Povej prijatelju o tem izdelku:
Modelling Financial Time Series Taylor, Stephen J (Lancaster University, UK) Second, 2 Revised edition
Modelling Financial Time Series
Taylor, Stephen J (Lancaster University, UK)
Contains innovative models for the prices of financial assets. This volume presents ARCH and stochastic volatility models that are used and cited in academic research and are applied by quantitative analysts in many banks. It also takes into account the progress made by empirical researchers from 1986 to 2006.
296 pages, black & white tables, figures
| Medij | Knjige Hardcover Book (Knjiga s trdim hrbtom in platnicami) |
| Izdano | 2. januarja 2008 |
| ISBN13 | 9789812770844 |
| Založniki | World Scientific Publishing Co Pte Ltd |
| Strani | 296 |
| Dimenzije | 162 × 237 × 20 mm · 568 g |
| Urednik | Taylor, Stephen J (Lancaster Univ, Uk) |
Božična darila lahko vrnete do 31. januarja