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Statistics for Finance

Af: Henrik Madsen, Erik Lindstrom, Jan Nygaard Nielsen Engelsk Hardback

Statistics for Finance

Af: Henrik Madsen, Erik Lindstrom, Jan Nygaard Nielsen Engelsk Hardback
Tjek vores konkurrenters priser

Statistics for Finance develops students’ professional skills in statistics with applications in finance. Developed from the authors’ courses at the Technical University of Denmark and Lund University, the text bridges the gap between classical, rigorous treatments of financial mathematics that rarely connect concepts to data and books on econometrics and time series analysis that do not cover specific problems related to option valuation.

The book discusses applications of financial derivatives pertaining to risk assessment and elimination. The authors cover various statistical and mathematical techniques, including linear and nonlinear time series analysis, stochastic calculus models, stochastic differential equations, Itō’s formula, the Black–Scholes model, the generalized method-of-moments, and the Kalman filter. They explain how these tools are used to price financial derivatives, identify interest rate models, value bonds, estimate parameters, and much more.

This textbook will help students understand and manage empirical research in financial engineering. It includes examples of how the statistical tools can be used to improve value-at-risk calculations and other issues. In addition, end-of-chapter exercises develop students’ financial reasoning skills.

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Statistics for Finance develops students’ professional skills in statistics with applications in finance. Developed from the authors’ courses at the Technical University of Denmark and Lund University, the text bridges the gap between classical, rigorous treatments of financial mathematics that rarely connect concepts to data and books on econometrics and time series analysis that do not cover specific problems related to option valuation.

The book discusses applications of financial derivatives pertaining to risk assessment and elimination. The authors cover various statistical and mathematical techniques, including linear and nonlinear time series analysis, stochastic calculus models, stochastic differential equations, Itō’s formula, the Black–Scholes model, the generalized method-of-moments, and the Kalman filter. They explain how these tools are used to price financial derivatives, identify interest rate models, value bonds, estimate parameters, and much more.

This textbook will help students understand and manage empirical research in financial engineering. It includes examples of how the statistical tools can be used to improve value-at-risk calculations and other issues. In addition, end-of-chapter exercises develop students’ financial reasoning skills.

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Se mere i:
Produktdetaljer
Sprog: Engelsk
Sider: 384
ISBN-13: 9781482228991
Indbinding: Hardback
Udgave:
ISBN-10: 1482228998
Kategori: Finans
Udg. Dato: 16 apr 2015
Længde: 29mm
Bredde: 163mm
Højde: 243mm
Forlag: Taylor & Francis Inc
Oplagsdato: 16 apr 2015
Forfatter(e): Henrik Madsen, Erik Lindstrom, Jan Nygaard Nielsen
Forfatter(e) Henrik Madsen, Erik Lindstrom, Jan Nygaard Nielsen

Kategori Finans

ISBN-13 9781482228991

Sprog Engelsk

Indbinding Hardback

Sider 384

Udgave

Længde 29mm

Bredde 163mm

Højde 243mm

Udg. Dato 16 apr 2015

Oplagsdato 16 apr 2015

Forlag Taylor & Francis Inc

Kategori sammenhænge