Von dem Buch Statistical Inference for Financial Engineering haben wir 2 gleiche oder sehr ähnliche Ausgaben identifiziert!
Falls Sie nur an einem bestimmten Exempar interessiert sind, können Sie aus der folgenden Liste jenes wählen, an dem Sie interessiert sind:
100%: Masanobu Taniguchi/ Tomoyuki Amano/ Hiroaki Ogata/ Hiroyuki Taniai: Statistical Inference for Financial Engineering (ISBN: 9783319034973) 2014, 2014. Ausgabe, in Englisch, auch als eBook.Nur diese Ausgabe anzeigen…
35%: Taniguchi, Masanobu; Taniai, Hiroyuki; Ogata, Hiroaki; Amano, Tomoyuki: Statistical Inference for Financial Engineering (ISBN: 9783319034966) 2014, in Englisch.Nur diese Ausgabe anzeigen…
Statistical Inference for Financial Engineering - 16 Angebote vergleichen
| Preise | 2014 | 2016 | 2018 | 2020 | 2023 |
|---|---|---|---|---|---|
| Schnitt | € 51,16 | € 21,80 | € 46,05 | € 60,75 | € 50,82 |
| Nachfrage |
1
Symbolbild
Statistical Inference for Financial Engineering
DE NWISBN: 9783319034966 bzw. 3319034960, in Deutsch, Springer International Publishing AG, neu.
Lieferung aus: Vereinigte Staaten von Amerika, Versandkosten nach: AUT.
Von Händler/Antiquariat, BuySomeBooks.
Springer International Publishing AG. Paperback. New. Paperback. 118 pages. Dimensions: 9.1in. x 6.0in. x 0.4in.This monograph provides the fundamentals of statistical inference for financial engineering and covers some selected methods suitable for analyzing financial time series data. In order to describe the actual financial data, various stochastic processes, e. g. non-Gaussian linear processes, non-linear processes, long-memory processes, locally stationary processes etc. are introduced and their optimal estimation is considered as well. This book also includes several statistical approaches, e. g. , discriminant analysis, the empirical likelihood method, control variate method, quantile regression, realized volatility etc. , which have been recently developed and are considered to be powerful tools for analyzing the financial data, establishing a new bridge between time series and financial engineering. This book is well suited as a professional reference book on finance, statistics and statistical financial engineering. Readers are expected to have an undergraduate-level knowledge of statistics. This item ships from multiple locations. Your book may arrive from Roseburg,OR, La Vergne,TN.
Von Händler/Antiquariat, BuySomeBooks.
Springer International Publishing AG. Paperback. New. Paperback. 118 pages. Dimensions: 9.1in. x 6.0in. x 0.4in.This monograph provides the fundamentals of statistical inference for financial engineering and covers some selected methods suitable for analyzing financial time series data. In order to describe the actual financial data, various stochastic processes, e. g. non-Gaussian linear processes, non-linear processes, long-memory processes, locally stationary processes etc. are introduced and their optimal estimation is considered as well. This book also includes several statistical approaches, e. g. , discriminant analysis, the empirical likelihood method, control variate method, quantile regression, realized volatility etc. , which have been recently developed and are considered to be powerful tools for analyzing the financial data, establishing a new bridge between time series and financial engineering. This book is well suited as a professional reference book on finance, statistics and statistical financial engineering. Readers are expected to have an undergraduate-level knowledge of statistics. This item ships from multiple locations. Your book may arrive from Roseburg,OR, La Vergne,TN.
2
Statistical Inference for Financial Engineering
~EN PB NWISBN: 9783319034966 bzw. 3319034960, vermutlich in Englisch, Springer Nature, Taschenbuch, neu.
Lieferung aus: Deutschland, Lagernd, zzgl. Versandkosten.
This monograph provides the fundamentals of statistical inference for financial engineering and covers some selected methods suitable for analyzing financial time series data. In order to describe the actual financial data, various stochastic processes, e.g. non-Gaussian linear processes, non-linear processes, long-memory processes, locally stationary processes etc. are introduced and their optimal estimation is considered as well. This book also includes several statistical approaches, e.g., discriminant analysis, the empirical likelihood method, control variate method, quantile regression, realized volatility etc., which have been recently developed and are considered to be powerful tools for analyzing the financial data, establishing a new bridge between time series and financial engineering. This book is well suited as a professional reference book on finance, statistics and statistical financial engineering. Readers are expected to have an undergraduate-level knowledge of statistics. Soft cover.
