499,37 €
587,49 €
Handbook of Financial Time Series
499,37 € 
- Išsiųsime per 10–14 d.d.
The Handbook of Financial Time Series, edited by Andersen, Davis, Kreiss and Mikosch, is an impressive collection of survey articles by many of the leading contributors to the ?eld. These articles are mostly very clearly wr- ten and present a sweep of the literature in a coherent pedagogical manner. The level of most of the contributions is mathematically sophisticated, and I imagine many of these chapters will ?nd their way onto graduate reading lists in courses in ?nancial economics and ?nanc…
499.37
2025-07-06 23:59:00
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- Leidėjas: Springer-Verlag GmbH
- Metai: 2009
- ISBN-10: 3540712968
- ISBN-13: 9783540712961
- Formatas: 16.7 x 24.3 x 4.5 cm, kieti viršeliai
- Kalba: Anglų
- Extra -15 % nuolaida šiai knygai su kodu: ENG15
Handbook of Financial Time Series + nemokamas atvežimas! | knygos.lt
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Aprašymas
The Handbook of Financial Time Series, edited by Andersen, Davis, Kreiss and Mikosch, is an impressive collection of survey articles by many of the leading contributors to the ?eld. These articles are mostly very clearly wr- ten and present a sweep of the literature in a coherent pedagogical manner. The level of most of the contributions is mathematically sophisticated, and I imagine many of these chapters will ?nd their way onto graduate reading lists in courses in ?nancial economics and ?nancial econometrics. In reading through these papers, I found many new insights and presentations even in areas that I know well. The book is divided into ?ve broad sections: GARCH-Modeling, Stoch- tic Volatility Modeling, Continuous Time Processes, Cointegration and Unit Roots, and Special Topics. These correspond generally to classes of stoch- tic processes that are applied in various ?nance contexts. However, there are otherthemesthatcutacrosstheseclasses.Thereareseveralpapersthatca- fully articulate the probabilistic structure of these classes, while others are morefocusedonestimation.Stillothersderivepropertiesofextremesforeach class of processes, and evaluate persistence and the extent of long memory. Papers in many cases examine the stability of the process with tools to check for breaks and jumps. Finally there are applications to options, term str- ture, credit derivatives, risk management, microstructure models and other forecasting settings.EXTRA 15 % nuolaida
499,37 €
587,49 €
Išsiųsime per 10–14 d.d.
Kupono kodas: ENG15
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- Leidėjas: Springer-Verlag GmbH
- Metai: 2009
- ISBN-10: 3540712968
- ISBN-13: 9783540712961
- Formatas: 16.7 x 24.3 x 4.5 cm, kieti viršeliai
- Kalba: Anglų
The Handbook of Financial Time Series, edited by Andersen, Davis, Kreiss and Mikosch, is an impressive collection of survey articles by many of the leading contributors to the ?eld. These articles are mostly very clearly wr- ten and present a sweep of the literature in a coherent pedagogical manner. The level of most of the contributions is mathematically sophisticated, and I imagine many of these chapters will ?nd their way onto graduate reading lists in courses in ?nancial economics and ?nancial econometrics. In reading through these papers, I found many new insights and presentations even in areas that I know well. The book is divided into ?ve broad sections: GARCH-Modeling, Stoch- tic Volatility Modeling, Continuous Time Processes, Cointegration and Unit Roots, and Special Topics. These correspond generally to classes of stoch- tic processes that are applied in various ?nance contexts. However, there are otherthemesthatcutacrosstheseclasses.Thereareseveralpapersthatca- fully articulate the probabilistic structure of these classes, while others are morefocusedonestimation.Stillothersderivepropertiesofextremesforeach class of processes, and evaluate persistence and the extent of long memory. Papers in many cases examine the stability of the process with tools to check for breaks and jumps. Finally there are applications to options, term str- ture, credit derivatives, risk management, microstructure models and other forecasting settings.
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