Stochastic filtering with applications in finance /
This book provides a comprehensive account of stochastic filtering as a modeling tool in finance and economics. It aims to present this very important tool with a view to making it more popular among researchers in the disciplines of finance and economics. It is not intended to give a complete mathe...
Saved in:
| Online Access: |
Full text (MCPHS users only) |
|---|---|
| Main Author: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Singapore ; Hackensack, NJ :
World Scientific,
2010
|
| Subjects: | |
| Local Note: | ProQuest Ebook Central |
| Summary: | This book provides a comprehensive account of stochastic filtering as a modeling tool in finance and economics. It aims to present this very important tool with a view to making it more popular among researchers in the disciplines of finance and economics. It is not intended to give a complete mathematical treatment of different stochastic filtering approaches, but rather to describe them in simple terms and illustrate their application with real historical data for problems normally encountered in these disciplines. Beyond laying out the steps to be implemented, the steps are demonstrated in. |
|---|---|
| Physical Description: | 1 online resource (xiv, 339 pages) : illustrations |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: | 9789814304863 9814304867 1283144522 9781283144520 9786613144522 6613144525 |
| Language: | English. |
| Source of Description, Etc. Note: | Print version record. |
