- Tytuł:
- On a book 'Financial statistics and mathematical finance. Methods, models and applications.' by Ansgar Steland
- Autorzy:
- Szajowski, Krzysztof J.
- Powiązania:
- https://bibliotekanauki.pl/articles/747467.pdf
- Data publikacji:
- 2016
- Wydawca:
- Polskie Towarzystwo Matematyczne
- Tematy:
-
Applications of statistics
Actuarial sciences
Financial mathematics
Statistical methods in mathematical finance
Econometrics
Change point detection - Opis:
- This book presents a careful and comprehensive introduction to some of the most important mathematical topics required for a thorough understanding of financial markets and the quantitative methods used to manage the assets there. The author has focused on arbitrage theory for pricing contingent claims and statistical models and methods to analyze data from financial markets. It is quit new idea to combine the data analysis methods for mathematical models of founds, options and other derivatives. In contrast to other studies devoted to the modeling of economic phenomena can be found in the reflection of the author's experience in the study of phenomena on the capital markets. Particularly valuable are the chapters that are not in the understanding of other specialists and for special statistical procedures as the basis for the creation of methods of technical analysis trading on financial markets. The results are provided in detail, although usually not in their most general form. The presentation allows for relatively easy to learn the basic techniques of modeling for those coming to the subject for the first time. This effect is get by keeping notations as elementary as possible. Each part of material is enriched with notes and comments on selected references, which may complement the presented material. It is addressed to interdisciplinary graduate/undergraduate students and to interdisciplinary young researchers. Some chapters are available to Bachelor students who have passed introductory courses in probability calculus and statistics.
- Źródło:
-
Mathematica Applicanda; 2016, 44, 2
1730-2668
2299-4009 - Pojawia się w:
- Mathematica Applicanda
- Dostawca treści:
- Biblioteka Nauki
Artykuł