An edition of Statistics for finance
(2015)
Statistics for finance
by Erik Lindström
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Book Details
Table of Contents
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.
Edition Notes
"A Chapman & Hall book."
Includes bibliographical references and index.
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| December 19, 2022 | Edited by MARC Bot | import existing book |
| December 15, 2022 | Edited by MARC Bot | import existing book |
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| September 21, 2020 | Created by MARC Bot | import new book |