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Discrete Time Series, Processes, and Applications in Finance
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Discrete Time Series, Processes, and Applications in Finance

This book presents a survey of the empirical properties of financial time series, their descriptions by means of mathematical processes, and some implications for important financial applications used in many areas like risk evaluation, option pricing or portfolio construction.
Opplag
2013 ed.
ISBN
9783642436543
Språk
Engelsk
Vekt
310 gram
Utgivelsesdato
15.10.2014
Antall sider
322