Handbook of Modeling High-Frequency Data in Finance
$439.88
- Hardcover
464 pages
- Release Date
6 January 2012
Summary
Mastering High-Frequency Data: A Finance Handbook
CUTTING-EDGE DEVELOPMENTS IN HIGH-FREQUENCY FINANCIAL ECONOMETRICS
In recent years, the availability of high-frequency data and advances in computing have allowed financial practitioners to design systems that can handle and analyze this information. Handbook of Modeling High-Frequency Data in Finance addresses the many theoretical and practical questions raised by the nature and intrinsic properties…
Book Details
| ISBN-13: | 9780470876886 |
|---|---|
| ISBN-10: | 0470876883 |
| Series: | Wiley Handbooks in Financial Engineering and Econometrics |
| Author: | Frederi G. Viens, Maria Cristina Mariani, Ionut Florescu |
| Publisher: | John Wiley & Sons Inc |
| Imprint: | John Wiley & Sons Inc |
| Format: | Hardcover |
| Number of Pages: | 464 |
| Edition: | 1st |
| Release Date: | 6 January 2012 |
| Weight: | 771g |
| Dimensions: | 243mm x 163mm x 28mm |
About The Author
Frederi G. Viens
Frederi G. Viens, PhD, is Director and Coordinator of the Computational Finance Program at Purdue University, where he also serves as Professor of Statistics and Mathematics. He has published extensively in the areas of mathematical finance, probability theory, and stochastic processes. Dr. Viens is co-organizer of the annual Conference on Modeling High-Frequency Data in Finance.
Maria C. Mariani, PhD, is Professor and Chair in the Department of Mathematical Sciences at The University of Texas at El Paso. She currently focuses her research on mathematical finance, applied mathematics, and numerical methods. Dr. Mariani is co-organizer of the annual Conference on Modeling High-Frequency Data in Finance.
Ionut Florescu, PhD, is Assistant Professor of Mathematics at Stevens Institute of Technology. He has published in research areas including stochastic volatility, stochastic partial differential equations, Monte Carlo methods, and numerical methods for stochastic processes. Dr. Florescu is lead organizer of the annual Conference on Modeling High-Frequency Data in Finance.
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