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 (413 Downloads) |
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.