Statistical Models and Methods for Financial Markets

This book presents statistical methods and models of importance to quantitative finance and links finance theory to market practice via statistical modeling and decision making. Part I provides basic background in statistics, which includes linear regression and extensions to generalized linear mode...

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Bibliographic Details
Main Author: Lai, T. L.
Corporate Author: SpringerLink (Online service)
Other Authors: Xing, Haipeng
Format: Electronic eBook
Language:English
Published: New York, NY : Springer New York, 2008.
Series:Springer texts in statistics.
Subjects:
Online Access: Full text (Wentworth users only).