Statistics for finance
Statistics for Finance develops students{u2019} professional skills in statistics with applications in finance. Developed from the authors{u2019} courses at the Technical University of Denmark and Lund University, the text bridges the gap between classical, rigorous treatments of financial mathematics that rarely connect concepts to data and books on econometrics and time series analysis that do not cover specific problems related to option valuation.
Read More ↓Title Statements
- Full title :Statistics for finance / Erik Lindstrom, Henrik Madsen, Jan Nygaard Nielsen.
Summary
Statistics for Finance develops students{u2019} professional skills in statistics with applications in finance. Developed from the authors{u2019} courses at the Technical University of Denmark and Lund University, the text bridges the gap between classical, rigorous treatments of financial mathematics that rarely connect concepts to data and books on econometrics and time series analysis that do not cover specific problems related to option valuation.
Read More ↓Edition Statements
- Publication Date:2015.
- Edition:1st
Publication Statements
- Publisher(s):Chapman & Hall/CRC
- Place of Publication:Boca Raton
- Language:eng
- Publication Date:2015.
The Physical Object
- Description:1 online resource : : illustrations (black and white).
Edition Identifiers
- ISBN:9781482229011, 1482229013, 9781482229004, 1482229005, 9781482229028, 1482229021
- oclc:ocn988219120
- LC Classification:HG176.5
- Dewey Decimal:332.015195
Table of Contents
Kalman filter; A maximum likelihood method; Sequential Monte Carlo filters; Application of non-linear filters Appendix A: Projections in Hilbert Spaces; Appendix B: Probability Theory Bibliography Problems appear at the end of each chapter.
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