Statistics for Finance
Lindstrom, Erik
Statistics for Finance - Boca Raton CRC Press 2015 - 365p - Texts in Statistical Science .
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.
9781482228991
Finance - Statistical Methods
332.01519 / LIN
Statistics for Finance - Boca Raton CRC Press 2015 - 365p - Texts in Statistical Science .
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.
9781482228991
Finance - Statistical Methods
332.01519 / LIN