Stochastic filtering with applications in finance /

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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...

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Détails bibliographiques
Cote:Libro Electrónico
Auteur principal: Bhar, Ramaprasad
Format: Électronique eBook
Langue:Inglés
Publié: Singapore ; Hackensack, NJ : World Scientific, ©2010.
Sujets:
Finance > Mathematical models.
Stochastic analysis.
Finances > Modèles mathématiques.
Analyse stochastique.
BUSINESS & ECONOMICS > Finance.
Finance > Mathematical models
Stochastic analysis
Stochastische Analysis
Kalman-Filter
Kapitalmarkttheorie
Volatilität.
Stochastischer Prozess.
Finanzinnovation.
Portfoliomanagement.
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