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Statistics for Finance
Engelsk Paperback
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Statistics for Finance
Engelsk Paperback

636 kr
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Om denne bog

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, Ito’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.

Product detaljer
Sprog:
Engelsk
Sider:
384
ISBN-13:
9780367738372
Indbinding:
Paperback
Udgave:
ISBN-10:
0367738376
Kategori:
Udg. Dato:
18 dec 2020
Længde:
24mm
Bredde:
155mm
Højde:
234mm
Forlag:
Taylor & Francis Ltd
Oplagsdato:
18 dec 2020
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