000			01753cam a22003737i 4500
999			_c436 _d436
001			18709503
003			OSt
005			20201006121925.0
008			150722t20152015flua b 001 0 eng d
010			_a 2015297287
020			_a9781482228991
035			_a(OCoLC)ocn880242997
040			_aYDXCP _beng _cYDXCP
042			_alccopycat
050	0	0	_aHG176.5 _b.L56 2015
082	0	4	_a332/.015195 _223
100	1		_aLindström, Erik, _eauthor. _9770
245	1	0	_aStatistics for finance / _cErik Lindström Lund University Sweden, Henrik Madsen Technical University of Denmark Lyngby, Denmark, Jan Nygaard Nielsen, Netcompany A/S, Copenhagen Denmark.
264		1	_aBoca Raton, FL : _bCRC Press, Taylor & Francis Group : _c[2015]
264		4	_c©2015
300			_axvii, 365 pages : _billustrations : _c23 cm.
490	1		_aTexts in statistical science
500			_a"A Chapman & Hall book."
504			_aIncludes bibliographical references and index.
505	0		_aFundamentals -- 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.
650		0	_aFinance _xStatistical methods. _9771
650		0	_aFinance _xMathematical models. _9273
650		0	_aStatistics. _9772
650		0	_aFinance. _9773
700	1		_aMadsen, Henrik, _d1955- _eauthor. _9774
700	1		_aNielsen, Jan Nygaard, _eauthor. _9775
830		0	_aTexts in statistical science. _9776
942			_2lcc _cBK