Statistical methods in finance /

• Other Authors: Maddala, G. S. (Editor), Rao, C. Radhakrishna (Calyampudi Radhakrishna), 1920- (Editor)
• Format: eBook
• Language: English
• Published: Amsterdam ; New York : Elsevier, 1996.
• Series: Handbook of statistics (Amsterdam, Netherlands) ; v. 14.
• Subjects: Securities > Mathematical models.; Finance > Statistical methods.; Finances > Méthodes statistiques.; Finances.; Méthodes statistiques.; Bedrijfsfinanciering.; Statistische methoden.; Estatistica aplicada a economia.; Modèles économétriques.; Modèle de fixation du prix des actifs.; Finances > Modèles mathématiques.; Modèles mathématiques.; Finanzstatistik.; Finanzierung.; Statistik.; Electronic books.

Table of Contents:

• I. Asset pricing
• II. Term structures of interest rates
• III. Volatility
• IV. Prediction
• V. Alternative probabilistic models
• VI. Applications of specialized statistical methods
• VII. Miscellaneous other problems.