This book examines how stochastic models can effectively describe actual financial data and illustrates how to properly estimate the proposed models. It discusses the probability, statistical inference, testing hypothesis, and discriminant analysis for independent observations. The book also explores stochastic processes, time series models, their asymptotically optimal inference, prediction, option pricing theory, the statistical estimation for portfolio coefficients, and VaR problems. The final chapters cover models for ...
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This book examines how stochastic models can effectively describe actual financial data and illustrates how to properly estimate the proposed models. It discusses the probability, statistical inference, testing hypothesis, and discriminant analysis for independent observations. The book also explores stochastic processes, time series models, their asymptotically optimal inference, prediction, option pricing theory, the statistical estimation for portfolio coefficients, and VaR problems. The final chapters cover models for interest rates and discount bonds, their no-arbitrage pricing theory, problems of credit rating, and the clustering of stock returns.
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Add this copy of Optimal Statistical Inference in Financial Engineering to cart. $51.00, very good condition, Sold by Powell's Books Chicago rated 5.0 out of 5 stars, ships from Chicago, IL, UNITED STATES, published 2007 by CRC Press.
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Very Good. 2007. Hardcover. Library binding. Pictorial boards, no dj. as issued. Some shelf-wear. Slight bump to tail of spine. Else clean copy. Very Good. (Subject: Mathematics).
Add this copy of Optimal Statistical Inference in Financial Engineering to cart. $189.87, like new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 2007 by CRC Press.
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Fine. Sewn binding. Cloth over boards. 378 p. Contains: Illustrations, black & white, Tables, black & white. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of Optimal Statistical Inference in Financial Engineering to cart. $227.84, new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 2007 by CRC Press.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
New. Sewn binding. Cloth over boards. 378 p. Contains: Illustrations, black & white, Tables, black & white. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
