Statistical models and methods for financial markets
ayon kay T. L. Lai- Pormat
- 354 mga pahina, Hardcover
- Unang nai-publish
- 2008
- Mga tagapaglathala
- Springer
- Mga paksa
- Finance·Statistical methods·Finance·Mathematical models
- Wika
- English
Tse Leung Lai's research area is sequential analysis, to which he has made fundamental contributions. However, he has long been interested in finance, and at Stanford he has advised several Ph.
This book presents a summary of major statistic methods for financial engineering. It is a good book for those who want to learn these stuff quickly, without too much detail, but get the core idea of each method.
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