The book is about financial data - security prices and prices of derivatives, and the statistical methods for analyzing such data. It covers statistical models of branching processes, linear discrete time series models, and continuous-time stochastic models, all at an intermediate level (advanced undergraduate or beginning graduate).

668 pages

Media	Books Paperback Book (Book with soft cover and glued back)
Released	September 30, 2021
ISBN13	9781032173467
Publishers	Taylor & Francis Ltd
Pages	666
Dimensions	233 × 157 × 46 mm · 1.21 kg
Language	English

See all of Gentle, James (George Mason University) ( e.g. Paperback Book and Hardcover Book )