【经典教材系列】Statistics for Finance (2015)

好好学习

谢谢楼主分享。

thanks for sharing!!

The book discusses applications of financial derivatives pertaining to risk assessment and elimination. The authors cover various statistical and mathematical techniques, including linear and nonlinear time series analysis, stochastic calculus models, stochastic differential equations, Itō’s formula, the Black–Scholes model, the generalized method-of-moments, and the Kalman filter. They explain how these tools are used to price financial derivatives, identify interest rate models, value bonds, estimate parameters, and much more.
（地址回复

thanks

Statistics for Finance

thanks

thxxxxxxxxxxxxxxxx

Statistics for Finance_Erik Lindstrom