Time Series: Applications to Finance - Couverture rigide

Chan, Ngai Hang

 
9780471411178: Time Series: Applications to Finance
Couverture rigide
ISBN 10 : 0471411175 ISBN 13 : 9780471411178
Editeur : John Wiley & Sons Inc, 2002

Synopsis

Elements of Financial Time Series fills a gap in the market in the area of financial time series analysis by giving both conceptual and practical illustrations. Examples and discussions in the later chapters of the book make recent developments in time series more accessible. Examples from finance are maximized as much as possible throughout the book. Full set of exercises is displayed at the end of each chapter. First seven chapters cover standard topics in time series at a high-intensity level. Recent and timely developments in nonstandard time series techniques are illustrated with real finance examples in detail. Examples are systemically illustrated with S-plus with codes and data available on an associated Web site.

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À propos de l?auteur

NGAI HANG CHAN, PhD, is Professor of Statistics and Director of the Risk Management Science Program at the Chinese University of Hong Kong and Professor of Statistics at Carnegie Mellon University.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
John Wiley & Sons Inc
Date d'édition
2002
Langue
anglais
ISBN 10 
0471411175
ISBN 13 
9780471411178
Reliure
Relié
Nombre de pages
224
Coordonnées du fabricant
non disponible
Personne responsable
non disponible