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Stochastic Filtering with Applications in Finance

Autor Ramaprasad Bhar
en Limba Engleză Hardback – 18 aug 2010
Suitable for graduate level courses on stochastic modeling, this title does not intend 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.
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Specificații

ISBN-13: 9789814304856
ISBN-10: 9814304859
Pagini: 339
Dimensiuni: 152 x 229 x 25 mm
Greutate: 0.64 kg
Editura: WORLD SCIENTIFIC