Overview
Discrete Time Series, Processes, and Applications in Finance is a book by Gilles Zumbach, first published in 2012. In this catalogue it is classified mainly under Mathematical Finance and Time Series Analysis, with secondary coverage of Quantitative Finance, Stochastic Calculus and Portfolio Optimization.
Audience and depth. The rule-based model places its mathematical difficulty at advanced level (7/10); readers are typically expected to know calculus, differential equations, linear algebra, probability theory, statistics and stochastic processes.
Orientation. The metadata points to a balance of theory and applied material. The archive holds 6 papers whose topics and vocabulary overlap with this book; those links are inferred (see the research connections below).
How to read this page. Topics, difficulty, prerequisites and orientation are model-derived (rule-based, rule_based_v1) from bibliographic metadata such as title, subject headings and edition data. They were not produced by reading the book and are not a review. Relevance confidence is 100% and difficulty confidence is 97%; the catalogue lists no ratings or awards.