Statistical Models and Methods for Financial Markets 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024


Statistical Models and Methods for Financial Markets

简体网页||繁体网页
Tze Leung Lai 作者
Springer
译者
2008-7-25 出版日期
376 页数
GBP 66.99 价格
Hardcover
Springer Texts in Statistics 丛书系列
9780387778266 图书编码

Statistical Models and Methods for Financial Markets 在线电子书 图书标签: 金融  statistics  统计  finance  金融数学  quant_finance  数学  投资   


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发表于2024-12-23


Statistical Models and Methods for Financial Markets 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

Statistical Models and Methods for Financial Markets 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

Statistical Models and Methods for Financial Markets 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024



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Statistical Models and Methods for Financial Markets 在线电子书 著者简介

香港大学本科毕业,1972年获美国哥伦比亚大学统计学博士学位。现为美国斯坦福大学教授。1983年获国际统计学界的考普斯“总统奖”。 黎子良教授的主要研究领域包括序列实验、自适应设计和控制、随机最优化、时间序列和预测、变点监测、隐马尔可夫模型和粒子滤波、经验贝叶斯模型、多元生存分析、概率理论和随机过程、生物统计、计量经济学、定量金融和风险控制。 南开大学本科毕业,2005年获斯坦福大学统计学博士学位。现为纽约州立大学石溪分校助理教授。 邢海鹏的主要研究领域为定量金融、多变点检测分析及其在计量经济学、工程及生物学上的应用。


Statistical Models and Methods for Financial Markets 在线电子书 图书目录


Statistical Models and Methods for Financial Markets 在线电子书 pdf 下载 txt下载 epub 下载 mobi 在线电子书下载

Statistical Models and Methods for Financial Markets 在线电子书 图书描述

This book presents statistical methods and models of importance to quantitative finance and links finance theory to market practice via statistical modeling and decision making. Part I provides basic background in statistics, which includes linear regression and extensions to generalized linear models and nonlinear regression, multivariate analysis, likelihood inference and Bayesian methods, and time series analysis. It also describes applications of these methods to portfolio theory and dynamic models of asset returns and their volatilities. Part II presents advanced topics in quantitative finance and introduces a substantive-empirical modeling approach to address the discrepancy between finance theory and market data. It describes applications to option pricing, interest rate markets, statistical trading strategies, and risk management. Nonparametric regression, advanced multivariate and time series methods in financial econometrics, and statistical models for high-frequency transactions data are also introduced in this connection. The book has been developed as a textbook for courses on statistical modeling in quantitative finance in master's level financial mathematics (or engineering) and computational (or mathematical) finance programs. It is also designed for self-study by quantitative analysts in the financial industry who want to learn more about the background and details of the statistical methods used by the industry. It can also be used as a reference for graduate statistics and econometrics courses on regression, multivariate analysis, likelihood and Bayesian inference, nonparametrics, and time series, providing concrete examples and data from financial markets to illustrate the statistical methods.

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Statistical Models and Methods for Financial Markets 在线电子书 读后感

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断断续续的读了好久,时间打的很散,所以直到今天才读完,嗯,这本书翻译的真的不错,我通读了全文包括附录的引用论文,我敢说这本书翻译的比市面上金融数学的书一大半都要好。看来名师出高徒,译者是严加安的弟子,真的学风正。这本书写的很简练,统计知识点要求比较杂,最好...

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断断续续的读了好久,时间打的很散,所以直到今天才读完,嗯,这本书翻译的真的不错,我通读了全文包括附录的引用论文,我敢说这本书翻译的比市面上金融数学的书一大半都要好。看来名师出高徒,译者是严加安的弟子,真的学风正。这本书写的很简练,统计知识点要求比较杂,最好...

评分

断断续续的读了好久,时间打的很散,所以直到今天才读完,嗯,这本书翻译的真的不错,我通读了全文包括附录的引用论文,我敢说这本书翻译的比市面上金融数学的书一大半都要好。看来名师出高徒,译者是严加安的弟子,真的学风正。这本书写的很简练,统计知识点要求比较杂,最好...

评分

断断续续的读了好久,时间打的很散,所以直到今天才读完,嗯,这本书翻译的真的不错,我通读了全文包括附录的引用论文,我敢说这本书翻译的比市面上金融数学的书一大半都要好。看来名师出高徒,译者是严加安的弟子,真的学风正。这本书写的很简练,统计知识点要求比较杂,最好...

评分

断断续续的读了好久,时间打的很散,所以直到今天才读完,嗯,这本书翻译的真的不错,我通读了全文包括附录的引用论文,我敢说这本书翻译的比市面上金融数学的书一大半都要好。看来名师出高徒,译者是严加安的弟子,真的学风正。这本书写的很简练,统计知识点要求比较杂,最好...

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