Discrete Time Series, Processes, and Applications in Finance
| Author | : Gilles Zumbach |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 326 |
| Release | : 2012-09-26 |
| ISBN-10 | : 9783642317415 |
| ISBN-13 | : 3642317413 |
| Rating | : 4/5 (15 Downloads) |
Book Synopsis Discrete Time Series, Processes, and Applications in Finance by : Gilles Zumbach
Download or read book Discrete Time Series, Processes, and Applications in Finance written by Gilles Zumbach and published by Springer Science & Business Media. This book was released on 2012-09-26 with total page 326 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book surveys empirical properties of financial time series, discusses their mathematical basis, and describes uses in risk evaluation, option pricing or portfolio construction. The author introduces and assesses a range of processes against the benchmark.
