Skip to content

Statistical Models and Methods for Financial Markets

Best in textbook rentals since 2012!

ISBN-10: 0387778268

ISBN-13: 9780387778266

Edition: 2008

Authors: Tze Leung Lai, Haipeng Xing

List price: $119.99
Shipping box This item qualifies for FREE shipping.
Blue ribbon 30 day, 100% satisfaction guarantee!
what's this?
Rush Rewards U
Members Receive:
Carrot Coin icon
XP icon
You have reached 400 XP and carrot coins. That is the daily max!

Customers also bought

Book details

List price: $119.99
Copyright year: 2008
Publisher: Springer New York
Publication date: 7/25/2008
Binding: Hardcover
Pages: 356
Size: 6.14" wide x 9.21" long x 0.75" tall
Weight: 1.386
Language: English

Victor H. de la Peña is Fellow of Institute of Mathematical Statistics and a Medallion Lecturer for IMS in 2007.Tze Leung LAI: Distinguished Lecture Series in Statistical Science from Academia Sinica (2001), Starr Lectures in Financial Mathematics from the University of Hong Kong (2001), Center for Advanced Study in the Behavioral Sciences Fellowship (1999-2000), Richard Anderson Lecture in Statistics from University of Kentucky (1999), Election to Academia Sinica (1994), Committee of Presidents of Statistical Societies Award (1983), John Simon Guggenheim Fellowship (1983-84).Qi-Man SHAO is Associate Editor of 5 top journals and co-author of: Chen, M. H., Shao, Q. M. and Ibrahim, J.G.…    

Basic Statistical Methods and Financial Applications
Linear Regression Models
Multivariate Analysis and Likelihood Inference
Basic Investment Models and Their Statistical Analysis
Parametric Models and Bayesian Methods
Time Series Modeling and Forecasting
Dynamic Models of Asset Returns and Their Volatilities
Advanced Topics in Quantitative Finance
Nonparametric Regression and Substantive-Empirical Modeling
Option Pricing and Market Data
Advanced Multivariate and Time Series Methods in Financial Econometrics
Interest Rate Markets
Statistical Trading Strategies
Statistical Methods in Risk Management
Martingale Theory and Central Limit Theorems
Limit Theorems for Stationary Processes
Limit Theorems Underlying Unit-Root Tests and Cointegration
References
Index