Stochastic filtering with applications in finance:
Gespeichert in:
| Beteilige Person: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | Englisch |
| Veröffentlicht: |
Singapore
World Scientific
©2010
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| Schlagwörter: | |
| Links: | http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=374772 |
| Beschreibung: | Includes bibliographical references and index 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 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. Beyond laying out the steps to be implemented, the steps are demonstrated in |
| Umfang: | 1 Online-Ressource (xiv, 339 pages) |
| ISBN: | 9789814304863 9814304867 9789814304856 9814304859 |
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| 500 | |a 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 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. Beyond laying out the steps to be implemented, the steps are demonstrated in | ||
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| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
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| format | Electronic eBook |
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| id | DE-604.BV042962878 |
| illustrated | Not Illustrated |
| indexdate | 2024-12-20T17:24:25Z |
| institution | BVB |
| isbn | 9789814304863 9814304867 9789814304856 9814304859 |
| language | English |
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| publishDate | 2010 |
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| publisher | World Scientific |
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| spelling | Bhar, Ramaprasad Verfasser aut Stochastic filtering with applications in finance Ramaprasad Bhar Singapore World Scientific ©2010 1 Online-Ressource (xiv, 339 pages) txt rdacontent c rdamedia cr rdacarrier Includes bibliographical references and index 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 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. Beyond laying out the steps to be implemented, the steps are demonstrated in Finance Business BUSINESS & ECONOMICS / Finance bisacsh Finance / Mathematical models fast Stochastic analysis fast Mathematisches Modell Wirtschaft Finance Mathematical models Stochastic analysis Stochastische Analysis (DE-588)4132272-1 gnd rswk-swf Finanzierungstheorie (DE-588)4154418-3 gnd rswk-swf Stochastische Analysis (DE-588)4132272-1 s Finanzierungstheorie (DE-588)4154418-3 s 1\p DE-604 http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=374772 Aggregator Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Bhar, Ramaprasad Stochastic filtering with applications in finance Finance Business BUSINESS & ECONOMICS / Finance bisacsh Finance / Mathematical models fast Stochastic analysis fast Mathematisches Modell Wirtschaft Finance Mathematical models Stochastic analysis Stochastische Analysis (DE-588)4132272-1 gnd Finanzierungstheorie (DE-588)4154418-3 gnd |
| subject_GND | (DE-588)4132272-1 (DE-588)4154418-3 |
| title | Stochastic filtering with applications in finance |
| title_auth | Stochastic filtering with applications in finance |
| title_exact_search | Stochastic filtering with applications in finance |
| title_full | Stochastic filtering with applications in finance Ramaprasad Bhar |
| title_fullStr | Stochastic filtering with applications in finance Ramaprasad Bhar |
| title_full_unstemmed | Stochastic filtering with applications in finance Ramaprasad Bhar |
| title_short | Stochastic filtering with applications in finance |
| title_sort | stochastic filtering with applications in finance |
| topic | Finance Business BUSINESS & ECONOMICS / Finance bisacsh Finance / Mathematical models fast Stochastic analysis fast Mathematisches Modell Wirtschaft Finance Mathematical models Stochastic analysis Stochastische Analysis (DE-588)4132272-1 gnd Finanzierungstheorie (DE-588)4154418-3 gnd |
| topic_facet | Finance Business BUSINESS & ECONOMICS / Finance Finance / Mathematical models Stochastic analysis Mathematisches Modell Wirtschaft Finance Mathematical models Stochastische Analysis Finanzierungstheorie |
| url | http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=374772 |
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