Statistical Analysis of Financial Data: With Examples In R

By: Gentle, James

The book is about financial data - security prices and prices of derivatives, and the statistical methods for analyzing such data. It covers statistical models of branching processes, linear discrete time series models, and continuous-time stochastic models, all at an intermediate level (advanced undergraduate or beginning graduate).

• Format: Hardcover
• Language: English
• ISBN: 1138599492
• ISBN13: 9781138599499
• Release Date: March 2020
• Publisher: CRC Press
• Length: 666 Pages
• Weight: 2.75 lbs.
• Dimensions: 1.5" x 6.3" x 9.4"