Statistics for finance / Erik Lindström Lund University Sweden, Henrik Madsen Technical University of Denmark Lyngby, Denmark, Jan Nygaard Nielsen, Netcompany A/S, Copenhagen Denmark.
Material type: TextSeries: Texts in statistical sciencePublisher: Boca Raton, FL : CRC Press, Taylor & Francis Group : [2015]Copyright date: ©2015Description: xvii, 365 pages : illustrations : 23 cmISBN:- 9781482228991
- 332/.015195 23
- HG176.5 .L56 2015
Item type | Current library | Call number | Status | Date due | Barcode | |
---|---|---|---|---|---|---|
Books | Muscat University Library | HG176.5 .L56 2015 (Browse shelf(Opens below)) | Available | 001530 | ||
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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