This monograph provides the fundamentals of statistical inference for financial engineering and covers some selected methods suitable for analyzing financial time series data. In order to describe the actual financial data, various stochastic processes, e.g. non-Gaussian linear processes, non-linear processes, long-memory processes, locally stationary processes etc. are introduced and their optimal estimation is considered as well. This book also includes several statistical approaches, e.g., discriminant analysis, the empirical likelihood method, control variate method, quantile regression, realized volatility etc., which have been recently developed and are considered to be powerful tools for analyzing the financial data, establishing a new bridge between time series and financial engineering. This book is well suited as a professional reference book on finance, statistics and statistical financial engineering. Readers are expected to have an undergraduate-level knowledge of statistics. Soft cover.
3
Statistical Inference for Financial Engineering
~EN NW EB DLISBN: 9783319034973 bzw. 3319034979, vermutlich in Englisch, Springer Nature, neu, E-Book, elektronischer Download.
Lieferung aus: Deutschland, Lagernd, zzgl. Versandkosten.
This monograph provides the fundamentals of statistical inference for financial engineering and covers some selected methods suitable for analyzing financial time series data. In order to describe the actual financial data, various stochastic processes, e.g. non-Gaussian linear processes, non-linear processes, long-memory processes, locally stationary processes etc. are introduced and their optimal estimation is considered as well. This book also includes several statistical approaches, e.g., discriminant analysis, the empirical likelihood method, control variate method, quantile regression, realized volatility etc., which have been recently developed and are considered to be powerful tools for analyzing the financial data, establishing a new bridge between time series and financial engineering. This book is well suited as a professional reference book on finance, statistics and statistical financial engineering. Readers are expected to have an undergraduate-level knowledge of statistics. eBook.
This monograph provides the fundamentals of statistical inference for financial engineering and covers some selected methods suitable for analyzing financial time series data. In order to describe the actual financial data, various stochastic processes, e.g. non-Gaussian linear processes, non-linear processes, long-memory processes, locally stationary processes etc. are introduced and their optimal estimation is considered as well. This book also includes several statistical approaches, e.g., discriminant analysis, the empirical likelihood method, control variate method, quantile regression, realized volatility etc., which have been recently developed and are considered to be powerful tools for analyzing the financial data, establishing a new bridge between time series and financial engineering. This book is well suited as a professional reference book on finance, statistics and statistical financial engineering. Readers are expected to have an undergraduate-level knowledge of statistics. eBook.
4
Statistical Inference for Financial Engineering (SpringerBriefs in Statistics) (2014)
EN PB USISBN: 9783319034966 bzw. 3319034960, in Englisch, 118 Seiten, 2014. Ausgabe, Springer, Taschenbuch, gebraucht.
Neu ab: $38.33 (24 Angebote)
Gebraucht ab: $19.94 (15 Angebote)
Zu den weiteren 39 Angeboten bei Amazon.com
Lieferung aus: Vereinigte Staaten von Amerika, Usually ships in 1-2 business days.
Von Händler/Antiquariat, _nearfine_.
This monograph provides the fundamentals of statistical inference for financial engineering and covers some selected methods suitable for analyzing financial time series data. In order to describe the actual financial data, various stochastic processes, e.g. non-Gaussian linear processes, non-linear processes, long-memory processes, locally stationary processes etc. are introduced and their optimal estimation is considered as well. This book also includes several statistical approaches, e.g., discriminant analysis, the empirical likelihood method, control variate method, quantile regression, realized volatility etc., which have been recently developed and are considered to be powerful tools for analyzing the financial data, establishing a new bridge between time series and financial engineering.This book is well suited as a professional reference book on finance, statistics and statistical financial engineering. Readers are expected to have an undergraduate-level knowledge of statistics., Paperback, Ausgabe: 2014, Label: Springer, Springer, Produktgruppe: Book, Publiziert: 2014-03-27, Freigegeben: 2014-04-30, Studio: Springer, Verkaufsrang: 7210102.
Von Händler/Antiquariat, _nearfine_.
