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Statistics for finance / Erik Lindström Lund University Sweden, Henrik Madsen Technical University of Denmark Lyngby, Denmark, Jan Nygaard Nielsen, Netcompany A/S, Copenhagen Denmark.

By: Contributor(s): Material type: TextTextSeries: Texts in statistical sciencePublisher: Boca Raton, FL : CRC Press, Taylor & Francis Group : [2015]Copyright date: ©2015Description: xvii, 365 pages : illustrations : 23 cmISBN:
  • 9781482228991
Subject(s): DDC classification:
  • 332/.015195 23
LOC classification:
  • HG176.5 .L56 2015
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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Holdings
Item type Current library Call number Status Date due Barcode
Books Books Muscat University Library HG176.5 .L56 2015 (Browse shelf(Opens below)) Available 001530
Books Books Muscat University Library HG176.5 .L56 2015 (Browse shelf(Opens below)) Available 001521

"A Chapman & Hall book."

Includes bibliographical references and index.

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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