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

Författare:
Engelska
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.
Författare
Gilles Zumbach
Upplaga
2013 ed.
ISBN
9783642436543
Språk
Engelska
Vikt
310 gram
Utgivningsdatum
2014-10-15
Sidor
322