Statistical Analysis of Financial Data : With Examples In R

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).

• | : James Gentle (George Mason University)
• | Publisher: Taylor & Francis Ltd
• | Publication Date: Sep 30, 2021
• | Country of Publication: United Kingdom
• | Number of Pages: 666 pages
• | Language: Unknown
• | Binding: Paperback / softback
• | ISBN-10: 1032173467
• | ISBN-13: 9781032173467