| 书目名称 | Statistical Models and Methods for Financial Markets | | 编辑 | Tze Leung Lai,Haipeng Xing | | 视频video | | | 丛书名称 | Springer Texts in Statistics | | 图书封面 |  | | 描述 | The idea of writing this bookarosein 2000when the ?rst author wasassigned to teach the required course STATS 240 (Statistical Methods in Finance) in the new M. S. program in ?nancial mathematics at Stanford, which is an interdisciplinary program that aims to provide a master’s-level education in applied mathematics, statistics, computing, ?nance, and economics. Students in the programhad di?erent backgroundsin statistics. Some had only taken a basic course in statistical inference, while others had taken a broad spectrum of M. S. - and Ph. D. -level statistics courses. On the other hand, all of them had already taken required core courses in investment theory and derivative pricing, and STATS 240 was supposed to link the theory and pricing formulas to real-world data and pricing or investment strategies. Besides students in theprogram,thecoursealso attractedmanystudentsfromother departments in the university, further increasing the heterogeneity of students, as many of them had a strong background in mathematical and statistical modeling from the mathematical, physical, and engineering sciences but no previous experience in ?nance. To address the diversity in background but common | | 出版日期 | Textbook 2008 | | 关键词 | Analysis; Generalized linear model; Statistical Analysis; Statistical Methods; Statistical Models; Time s | | 版次 | 1 | | doi | https://doi.org/10.1007/978-0-387-77827-3 | | isbn_softcover | 978-1-4419-2668-5 | | isbn_ebook | 978-0-387-77827-3Series ISSN 1431-875X Series E-ISSN 2197-4136 | | issn_series | 1431-875X | | copyright | Springer-Verlag New York 2008 |
The information of publication is updating
|
|
发表于 2025-3-21 16:42:49
