Overview
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
