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).

668 pages

Media	Böcker Pocketbok (Bok med mjukt omslag och limmad rygg)
Releasedatum	30 september 2021
ISBN13	9781032173467
Utgivare	Taylor & Francis Ltd
Antal sidor	666
Mått	233 × 157 × 46 mm · 1,21 kg
Språk	Engelska

Se alt med Gentle, James (George Mason University) ( t.ex. Pocketbok och Inbunden Bok )