LEADER 00000cam a2200817 i 4500 
001    910165516 
003    OCoLC 
005    20240129213017.0 
006    m     o  d         
007    cr unu|||||||| 
008    150527s2015    flua    ob    000 0 eng d 
019    908079775 
020    9781482229004|q(electronic bk.) 
020    1482229005|q(electronic bk.) 
020    1482228998 
020    9781482228991 
024 3  9781482228991 
024 7  10.1201/b18357|2doi 
029 1  AU@|b000055511315 
029 1  DEBBG|bBV042683519 
029 1  DEBBG|bBV043609210 
029 1  DEBSZ|b446587249 
029 1  GBVCP|b823587843 
029 1  GBVCP|b835875253 
035    (OCoLC)910165516|z(OCoLC)908079775 
037    CL0500000595|bSafari Books Online 
040    UMI|beng|erda|epn|cUMI|dOCLCO|dCOO|dDEBBG|dEBLCP|dHEBIS
       |dOCLCO|dYDXCP|dOCLCQ|dOCLCO|dOCLCF|dOCLCO|dCRCPR|dN$T
       |dOCLCO|dIDB|dMERUC|dUPM|dCEF|dMUO|dOCLCQ|dOTZ|dUAB|dUKAHL
       |dOL$|dOCLCQ|dOCLCO|dOCLCQ|dOCLCO 
049    INap 
082 04 332.015195 
082 04 332.015195|223 
099    eBook O'Reilly for Public Libraries 
100 1  Lindström, Erik,|eauthor. 
245 10 Statistics for finance /|cErik Lindström, Henrik Madsen, 
       Jan Nygaard Nielsen.|h[O'Reilly electronic resource] 
264  1 Boca Raton, FL :|bCRC Press,|c[2015] 
264  4 |c©2015 
300    1 online resource (1 volume) :|billustrations 
336    text|btxt|2rdacontent 
337    computer|bc|2rdamedia 
338    online resource|bcr|2rdacarrier 
490 1  Texts in Statistical Science 
500    "A Chapman & Hall book." 
504    Includes bibliographical references (pages 345-259). 
505 0  Fundamentals -- Discrete time finance -- Linear time 
       series models -- Nonlinear time series models -- Kernel 
       estimators in time series analysis -- Stochastic calculus 
       -- Stochastic differential equations -- Continuous-time 
       security markets -- Stochastic interest rate models -- 
       Term structure of interest rates -- Discrete time 
       approximations -- Parameter estimation in discretely 
       observed SDEs -- Inference in partially observed 
       processes. 
520 8  Statistics for Finance develops students professional 
       skills in statistics with applications in finance. 
       Developed from the authors courses at the Technical 
       University of Denmark and Lund University, the text 
       bridges the gap between classical, rigorous treatments of 
       financial mathematics that rarely connect concepts to data
       and books on econometrics and time series analysis that do
       not cover specific problems related to option valuation. 
       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, It 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. This textbook will 
       help students understand and manage empirical research in 
       financial engineering. It includes examples of how the 
       statistical tools can be used to improve value-at-risk 
       calculations and other issues. In addition, end-of-chapter
       exercises develop students financial reasoning skills." 
588 0  Online resource; title from cover (Safari, viewed May 13, 
       2015). 
590    O'Reilly|bO'Reilly Online Learning: Academic/Public 
       Library Edition 
650  0 Finance|xStatistical methods. 
650  0 Statistics. 
650  0 Finance. 
650  6 Finances|xMéthodes statistiques. 
650  6 Finances. 
650  6 Statistique. 
650  7 finance.|2aat 
650  7 statistics.|2aat 
650  7 Finance|2fast 
650  7 Finance|xStatistical methods|2fast 
650  7 Statistics|2fast 
700 1  Madsen, Henrik,|eauthor. 
700 1  Nielsen, Jan Nygaard,|eauthor. 
776 08 |iPrint version:|aLindström, Erik.|tStatistics for 
       Finance.|dHoboken : CRC Press, ©2015|z9781482228991 
830  0 Texts in statistical science. 
856 40 |uhttps://ezproxy.naperville-lib.org/login?url=https://
       learning.oreilly.com/library/view/~/9781482228991/?ar
       |zAvailable on O'Reilly for Public Libraries 
938    Askews and Holts Library Services|bASKH|nAH27184233 
938    CRC Press|bCRCP|n9781482229004 
938    ProQuest Ebook Central|bEBLB|nEBL1686736 
938    ProQuest Ebook Central|bEBLB|nEBL4710294 
938    EBSCOhost|bEBSC|n1366951 
938    YBP Library Services|bYANK|n12393792 
994    92|bJFN