Statistical Analysis of Financial Data: With Examples In R (Chapman & Hall/CRC Texts in Statistical Science) - 9781032173467

The book is about financial data - security prices and prices of derivatives, and the statistical methods for analyzing such data. It covers statistical models of branching processes, linear discrete time series models, and continuous-time stochastic models, all at an intermediate level (advanced undergraduate or beginning graduate).

• | Author: James Gentle, Taylor & Francis Group
• | Publisher: CRC Press
• | Publication Date: Sep 30, 2021
• | Number of Pages: 666 pages
• | Language: English
• | Binding: Paperback
• | ISBN-10: 1032173467
• | ISBN-13: 9781032173467