ricerca
avanzata
  • Help & Faq
  • Accedi/Login

Financial Surveillance - 9780470061886

Un libro in lingua di Frisen Marianne (EDT) edito da John Wiley & Sons Inc, 2008

  • € 108.70
  • Il prezzo è variabile in funzione del cambio della valuta d’origine

Given the volatility of finance, whether or not expressed as market behaviors, statistical surveillance seems to be one of the more effective tools in making rapid, valid, time-based decisions. A full partner in statistical surveillance is financial analysis, but the two often appear to be conflicting cultures. This collection of nine extended essays explores the relationship between them by introducing both and then moving through progressively more advanced applications. Contributors cover statistical models in finance, the relation between statistical surveillance and technical analysis in finance, evaluations of volatility, surveillance of univariate and multivariate linear (and nonlinear) time series, sequential monitoring of optimal portfolio weights, and likelihood-based surveillance for continuous-time processes. The collection closes with a very interesting assessment of how the two disciplines will continue to relate and which new directions they will take. The text is accessible, and the bibliography is comprehensive. Annotation ©2008 Book News, Inc., Portland, OR (booknews.com)

Informazioni bibliografiche