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Item Details
Title: TIME SERIES
APPLICATIONS TO FINANCE WITH R AND S-PLUS (R), SECOND EDITION
By: Ngai Hang Chan
Format: Hardback

List price: £119.95
Our price: £107.96
Discount:
10% off
You save: £11.99
ISBN 10: 0470583622
ISBN 13: 9780470583623
Availability: Usually dispatched within 1-3 weeks.
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Stock: Currently 0 available
Publisher: JOHN WILEY AND SONS LTD
Pub. date: 13 September, 2010
Edition: 2nd Revised edition
Series: CourseSmart
Pages: 330
Description: * The author is well known for his clear, concise, and authentic presentation. * Two new chapters now appear on Bayesian methods and arbitrage statistics. * Special emphasis is placed on applications from around the world, including, but not limited to, Asia; China; and Europe.
Synopsis: This book is designed to help readers grasp the conceptual underpinnings of time series modeling in order to gain a deeper understanding of the ever-changing dynamics of the financial world. It covers theory and application equally for readers from both financial and mathematical backgrounds. The book offers succinct coverage of standard topics in statistical time series - such as forecasting and spectral analysis - in a manner that is both technical and conceptual. An author website provides instructor notations and additional software subroutines, as well as complete solutions to the exercises in the text.
Publication: US
Imprint: Wiley-Blackwell
Returns: Returnable
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