This book examines how stochastic models can effectively describe actual financial data and illustrates how to properly estimate the proposed models. It discusses the probability, statistical inference, testing hypothesis, and discriminant analysis for independent observations. The book also explores stochastic processes, time series models, their asymptotically optimal inference, prediction, option pricing theory, the statistical estimation for portfolio coefficients, and VaR problems. The final chapters cover models for ...
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This book examines how stochastic models can effectively describe actual financial data and illustrates how to properly estimate the proposed models. It discusses the probability, statistical inference, testing hypothesis, and discriminant analysis for independent observations. The book also explores stochastic processes, time series models, their asymptotically optimal inference, prediction, option pricing theory, the statistical estimation for portfolio coefficients, and VaR problems. The final chapters cover models for interest rates and discount bonds, their no-arbitrage pricing theory, problems of credit rating, and the clustering of stock returns.
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Add this copy of Optimal Statistical Inference in Financial Engineering to cart. $128.72, very good condition, Sold by Powell's Books Chicago rated 5.0 out of 5 stars, ships from Chicago, IL, UNITED STATES, published 2007 by CRC Press.
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Very Good. 2007. Hardcover. Library binding. Pictorial boards, no dj. as issued. Some shelf-wear. Slight bump to tail of spine. Else clean copy. Very Good. (Subject: Mathematics).
Add this copy of Optimal Statistical Inference in Financial Engineering to cart. $222.28, new condition, Sold by Booksplease rated 3.0 out of 5 stars, ships from Southport, MERSEYSIDE, UNITED KINGDOM, published 2007 by CRC Press.
