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
Contents:
  • 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.