Financial Econometrics, Mathematics and Statistics

DOI10.1007/978-1-4939-9429-8zbMath1460.62001OpenAlexW4230204257MaRDI QIDQ4631569

John C. Lee, Cheng-Few Lee, Hong-Yi Chen

Publication date: 10 April 2019

Full work available at URL: https://doi.org/10.1007/978-1-4939-9429-8

zbMATH Keywords

option pricingstatistical distributionsstatistical methodsrisk managementtime-seriescopula functionItô's calculusfinancial analysis

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Financial applications of other theories (91G80)

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