Econometric Models of Financial Time Series (Second Edition)

Author: Yu Zhuojing
Publisher:
Publish Date: 2002-07-01
Features: In the two periods of the 1950s and 1970s of the last century, some wise people proposed the two central issues of modern finance: "the handling of risk and the optimization of benefits." Since then, almost all theories of mathematical finance have also been developed around these two fundamental questions. This book is a well-combined work of theory and practice, covering both theory and practice, as well as methods and techniques. Mathematicians (primarily statisticians) and economists can learn a great deal from this book. The Economic Science Press has introduced and translated this book into Chinese, which is undoubtedly a highly beneficial and commendable work for researchers in China who are committed to studying modern financial theory and methods, as well as for expanding the influence of financial mathematics. This book can also serve as an excellent teaching reference for senior undergraduate or graduate students studying courses similar to "Financial Time Series Analysis."