ISBN: | 9781482228991 (hbk.) |
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ISBN: | 1482228998 (hbk.) |
编目源: | UMI UMI OCLCO OH1 CIBTC |
个人名称: | Lindstr?m, Erik. |
题名: | Statistics for finance / Erik Lindstr?m, Henrik Madsen, Jan Nygaard Nielsen. |
索书号: | F830-32/L751E |
出版发行项: | Boca Raton, FL : CRC Press, c2015. |
载体形态: | xvii, 365 p. : ill. ; 25 cm. |
书目附注: | Includes bibliographical references (p. 345-359) and index. |
格式化内容附注: | 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. |