Statistics for Finance - Solutions Manual
Will be published approx. on 21. April 2016
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978-1-4987-2501-9 (ISBN)
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Description
Bridging the gap between theoretical books on stochastic finance and applied books on financial engineering, this text provides an introduction to statistical methods for finance. Designed for mathematics and statistics students, the book discusses the role that statistics and mathematics play in financial engineering. It covers the necessary mathematical and statistics background and explores security markets, interest rate models, and term structure. Many data examples illustrate the methods and lots of problems enable the book to be used as a course text or for self-study.
More details
Language
English
Publishing group
CRC Press
Target group
Senior undergraduate and graduate students in statistics and mathematics; researchers in statistics, mathematics, economics, and finance.
Illustrations
11
11 s/w Tabellen
11 tables
Dimensions
Height: 279 mm
Width: 203 mm
ISBN-13
978-1-4987-2501-9 (9781498725019)
Schweitzer Classification
Persons
Content
Introduction. Fundamentals. Discrete Time Finance. Linear Time Series Models. Nonlinear Time Series Models. Kernel Estimators in Time Series Analysis. Stochastic Calculus. Stochastic Differential Equations. Continuous Time Security Markets. Stochastic Interest Rate Models. Discrete Time Approximations. Projections in Hilbert Spaces. Filtering and Prediction Theory. Estimation of Parameters in SDEs. The Term Structure of Interest Rates. Estimation of the Term Structure. Appendices.