| Titre : | Financial statistics and mathematical finance : methods, models and applications |
| Auteurs : | Ansgar STELAND |
| Type de document : | Texte imprimé |
| Editeur : | John Wiley & Sons, 2012 |
| Importance matérielle : | 433 p. |
| ISBN/ISSN/EAN : | 978-1-118-31658-0 |
| Langues: | Anglais |
| Index. décimale : | 134.96 |
| Mots-clés : |
[Aciège 2017] STATISTIQUES FINANCIERES [Aciège 2017] MATHEMATIQUES FINANCIERES |
| Résumé : | This book provides an introduction to the basics of financial statistics and mathematical finance. * Explains the use and importance of statistical methods in econometrics and financial engineering. * Illustrates the importance of derivatives and calculus to aid understanding in methods and results. * Looks at advanced topics such as martingale theory, stochastic processes and stochastic integration. * Features examples throughout to illustrate applications in mathematical and statistical finance. * Is supported by an accompanying website featuring R code and data sets. |
Exemplaires (2)
| Code-barres | Cote | Support | Emplacement | Disponibilité |
|---|---|---|---|---|
| 065365 | 134.96 STE | Livre | Mezzanine 1 | Disponible |
| 065366 | 134.96 STE | Livre | Mezzanine 1 | Disponible |
