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Statistics for Finance | 1:a upplagan
- Danskt band, Engelska, 2020
- Författare: Erik Lindström, Henrik Madsen, Jan Nygaard Nielsen
- Betyg:
643
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Beskrivning
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.
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.
Om denna bok
Statistics for Finance av Erik Lindström, Henrik Madsen och Jan Nygaard Nielsen är en Danskt band bok med 384 sidor på Engelska. Detta är den 1:a upplagan som utgavs 2020.
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Används vid svenska universitet
Denna kurslitteratur används aktivt i 1 universitetskurser vid lärosäten runt om i Sverige, inklusive:
- Lunds universitet: FMSN60
Boken är särskilt populär inom Ekonomi & management-programmen.
Produktinformation
Kategori:
Ekonomi & management
Bandtyp:
Danskt band
Språk:
Engelska
ISBN:
9780367738372
Upplaga:
1
Utgiven:
2020-12-18
Förlag:
Okänt
Sidantal:
384