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Discrete Time Series, Processes, and Applications in Finance
Language: en
Pages: 326
Authors: Gilles Zumbach
Categories: Business & Economics
Type: BOOK - Published: 2012-09-26 - Publisher: Springer Science & Business Media

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This book surveys empirical properties of financial time series, discusses their mathematical basis, and describes uses in risk evaluation, option pricing or po
Discrete Time Series, Processes, and Applications in Finance
Language: en
Pages: 326
Authors: Gilles Zumbach
Categories: Mathematics
Type: BOOK - Published: 2012-10-04 - Publisher: Springer Science & Business Media

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Most financial and investment decisions are based on considerations of possible future changes and require forecasts on the evolution of the financial world. Ti
Handbook of Discrete-Valued Time Series
Language: en
Pages: 484
Authors: Richard A. Davis
Categories: Mathematics
Type: BOOK - Published: 2016-01-06 - Publisher: CRC Press

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Model a Wide Range of Count Time Series Handbook of Discrete-Valued Time Series presents state-of-the-art methods for modeling time series of counts and incorpo
Time Series
Language: en
Pages: 225
Authors: Ngai Hang Chan
Categories: Mathematics
Type: BOOK - Published: 2004-04-05 - Publisher: John Wiley & Sons

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Elements of Financial Time Series fills a gap in the market in the area of financial time series analysis by giving both conceptual and practical illustrations.
Markov Decision Processes with Applications to Finance
Language: en
Pages: 388
Authors: Nicole Bäuerle
Categories: Mathematics
Type: BOOK - Published: 2011-06-06 - Publisher: Springer Science & Business Media

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The theory of Markov decision processes focuses on controlled Markov chains in discrete time. The authors establish the theory for general state and action spac