Statistical models and methods for financial markets

Statistical models and methods for financial markets

por T. L. Lai
4/5
(7 votos)
Formato
354 paginas, Hardcover
Primera publicación
2008
Editores
Springer
Sujetos
Finance·Statistical methods·Finance·Mathematical models
Idioma
English

Tse Leung Lai's research area is sequential analysis, to which he has made fundamental contributions. However, he has long been interested in finance, and at Stanford he has advised several Ph.

This book presents a summary of major statistic methods for financial engineering. It is a good book for those who want to learn these stuff quickly, without too much detail, but get the core idea of each method.

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