Statistics for Finance

By:

Lindstrom, Erik

Contributor(s):

Material type: Text

TextSeries: Texts in Statistical SciencePublication details: CRC Press 2015 Boca RatonDescription: 365pISBN:

9781482228991

Subject(s):

Finance - Statistical Methods

DDC classification:

332.01519 LIN

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Holdings
Item type	Current library	Item location	Collection	Call number	Status	Date due	Barcode	Item holds
Book	NIMA Knowledge Centre	9th Floor Reading Zone	General	332.01519 LIN (Browse shelf(Opens below))	Available		M0031689

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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