How Long to Read Optimal Statistical Inference in Financial Engineering

How Long Does it Take to Read Optimal Statistical Inference in Financial Engineering?

It takes the average reader 6 hours and 30 minutes to read Optimal Statistical Inference in Financial Engineering by Masanobu Taniguchi

Assuming a reading speed of 250 words per minute. Learn more

Description

Until now, few systematic studies of optimal statistical inference for stochastic processes had existed in the financial engineering literature, even though this idea is fundamental to the field. Balancing statistical theory with data analysis, Optimal Statistical Inference in Financial Engineering examines how stochastic models can effectively describe actual financial data and illustrates how to properly estimate the proposed models. After explaining the elements of probability and statistical inference for independent observations, the book discusses the testing hypothesis and discriminant analysis for independent observations. It then explores stochastic processes, many famous time series models, their asymptotically optimal inference, and the problem of prediction, followed by a chapter on statistical financial engineering that addresses option pricing theory, the statistical estimation for portfolio coefficients, and value-at-risk (VaR) problems via residual empirical return processes. The final chapters present some models for interest rates and discount bonds, discuss their no-arbitrage pricing theory, investigate problems of credit rating, and illustrate the clustering of stock returns in both the New York and Tokyo Stock Exchanges. Basing results on a modern, unified optimal inference approach for various time series models, this reference underlines the importance of stochastic models in the area of financial engineering.

How long is Optimal Statistical Inference in Financial Engineering?

Optimal Statistical Inference in Financial Engineering by Masanobu Taniguchi is 384 pages long, and a total of 97,536 words.

This makes it 130% the length of the average book. It also has 119% more words than the average book.

How Long Does it Take to Read Optimal Statistical Inference in Financial Engineering Aloud?

The average oral reading speed is 183 words per minute. This means it takes 8 hours and 52 minutes to read Optimal Statistical Inference in Financial Engineering aloud.

What Reading Level is Optimal Statistical Inference in Financial Engineering?

Optimal Statistical Inference in Financial Engineering is suitable for students ages 12 and up.

Note that there may be other factors that effect this rating besides length that are not factored in on this page. This may include things like complex language or sensitive topics not suitable for students of certain ages.

When deciding what to show young students always use your best judgement and consult a professional.

Where Can I Buy Optimal Statistical Inference in Financial Engineering?

Optimal Statistical Inference in Financial Engineering by Masanobu Taniguchi is sold by several retailers and bookshops. However, Read Time works with Amazon to provide an easier way to purchase books.

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