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A Course on Statistics for Finance By Stanley L. Sclove
Free Ebook A Course on Statistics for Finance By Stanley L. Sclove
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- Sales Rank: #3043383 in Books
- Published on: 2012-12-06
- Original language: English
- Number of items: 1
- Dimensions: 9.30" h x .90" w x 6.10" l, 1.20 pounds
- Binding: Hardcover
- 269 pages
Review
"… Through numerous examples, the book explains how the theory of RDS can describe the asymptotic and qualitative behavior of systems of random and stochastic differential-difference equations in terms of stability, invariant manifolds and attractors. … provides a variety of RDS for approximating financial models, and studies the stability and optimal control of RDS. The book is useful for graduate students in RDS and mathematical _nance as well as practitioners working in the financial industry."
― Ahmed Hegazi (Mansoura ), Zentralblatt MATH
About the Author
Stanley L. Sclove is a professor of statistics in the Department of Information and Decision Sciences of the College of Business Administration at the University of Illinois at Chicago (UIC). His areas of specialization within statistics include multivariate statistical analysis, cluster analysis, time series analysis, and model selection criteria. Dr. Sclove’s research interests include time series segmentation and regime switching via Markov models. He is an officer of the Classification Society and the Section of Risk Analysis of the American Statistical Association.
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