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9780471899754
Market Models: A Guide to Financial Data Analysis
by Carol Alexander
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- Comments: 1. Market Models provides an authoritative and up-to-date treatment of the use of market data to develop models for financial analysis. Written by a leading figure in the field of financial data analysis, this book is the first of its kind to address the vital techniques required for model selection and development. Model developers are faced with many decisions, about the pricing, the data, the statistical methodology and the calibration and testing of the model prior to...
Product details
- ISBN-13: 9780471899754
- ISBN: 0471899755
- Edition: 1St Editio
- Publication Date: 2001
- Publisher: Wiley
AUTHOR
SUMMARY
Models play a crucial role in financial markets and an understanding and appreciation of how to model financial data is key to any finance practitioner's skill set. This book provides a treatment of model development.Carol Alexander is the author of 'Market Models: A Guide to Financial Data Analysis', published 2001 under ISBN 9780471899754 and ISBN 0471899755.
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