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Statistics for finance /

Lindstrom, Erik.

Statistics for finance /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Statistics for finance // Erik Lindstrom, Henrik Madsen, Jan Nygaard Nielsen.
作者:	Lindstrom, Erik.
其他作者:	Madsen, Henrik,
出版者:	Boca Raton, FL :CRC Press, Taylor & Francis Group, : c2015.,
面頁冊數:	xvii, 365 p. :ill. ; : 25 cm.;
附註:	"A Chapman & Hall book."
標題:	Finance - Statistical methods. -
ISBN:	9781482228991 :

Statistics for finance /
Lindstrom, Erik.

Statistics for finance /Erik Lindstrom, Henrik Madsen, Jan Nygaard Nielsen. - Boca Raton, FL :CRC Press, Taylor & Francis Group,c2015. - xvii, 365 p. :ill. ;25 cm. - Texts in statistical science. - Texts in statistical science..

"A Chapman & Hall book."

Includes bibliographical references (p. 345-359) 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.

ISBN: 9781482228991 :NT2899

LCCN: 2015297287Subjects--Topical Terms:

595278
Finance
--Statistical methods.

LC Class. No.: HG176.5 / .L56 2015

Dewey Class. No.: 332/.015195

Statistics for finance /
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504 $a Includes bibliographical references (p. 345-359) and index.
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