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Frisen, Marianne - Financial Surveillance, ebook

Financial Surveillance

Frisen, Marianne


This is the first book-length treatment of statistical surveillance methods used in financial analysis. It contains carefully selected chapters written by specialists from both fields and strikes a balance between the financial and statistical

Bertail, Patrice - Dependence in Probability and Statistics, ebook

Dependence in Probability and Statistics

Bertail, Patrice


Regeneration-based statistics for Harris recurrent Markov chains
Patrice Bertail, Stéphan Clémençon
2. Subgeometric ergodicity of Markov chains
Randal Douc, Eric Moulines, Philippe Soulier
3. Limit Theorems for Dependent U-statistics

Cipra, Tomas - Financial and Insurance Formulas, ebook

Financial and Insurance Formulas

Cipra, Tomas


Table of contents
1. Introduction
Tomas Cipra
2. Simple Interest and Discount
Tomas Cipra
3. Compound Interest and Discount
Tomas Cipra
4. Continuous Interest and Discount
Tomas Cipra
5. Classical Analysis of Interest Rates
Tomas Cipra
6. Systems of Cash Flows
Tomas Cipra

Mikosch, Thomas - Handbook of Financial Time Series, ebook

Handbook of Financial Time Series

Mikosch, Thomas


Modelling Financial High Frequency Data Using Point Processes
Luc Bauwens, Nikolaus Hautsch
43. Resampling and Subsampling for Financial Time Series
Efstathios Paparoditis, Dimitris N. Politis
44. Markov Chain Monte Carlo
Michael Johannes, Nicholas