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Non-parametric statistical analysis of continuous-time financial models(Chinese Edition) - Softcover

 
9787030425799: Non-parametric statistical analysis of continuous-time financial models(Chinese Edition)

Synopsis

Pub Date: 2015-01-01 Pages: 181 Language: Chinese Publisher: Science Press. a non-parametric statistical analysis of continuous-time financial models system introduces a non-parametric statistical inference method and its application of continuous time financial models. including a dimensional diffusion model. time-varying diffusion models. non-parametric estimation and model specification test questions and stochastic volatility model for multi-dimensional diffusion model. and briefly describes these statistical methods in the design and management of the investment objectives. financial risk measurement and dynamic options pricing and other financial issues in the application. Continuous-time non-parametric statistical analysis of the financial model as a statistical theory of financial mathematics and financial engineering researchers and financial analysts class referenc...

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