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" Statistics for finance / "
Erik Lindström, Henrik Madsen, Jan Nygaard Nielsen
Document Type
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BL
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Record Number
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644494
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Doc. No
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dltt
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Main Entry
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Lindström, Erik
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Title & Author
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Statistics for finance /\ Erik Lindström, Henrik Madsen, Jan Nygaard Nielsen
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Series Statement
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Texts in Statistical Science
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Page. NO
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1 online resource (1 volume) :: illustrations
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ISBN
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9781482229004
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: 1482229005
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: 9781482229028
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: 1482229021
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: 9781482229011
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: 1482229013
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9781482228991
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Notes
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"A Chapman & Hall book"--T.p
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Bibliographies/Indexes
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Includes bibliographical references (pages 345-259)
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Contents
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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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Subject
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Finance-- Statistical methods
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Subject
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Statistics
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Subject
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Finance
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LC Classification
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HG176.5
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Added Entry
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Madsen, Henrik
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Nielsen, Jan Nygaard
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Added Entry
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Ohio Library and Information Network
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