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Discrete Time Series, Processes and Applications in Finance - Springer Finance Gilles Zumbach
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Discrete Time Series, Processes and Applications in Finance - Springer Finance
Gilles Zumbach
This book surveys empirical properties of financial time series, discusses their mathematical basis, and describes uses in risk evaluation, option pricing or portfolio construction. The author introduces and assesses a range of processes against the benchmark.
330 pages, 2 black & white illustrations, 101 colour illustrations, biography
| Mediji | Grāmatas Hardcover Book (Grāmata ar cieto muguriņu un vāku) |
| Izlaists | 2012. gada 26. septembris |
| ISBN13 | 9783642317415 |
| Izdevēji | Springer-Verlag Berlin and Heidelberg Gm |
| Lapas | 322 |
| Izmēri | 155 × 235 × 25 mm · 612 g |
| Valoda | Vācu |
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