The Resource Statistics for finance, Erik Lindström, Henrik Madsen, Jan Nygaard Nielsen
Statistics for finance, Erik Lindström, Henrik Madsen, Jan Nygaard Nielsen
Resource Information
The item Statistics for finance, Erik Lindström, Henrik Madsen, Jan Nygaard Nielsen represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Missouri Libraries.This item is available to borrow from 2 library branches.
Resource Information
The item Statistics for finance, Erik Lindström, Henrik Madsen, Jan Nygaard Nielsen represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Missouri Libraries.
This item is available to borrow from 2 library branches.
- Summary
- Statistics for Finance develops students professional skills in statistics with applications in finance. Developed from the authors courses at the Technical University of Denmark and Lund University, the text bridges the gap between classical, rigorous treatments of financial mathematics that rarely connect concepts to data and books on econometrics and time series analysis that do not cover specific problems related to option valuation. The book discusses applications of financial derivatives pertaining to risk assessment and elimination. The authors cover various statistical and mathematical techniques, including linear and nonlinear time series analysis, stochastic calculus models, stochastic differential equations, It s formula, the Black Scholes model, the generalized method-of-moments, and the Kalman filter. They explain how these tools are used to price financial derivatives, identify interest rate models, value bonds, estimate parameters, and much more. This textbook will help students understand and manage empirical research in financial engineering. It includes examples of how the statistical tools can be used to improve value-at-risk calculations and other issues. In addition, end-of-chapter exercises develop students financial reasoning skills."
- Language
- eng
- Extent
- 1 online resource (1 volume)
- Note
- "A Chapman & Hall book."
- Contents
-
- 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
- Term structure of interest rates
- Discrete time approximations
- Parameter estimation in discretely observed SDEs
- Inference in partially observed processes
- Isbn
- 9781482229004
- Label
- Statistics for finance
- Title
- Statistics for finance
- Statement of responsibility
- Erik Lindström, Henrik Madsen, Jan Nygaard Nielsen
- Language
- eng
- Summary
- Statistics for Finance develops students professional skills in statistics with applications in finance. Developed from the authors courses at the Technical University of Denmark and Lund University, the text bridges the gap between classical, rigorous treatments of financial mathematics that rarely connect concepts to data and books on econometrics and time series analysis that do not cover specific problems related to option valuation. The book discusses applications of financial derivatives pertaining to risk assessment and elimination. The authors cover various statistical and mathematical techniques, including linear and nonlinear time series analysis, stochastic calculus models, stochastic differential equations, It s formula, the Black Scholes model, the generalized method-of-moments, and the Kalman filter. They explain how these tools are used to price financial derivatives, identify interest rate models, value bonds, estimate parameters, and much more. This textbook will help students understand and manage empirical research in financial engineering. It includes examples of how the statistical tools can be used to improve value-at-risk calculations and other issues. In addition, end-of-chapter exercises develop students financial reasoning skills."
- Cataloging source
- UMI
- http://library.link/vocab/creatorName
- Lindström, Erik
- Dewey number
- 332.015195
- Illustrations
- illustrations
- Index
- no index present
- LC call number
- HG176.5
- Literary form
- non fiction
- Nature of contents
-
- dictionaries
- bibliography
- http://library.link/vocab/relatedWorkOrContributorName
-
- Madsen, Henrik
- Nielsen, Jan Nygaard
- Series statement
- Texts in Statistical Science
- http://library.link/vocab/subjectName
-
- Finance
- Statistics
- Finance
- BUSINESS & ECONOMICS
- Finance
- Finance
- Statistics
- Label
- Statistics for finance, Erik Lindström, Henrik Madsen, Jan Nygaard Nielsen
- Note
- "A Chapman & Hall book."
- Bibliography note
- Includes bibliographical references (pages 345-259)
- Carrier category
- online resource
- Carrier category code
-
- cr
- Carrier MARC source
- rdacarrier
- Content category
- text
- Content type code
-
- txt
- Content type MARC source
- rdacontent
- Contents
- 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 -- Term structure of interest rates -- Discrete time approximations -- Parameter estimation in discretely observed SDEs -- Inference in partially observed processes
- Control code
- 910165516
- Dimensions
- unknown
- Extent
- 1 online resource (1 volume)
- Form of item
- online
- Isbn
- 9781482229004
- Media category
- computer
- Media MARC source
- rdamedia
- Media type code
-
- c
- Other control number
-
- 9781482228991
- 10.1201/b18357
- Other physical details
- illustrations.
- http://library.link/vocab/ext/overdrive/overdriveId
- cl0500000595
- Sound
- unknown sound
- Specific material designation
- remote
- System control number
- (OCoLC)910165516
- Label
- Statistics for finance, Erik Lindström, Henrik Madsen, Jan Nygaard Nielsen
- Note
- "A Chapman & Hall book."
- Bibliography note
- Includes bibliographical references (pages 345-259)
- Carrier category
- online resource
- Carrier category code
-
- cr
- Carrier MARC source
- rdacarrier
- Content category
- text
- Content type code
-
- txt
- Content type MARC source
- rdacontent
- Contents
- 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 -- Term structure of interest rates -- Discrete time approximations -- Parameter estimation in discretely observed SDEs -- Inference in partially observed processes
- Control code
- 910165516
- Dimensions
- unknown
- Extent
- 1 online resource (1 volume)
- Form of item
- online
- Isbn
- 9781482229004
- Media category
- computer
- Media MARC source
- rdamedia
- Media type code
-
- c
- Other control number
-
- 9781482228991
- 10.1201/b18357
- Other physical details
- illustrations.
- http://library.link/vocab/ext/overdrive/overdriveId
- cl0500000595
- Sound
- unknown sound
- Specific material designation
- remote
- System control number
- (OCoLC)910165516
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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.library.missouri.edu/portal/Statistics-for-finance-Erik-Lindstr%C3%B6m-Henrik/jUQe8HccbKE/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.missouri.edu/portal/Statistics-for-finance-Erik-Lindstr%C3%B6m-Henrik/jUQe8HccbKE/">Statistics for finance, Erik Lindström, Henrik Madsen, Jan Nygaard Nielsen</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.library.missouri.edu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.library.missouri.edu/">University of Missouri Libraries</a></span></span></span></span></div>
