Abstract
All the mathematics presented so far and all the mathematics to be presented later can have importance in investing and trading only if the basic models that are used to describe the market dynamics are correct to a significant degree, and if the parameters of those models can be estimated with a significant degree of precision, using the available market data as well as possibly some other more or less ad hoc hunches and/or privileged insights. This chapter is about the latter; it is about parameter estimation for stock price models. The next chapter will be devoted to another kind of data and another kind of parameter estimation—one that concerns options price models.
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© 2003 S. Stojanovic
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Stojanovic, S. (2003). Stock Market Statistics. In: Computational Financial Mathematics using MATHEMATICA®. Birkhäuser, Boston, MA. https://doi.org/10.1007/978-1-4612-0043-7_5
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DOI: https://doi.org/10.1007/978-1-4612-0043-7_5
Publisher Name: Birkhäuser, Boston, MA
Print ISBN: 978-1-4612-6586-3
Online ISBN: 978-1-4612-0043-7
eBook Packages: Springer Book Archive