Title Statements
- Full title :Statistics for finance / Erik Lindström Lund University Sweden, Henrik Madsen Technical University of Denmark Lyngby, Denmark, Jan Nygaard Nielsen, Netcompany A/S, Copenhagen Denmark.
Summary
Annotation
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- Publication Date:2015
Publication Statements
- Publisher(s):CRC Press, Taylor & Francis Group
- Place of Publication:Boca Raton, FL
- Language:eng
- Publication Date:2015
Notes
"A Chapman & Hall book."
The Physical Object
- Description:1 online resource (xvii, 365 pages) : : illustrations
Edition Identifiers
- ISBN:9781482228991, 1482228998, 9781482229011, 1482229013, 9781482229004, 1482229005, 9781482229028, 1482229021
- oclc:ocn915733141
- LC Classification:HG176.5
- Dewey Decimal:332/.015195
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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Statistics for Finance -- (.pdf)
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