Market Models: A Guide to Financial Data Analysis

by Carol Alexander

Book Overview

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...

• Format: Hardcover
• Language: English
• ISBN: 0471899755
• ISBN13: 9780471899754
• Release Date: November 2001
• Publisher: Wiley
• Length: 514 Pages
• Weight: 2.87 lbs.
• Dimensions: 1.4" x 7.7" x 9.9"