Stochastic Filtering with Applications in Finance.

Key Features:An example-driven elucidation of a complex technical area, with appeal to a wide variety of readers in the discipline of finance and economicsProblems are analyzed using real historical data, with solution steps that are clearly laid out for the reader's referenceApplications were selected particularly to familiarise students and researchers with the problem being discussed, in order to aid the quick comprehension of filtering issues.

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Year of publication:	2010
Authors:	Bhar, Ramaprasad
Publisher:	Singapore : World Scientific Publishing Co Pte Ltd
Subject:	Theorie \| Theory \| Stochastischer Prozess \| Stochastic process \| Portfolio-Management \| Portfolio selection \| Volatilität \| Volatility \| Finanzprodukt \| Financial product \| Modellierung \| Scientific modelling
Description of contents:	Description [zbmath.org]

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Extent:	1 online resource (400 pages)
Type of publication:	Book / Working Paper
Language:	English
Notes:	Description based on publisher supplied metadata and other sources.
ISBN:	978-981-4304-86-3 ; 978-981-4304-85-6
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012689611