwSt. | zzgl. Versand
ISBN-13:
9783319034966
Einband:
Paperback
Erscheinungsdatum:
08.04.2014
Seiten:
128
Autor:
Tomoyuki Amano
Gewicht:
209 g
Format:
236x156x17 mm
Sprache:
Englisch
Beschreibung:
Prepares readers for analyzing the specific feature of financial data
Preface.- Features of Financial Data.- Empirical Likelihood Approaches for Financial Returns.- Various Methods for Financial Engineering.- Some Techniques for ARCH Financial Time Series.- Index.
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.

Kunden Rezensionen

Zu diesem Artikel ist noch keine Rezension vorhanden.
Helfen sie anderen Besuchern und verfassen Sie selbst eine Rezension.