Lindström, Erik,

Statistics for finance / Erik Lindström Lund University Sweden, Henrik Madsen Technical University of Denmark Lyngby, Denmark, Jan Nygaard Nielsen, Netcompany A/S, Copenhagen Denmark. - xvii, 365 pages : illustrations : 23 cm. - Texts in statistical science . - Texts in statistical science. .

"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.

9781482228991

2015297287


Finance--Statistical methods.
Finance--Mathematical models.
Statistics.
Finance.

HG176.5 / .L56 2015

332/.015195