Statistics for Finance: Texts in Statistical Science (Chapman & Hall/CRC Texts in Statistical Science)
Language: English
Published by Routledge, 2020
Series: Book 52 of 126 - Chapman & Hall/CRC Texts in Statistical Science
- Softcover
- New
Seller: Mispah books, Redhill, Surrey, United KingdomMispah books
AbeBooks seller since April 15, 2021
Condition: New
£ 150.00
Quantity: 1 available
Add to basketItem description from seller
NEW. SHIPS FROM MULTIPLE LOCATIONS.
Seller Inventory # ERICA82903677383766
- Title
- Statistics for Finance: Texts in Statistical Science (Chapman & Hall/CRC Texts in Statistical Science)
- Author
- Lindstr m, Erik, Madsen, Henrik, Nielsen, Jan Nygaard
- Publisher
- Routledge
- Publication year
- 2020
- Condition
- New
- Book Type
- book
- Binding
- paperback
- Language
- English
- ISBN 10
- 0367738376
- ISBN 13
- 9780367738372
- Series
- Book 52 of 126: Chapman & Hall/CRC Texts in Statistical Science
Statistics for Finance develops students’ professional skills in statistics with applications in finance. Developed from the authors’ courses at the Technical University of Denmark and Lund University, the text bridges the gap between classical, rigorous treatments of financial mathematics that rarely connect concepts to data and books on econometrics and time series analysis that do not cover specific problems related to option valuation.
The book discusses applications of financial derivatives pertaining to risk assessment and elimination. The authors cover various statistical and mathematical techniques, including linear and nonlinear time series analysis, stochastic calculus models, stochastic differential equations, Itō’s formula, the Black–Scholes model, the generalized method-of-moments, and the Kalman filter. They explain how these tools are used to price financial derivatives, identify interest rate models, value bonds, estimate parameters, and much more.
This textbook will help students understand and manage empirical research in financial engineering. It includes examples of how the statistical tools can be used to improve value-at-risk calculations and other issues. In addition, end-of-chapter exercises develop students’ financial reasoning skills.
"Synopsis" may belong to another edition of this title.
About the Author
Erik Lindström is an associate professor in the Centre for Mathematical Sciences at Lund University. His research ranges from statistical methodology (primarily time series analysis in discrete and continuous time) to financial mathematics as well as problems related to energy markets. He earned a PhD in mathematical statistics from Lund Institute of Technology/Lund University.
Henrik Madsen is a professor and head of the Section for Dynamical Systems in the Department for Applied Mathematics and Computer Sciences at the Technical University of Denmark. An elected member of the ISI and IEEE, he has authored or co-authored 480 papers and 11 books in areas including mathematical statistics, time series analysis, and the integration of renewables in electricity markets. He earned a PhD in statistics from the Technical University of Denmark.
Jan Nygaard Nielsen is a principal architect at Netcompany, a Danish IT and business consulting firm. He earned a PhD from the Technical University of Denmark.
"About the title" may belong to another edition of this title.
Mispah books
Redhill, Surrey, United Kingdom
AbeBooks seller since April 15, 2021
Shipping rates from United Kingdom to U.S.A.
| Item | 14 to 15 business days | 9 to 10 business days |
|---|---|---|
| First item | £ 25.00 | £ 27.00 |
Payment methods
Store description
We have collection of General books ,Science Books, Fiction & Academic Books. we ship from multiple location. Delhi, US and UK Return Address Mispah books 1A Beechwood Villas, Salford Redhill , Surrey RH1 5EY United Kingdom
Specialty
Fiction & Academic Books, Science, GeneralSeller's business information
Mispah books
United Kingdom
Terms of sale
We offer excellent customer service & easy return facility.
we ship from Multiple location,UK,India,US
Return address:
Mispah books
flat4 ,
Centenary court, 30 Warwick Road
Redhill , SURRE RH1 1FQ
United Kingdom
Right of withdrawal
If you are a consumer you can withdraw from the contract in accordance with the following. Consumer means any natural person who is acting for purposes which are outside his trade, business, craft or profession.
Information regarding the right of withdrawal
Statutory right to withdraw
You have the right to withdraw from this contract within 14 days without giving any reason.
The withdrawal period will expire after 14 days from the day on which you acquire, or a third party other than the carrier and indicated by you acquires, physical possession of the last good or the last lot or piece.
To exercise the right of withdrawal, electronically fill in and submit a clear statement on our website, under "My Purchases" in "My Account". We will communicate to you an acknowledgement of receipt of such a withdrawal on a durable medium (e.g. by e-mail) without delay.
To meet the withdrawal deadline, it is sufficient for you to send your communication concerning your exercise of the right of withdrawal before the withdrawal period has expired.
Effects of withdrawal
If you withdraw from this contract, we will reimburse to you all payments received from you, including the costs of delivery (except for the supplementary costs arising if you chose a type of delivery other than the least expensive type of standard delivery offered by us).
We may make a deduction from the reimbursement for loss in value of any goods supplied, if the loss is the result of unnecessary handling by you.
We will make the reimbursement without undue delay, and not later than 14 days after the day on which we are informed about your decision to withdraw from this contract.
We will make the reimbursement using the same means of payment as you used for the initial transaction, unless you have expressly agreed otherwise; in any event, you will not incur any fees as a result of such reimbursement.
We may withhold reimbursement until we have received the goods back, or you have supplied evidence of having sent back the goods, whichever is the earliest.
You shall send back the goods or hand them over to Mispah books, Redhill, Surrey, United Kingdom, without undue delay and in any event not later than 14 days from the day on which you communicate your withdrawal from this contract to us. The deadline is met if you send back the goods before the period of 14 days has expired. You will have to bear the direct cost of returning the goods. You are only liable for any diminished value of the goods resulting from the handling other than what is necessary to establish the nature, characteristics and functioning of the goods.
Exceptions to the right of withdrawal
The right of withdrawal does not apply to:
- The delivery of newspapers, journals or magazines with the exception of subscription contracts; and
- The supply of digital content which is not supplied on a tangible medium (e.g. on a CD or DVD) if you accepted when you placed your order that we could start to deliver it, and that you could not withdraw once delivery had started.