Statistics for finance
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.
Read More ↓Title Statements
- Full title :Statistics for finance / Erik Lindstrom, Henrik Madsen, Jan Nygaard Nielsen.
Summary
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.
Read More ↓Edition Statements
- Publication Date:2015
- Edition:Online-ausg
Publication Statements
- Publisher(s):CRC Press
- Place of Publication:Boca Raton, FL
- Language:eng
- Publication Date:2015
Notes
"A Chapman & Hall book"--T.p. - Includes bibliographical references (pages 345-259)
The Physical Object
- Description:Online-Ressource (1 v.)
Edition Identifiers
- ISBN:1482229005, 1482229013, 1482229021, 9781482228991, 1482228998, 9781482229004, 9781482229011, 9781482229028
- oclc:on1047814394
- LC Classification:HG176.5
- Dewey Decimal:332.015195
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