Optimal Statistical Inference in Financial Engineering
Published on 26. November 2007
384 pages
978-1-4200-1103-6 (ISBN)
Description
Until now, few systematic studies of optimal statistical inference for stochastic processes had existed in the financial engineering literature, even though this idea is fundamental to the field. Balancing statistical theory with data analysis, Optimal Statistical Inference in Financial Engineering examines how stochastic models can effectively des
Reviews / Votes
This book can be recommended to scholars and PhD students interested in finance and time series.-Journal of Times Series Analysis, April 2010
More details
Language
English
Place of publication
London
United Kingdom
Publishing group
Taylor & Francis Ltd
Target group
Professional and scholarly
Researchers in statistics, financial engineering, econometrics, and mathematics and advanced undergraduate and graduate students of statistics and mathematical finance.
Illustrations
61 s/w Abbildungen, 21 s/w Tabellen
61 b/w images and 21 tables
File size
3,69 MB
ISBN-13
978-1-4200-1103-6 (9781420011036)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Other editions
Additional editions
Masanobu Taniguchi | Junichi Hirukawa | Kenichiro Tamaki
Optimal Statistical Inference in Financial Engineering
Book
11/2007
1st Edition
Chapman & Hall/CRC
€237.70
Shipment within 15-20 days
Persons
Masanobu Taniguchi, Junichi Hirukawa, Kenichiro Tamaki
Content
Preface. Introduction. Elements of Probability. Statistical Inference. Various Statistical Methods. Stochastic Processes. Time Series Analysis. Introduction to Statistical Financial Engineering. Term Structure. Credit Rating. Appendix. References. Index.
