Statistics for finance [electronic resource] / Erik Lindström Lund University Sweden, Henrik Madsen Technical University of Denmark Lyngby, Denmark, Jan Nygaard Nielsen, Netcompany A/S, Copenhagen Denmark.

Bibliographic Details
Main Authors: Lindström, Erik (Author)
Madsen, Henrik, 1955- (Author)
Nielsen, Jan Nygaard (Author)
Language:English
Published: Boca Raton, FL : CRC Press, Taylor & Francis Group : [2015]
Series:Texts in statistical science.
Subjects:
Finance > Statistical methods.
Finance > Mathematical models.
Statistics.
Finance.
Online Access:
STATSnetBASE: 2015 (Taylor & Francis eBooks)
Format: Electronic eBook

MARC

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490 1 |a Texts in statistical science 
500 |a "A Chapman & Hall book." 
504 |a Includes bibliographical references and index. 
505 0 |a Fundamentals -- Discrete time finance -- Linear time series models -- Nonlinear time series models -- Kernel estimators in time series analysis -- Stochastic calculus -- Stochastic differential equations -- Continuous-time security markets -- Stochastic interest rate models -- Term structure of interest rates -- Discrete time approximations -- Parameter estimation in discretely observed SDEs -- Inference in partially observed processes. 
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650 0 |a Finance  |x Mathematical models. 
650 0 |a Statistics. 
650 0 |a Finance. 
700 1 |a Madsen, Henrik,  |d 1955-  |e author. 
700 1 |a Nielsen, Jan Nygaard,  |e author. 
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