TY  - BOOK
AU  - Lindström,Erik
AU  - Madsen,Henrik
AU  - Nielsen,Jan Nygaard
TI  - Statistics for finance
T2  - Texts in statistical science
SN  - 9781482228991
AV  - HG176.5 .L56 2015
U1  - 332/.015195 23
PY  - 2015///]
CY  - Boca Raton, FL
PB  - CRC Press, Taylor & Francis Group
KW  - Finance
KW  - Statistical methods
KW  - Mathematical models
KW  - Statistics
N1  - "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
ER  -