Stochastic filtering with applications in finance:
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...
Gespeichert in:
| Beteilige Person: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | Englisch |
| Veröffentlicht: |
Singapore
World Scientific Pub. Co.
c2010
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| Schlagwörter: | |
| Links: | http://www.worldscientific.com/worldscibooks/10.1142/7736#t=toc http://www.worldscientific.com/worldscibooks/10.1142/7736#t=toc |
| Zusammenfassung: | 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 the context of different market segments. Although no prior knowledge in this area is required, the reader is expected to have knowledge of probability theory as well as a general mathematical aptitude. Its simple presentation of complex algorithms required to solve modeling problems in increasingly sophisticated financial markets makes this book particularly valuable as a reference for graduate students and researchers interested in the field. Furthermore, it analyses the model estimation results in the context of the market and contrasts these with contemporary research publications. It is also suitable for use as a text for graduate level courses on stochastic modeling |
| Umfang: | xiv, 339 p. ill. (some col.) |
| ISBN: | 9789814304863 |
Internformat
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| 520 | |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 the context of different market segments. Although no prior knowledge in this area is required, the reader is expected to have knowledge of probability theory as well as a general mathematical aptitude. Its simple presentation of complex algorithms required to solve modeling problems in increasingly sophisticated financial markets makes this book particularly valuable as a reference for graduate students and researchers interested in the field. Furthermore, it analyses the model estimation results in the context of the market and contrasts these with contemporary research publications. It is also suitable for use as a text for graduate level courses on stochastic modeling | ||
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Datensatz im Suchindex
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| author | Bhar, Ramaprasad |
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| dewey-full | 332.01/51922 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.01/51922 |
| dewey-search | 332.01/51922 |
| dewey-sort | 3332.01 551922 |
| dewey-tens | 330 - Economics |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Electronic eBook |
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| id | DE-604.BV044638071 |
| illustrated | Illustrated |
| indexdate | 2024-12-20T18:07:42Z |
| institution | BVB |
| isbn | 9789814304863 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-030036044 |
| oclc_num | 1012628469 |
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| owner | DE-92 |
| owner_facet | DE-92 |
| physical | xiv, 339 p. ill. (some col.) |
| psigel | ZDB-124-WOP ZDB-124-WOP FHN_PDA_WOP |
| publishDate | 2010 |
| publishDateSearch | 2010 |
| publishDateSort | 2010 |
| publisher | World Scientific Pub. Co. |
| record_format | marc |
| spelling | Bhar, Ramaprasad Verfasser aut Stochastic filtering with applications in finance Ramaprasad Bhar Singapore World Scientific Pub. Co. c2010 xiv, 339 p. ill. (some col.) txt rdacontent c rdamedia cr rdacarrier 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 the context of different market segments. Although no prior knowledge in this area is required, the reader is expected to have knowledge of probability theory as well as a general mathematical aptitude. Its simple presentation of complex algorithms required to solve modeling problems in increasingly sophisticated financial markets makes this book particularly valuable as a reference for graduate students and researchers interested in the field. Furthermore, it analyses the model estimation results in the context of the market and contrasts these with contemporary research publications. It is also suitable for use as a text for graduate level courses on stochastic modeling Finance / Mathematical models Stochastic analysis Finanzierungstheorie (DE-588)4154418-3 gnd rswk-swf Stochastische Analysis (DE-588)4132272-1 gnd rswk-swf Stochastische Analysis (DE-588)4132272-1 s Finanzierungstheorie (DE-588)4154418-3 s 1\p DE-604 Erscheint auch als Druck-Ausgabe 9789814304856 Erscheint auch als Druck-Ausgabe 9814304859 http://www.worldscientific.com/worldscibooks/10.1142/7736#t=toc Verlag URL des Erstveroeffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Bhar, Ramaprasad Stochastic filtering with applications in finance Finance / Mathematical models Stochastic analysis Finanzierungstheorie (DE-588)4154418-3 gnd Stochastische Analysis (DE-588)4132272-1 gnd |
| subject_GND | (DE-588)4154418-3 (DE-588)4132272-1 |
| 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 / Mathematical models Stochastic analysis Finanzierungstheorie (DE-588)4154418-3 gnd Stochastische Analysis (DE-588)4132272-1 gnd |
| topic_facet | Finance / Mathematical models Stochastic analysis Finanzierungstheorie Stochastische Analysis |
| url | http://www.worldscientific.com/worldscibooks/10.1142/7736#t=toc |
| work_keys_str_mv | AT bharramaprasad stochasticfilteringwithapplicationsinfinance |