Statistics for Finance
Material type:
- 9781482228991
- 332.01519 LIN
Total holds: 0
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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