Statistics for Finance

Statistics for Finance

by Lindström, Erik

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Title Statements

  • Full title :Statistics for Finance / Erik Lindstrom, Henrik Madsen, Jan Nygaard Nielsen.

Edition Statements

  • Publication Date:2015.

Publication Statements

  • Publisher(s):CRC Press
  • Place of Publication:Boca Raton
  • Language:eng
  • Publication Date:2015.

The Physical Object

  • Description:XVII, 365 p. ; : 24 cm

Edition Identifiers

  • ISBN:9781482228991, 1482228998
  • oclc:ocn929845849
  • 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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Subjects

Finanza -- Metodi statistici Statistica -- Applicazioni alla finanza

Writers

Lindström, Erik Madsen, Henrik Nielsen, Jan Nygaard

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