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Statistics for finance /

Lindstrom, Erik.

Statistics for finance /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Statistics for finance // Erik Lindstrom, Henrik Madsen, Jan Nygaard Nielsen.
Author:	Lindstrom, Erik.
other author:	Madsen, Henrik,
Published:	Boca Raton, FL :CRC Press, Taylor & Francis Group, : c2015.,
Description:	xvii, 365 p. :ill. ; : 25 cm.;
Notes:	"A Chapman & Hall book."
Subject:	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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020 $a 9781482228991 : $c NT2899
020 $a 1482228998
020 $a 9781482229011 (ePub ebk.)
020 $a 9781482229004 (PDF ebk.)
020 $a 9781482229028 (VitalBook ebk.)
035 $a (OCoLC)ocn880242997
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050 0 0 $a HG176.5 $b .L56 2015
082 0 4 $a 332/.015195 $2 23
100 1 $a Lindstrom, Erik. $3 1050327
245 1 0 $a Statistics for finance / $c Erik Lindstrom, Henrik Madsen, Jan Nygaard Nielsen.
260 # $a Boca Raton, FL : $b CRC Press, Taylor & Francis Group, $c c2015.
300 $a xvii, 365 p. : $b ill. ; $c 25 cm.
490 1 $a Texts in statistical science
500 $a "A Chapman & Hall book."
504 $a Includes bibliographical references (p. 345-359) and index.
505 0 # $a 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.
650 # 0 $a Finance $x Statistical methods. $3 595278
650 # 0 $a Finance $x Mathematical models. $3 557653
650 # 0 $a Statistics. $3 556824
650 # 0 $a Finance. $3 559073
700 1 # $a Madsen, Henrik, $d 1955- $3 1050328
700 1 # $a Nielsen, Jan Nygaard. $3 1050329
830 0 $a Texts in statistical science. $3 719642