This monograph provides the fundamentals of statistical inference for financial engineering and covers some selected methods suitable for analyzing financial time series data. In order to describe the actual financial data, various stochastic processes, e.g. non-Gaussian linear processes, non-linear processes, long-memory processes, locally stationary processes etc. are introduced and their optimal estimation is considered as well. This book also includes several statistical approaches, e.g., discriminant analysis, the empirical likelihood method, control variate method, quantile regression, realized volatility etc., which have been recently developed and are considered to be powerful tools for analyzing the financial data, establishing a new bridge between time series and financial engineering.This book is well suited as a professional reference book on finance, statistics and statistical financial engineering. Readers are expected to have an undergraduate-level knowledge of statistics., Paperback, Ausgabe: 2014, Label: Springer, Springer, Produktgruppe: Book, Publiziert: 2014-03-27, Freigegeben: 2014-04-30, Studio: Springer, Verkaufsrang: 7210102.
5
Statistical Inference for Financial Engineering (SpringerBriefs in Statistics) (2014)
EN NW EB DLISBN: 9783319034973 bzw. 3319034979, in Englisch, 118 Seiten, 2014. Ausgabe, Springer, neu, E-Book, elektronischer Download.
Lieferung aus: Vereinigte Staaten von Amerika, E-Book zum Download.
This monograph provides the fundamentals of statistical inference for financial engineering and covers some selected methods suitable for analyzing financial time series data. In order to describe the actual financial data, various stochastic processes, e.g. non-Gaussian linear processes, non-linear processes, long-memory processes, locally stationary processes etc. are introduced and their optimal estimation is considered as well. This book also includes several statistical approaches, e.g., discriminant analysis, the empirical likelihood method, control variate method, quantile regression, realized volatility etc., which have been recently developed and are considered to be powerful tools for analyzing the financial data, establishing a new bridge between time series and financial engineering.This book is well suited as a professional reference book on finance, statistics and statistical financial engineering. Readers are expected to have an undergraduate-level knowledge of statistics., Kindle Edition, Ausgabe: 2014, Format: Kindle eBook, Label: Springer, Springer, Produktgruppe: eBooks, Publiziert: 2014-03-26, Freigegeben: 2014-03-26, Studio: Springer.
This monograph provides the fundamentals of statistical inference for financial engineering and covers some selected methods suitable for analyzing financial time series data. In order to describe the actual financial data, various stochastic processes, e.g. non-Gaussian linear processes, non-linear processes, long-memory processes, locally stationary processes etc. are introduced and their optimal estimation is considered as well. This book also includes several statistical approaches, e.g., discriminant analysis, the empirical likelihood method, control variate method, quantile regression, realized volatility etc., which have been recently developed and are considered to be powerful tools for analyzing the financial data, establishing a new bridge between time series and financial engineering.This book is well suited as a professional reference book on finance, statistics and statistical financial engineering. Readers are expected to have an undergraduate-level knowledge of statistics., Kindle Edition, Ausgabe: 2014, Format: Kindle eBook, Label: Springer, Springer, Produktgruppe: eBooks, Publiziert: 2014-03-26, Freigegeben: 2014-03-26, Studio: Springer.
6
Statistical Inference for Financial Engineering
DE NW EB DLISBN: 9783319034973 bzw. 3319034979, in Deutsch, Springer International Publishing, neu, E-Book, elektronischer Download.
Lieferung aus: Deutschland, Versandkostenfrei.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
7
Statistical Inference for Financial Engineering
~EN NW EB DLISBN: 9783319034973 bzw. 3319034979, vermutlich in Englisch, Springer International Publishing, neu, E-Book, elektronischer Download.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
8
Statistical Inference for Financial Engineering | / / -
DE NWISBN: 9783319034966 bzw. 3319034960, in Deutsch, Springer, neu.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
9
Statistical Inference for Financial Engineering (2014)
DE NWISBN: 9783319034973 bzw. 3319034979, in Deutsch, neu.
Lieferung aus: Vereinigtes Königreich Großbritannien und Nordirland, Versandkostenfrei.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
10
Statistical Inference for Financial Engineering (2014)
~EN PB NWISBN: 3319034960 bzw. 9783319034966, vermutlich in Englisch, Springer International Publishing, Taschenbuch, neu.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Lade…