In statistics, the Kalman filter is a mathematical method whose purpose is to use a series of measurements observed over time, containing random variations℗ and other inaccuracies, and produce estimates that tend to be closer to the true unknown values than those that would be b…
"In statistics, the Kalman filter is a mathematical method whose purpose is to use a series of measurements observed over time, containing random variations and other inaccuracies, and produce estimates that tend to be closer to the true unknown values than those that would be b…
In applications, and especially in mathematical finance, random time-dependent events are often modeled as stochastic processes. Assumptions are made about the structure of such processes, and serious researchers will want to justify those assumptions through the use of data. As…
The contributors to this volume write a series of articles outlining contemporary advances in a number of key areas of mathematical finance such as, optimal control theory applied to finance, interest rate models, credit risk and credit derivatives, use of alternative stochastic…
by Fahrmeir, Ludwig, Tutz, Gerhard, Künstler, Rita, Pigeot, Iris
Das Buch bietet eine integrierte Darstellung der deskriptiven Statistik, moderner Methoden der explorativen Datenanalyse und der induktiven Statistik, einschließlich der Regressions- und Varianzanalyse. Die Darstellung ist auf inhaltliche Motivation, Interpretation und Verständn…
Dieses Arbeitsbuch ergänzt perfekt das Lehrbuch Fahrmeir/Künstler/Pigeot/Tutz: Statistik - Der Weg zur Datenanalyse. Es bietet eine Fülle von Aufgaben inklusive Lösungen und Computerübungen mit realen Daten. Es dient damit der Vertiefung und der Einübung des im Lehrbuch vermitte…
Dieses Arbeitsbuch dient dem Aufbau und der Auffrischung mathematischer Grundlagen zum Studienbeginn. Es bietet eine systematische, statistikorientierte Aufbereitung der mathematischen Grundlagen sowie eine Fülle von Anwendungsbeispielen und Aufgaben aus dem Umfeld der angewandt…
Any financial asset that is openly traded has a market price. Except for extreme market conditions, market price may be more or less than a "fair" value. Fair value is likely to be some complicated function of the current intrinsic value of tangible or intangible assets underlyi…
The main subject of this book is empirical application of multivariate linear time series model on quarterly or month- ly economic data to discoverand describe important dynamic relationships between the variables of interest. The book stresses "real-life" application and the se…
