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Item Details
| Title:
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TIME SERIES
APPLICATIONS TO FINANCE WITH R AND S-PLUS (R), SECOND EDITION |
| By: |
Ngai Hang Chan |
| Format: |
Hardback |
| List price:
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£119.95 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
0470583622 |
| ISBN 13: |
9780470583623 |
| 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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