Statistical Models and Methods for Financial Markets (Springer Texts in Statistics)

Statistical Models and Methods for Financial Markets (Springer Texts in Statistics)
\n\n

Statistical Models and Techniques for Monetary Markets (Springer Texts in Statistics) Description

\n\n

This book presents statistical techniques and models that are essential for quantitative finance and finance theory links to marketplace practice via statistical modeling and decision generating. Component I gives fundamental background information on statistics, such as linear regression and extensions of generalized linear models and nonlinear regression, multivariate analysis, Bayesian inference and likelihood techniques, and analysis of time series. It also describes the applications of these techniques to portfolio theory and dynamic models of asset returns and volatility. Component II presents advanced topics in quantitative finance and introduces an approach to modeling of substance-empirical to bridge the gap between finance theory and market information. It describes applications of option pricing, market interest rates, negotiating strategies and statistical risk management. nonparametric regression, advanced approaches of multivariate time series and monetary econometrics and statistical models for high frequency trading Statistical Models and Approaches for Financial Markets (Springer Texts in Statistics)

\n\nStatistical Models and Approaches for Financial Markets (Springer Texts in Statistics) Ebook

Leave a comment