Resampling Asset Prices
An Identity-Based Approach
Livro
eBook
idioma: inglês
Editor:
CAMBRIDGE UNIVERSITY PRESS, abril de 2026 ‧
ver detalhes do produto
66,92€
10% DESCONTO
IMEDIATO
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
portes grátis
Venda o seu livro
SINOPSE
The authors introduce a novel bootstrap approach to resampling asset price data that can be used for both finite-maturity assets and equities. The key insight is that they bootstrap primitive objects with more appealing statistical properties to avoid resampling series with strong time-series and cross-sectional dependence.
DETALHES
| Propriedade | Descrição |
|---|---|
| ISBN: | 9781009738392 |
| Editor: | CAMBRIDGE UNIVERSITY PRESS |
| Data de Lançamento: | abril de 2026 |
| Idioma: | Inglês |
| Encadernação: | Capa dura |
| Páginas: | 94 |
| Tipo de produto: | Livro |
| Coleção: | Elements In Quantitative Finance |
| Classificação Temática: |
Livros em Inglês
>
Economia, Finanças e Contabilidade
>
Finanças
|
| EAN: | 9781009738392 |
LIVROS DA MESMA COLEÇÃO
-
10%Machine Learning For Asset ManagersCAMBRIDGE UNIVERSITY PRESS66,92€
74,35€portes grátis -
10%Causal Factor InvestingCAMBRIDGE UNIVERSITY PRESS66,92€
74,35€portes grátis