Title Statements
- Full title :Statistics for finance / Erik Lindström, Henrik Madsen, Jan Nygaard Nielsen.
Edition Statements
- Publication Date:2015
Publication Statements
- Publisher(s):CRC Press
- Place of Publication:Boca Raton, FL
- Language:eng
- Publication Date:2015
Notes
"A Chapman & Hall book"--T.p.
The Physical Object
- Description:1 online resource (1 volume) : illustrations.
Edition Identifiers
- ISBN:9781482229004, 1482229005, 9781482229028, 1482229021, 9781482229011, 1482229013
- oclc:ocn930872409
- LC Classification:HG176.5
Table of Contents
Fundamentals -- Discrete time finance -- Linear time series models -- Nonlinear time series models -- Kernel estimators in time series analysis -- Stochastic calculus -- Stochastic differential equations -- Continuous-time security markets -- Stochastic interest rate models -- Term structure of interest rates -- Discrete time approximations -- Parameter estimation in discretely observed SDEs -- Inference in partially observed processes
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