Optimal statistical inference in financial engineering

Masanobu Taniguchi, Junichi Hirukawa, Kenichiro Tamaki

chapter 1 Introduction -- chapter 2 Elements of Probability -- chapter 3 Statistical Inference -- chapter 4 Various Statistical Methods -- chapter 5 Stochastic Processes -- chapter 6 Time Series Analysis -- chapter 7 Introduction to Statistical Financial Engineering -- chapter 8 Term Structure -- chapter 9 Credit Rating.

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Year of publication:	2008
Authors:	Taniguchi, Masanobu.
Other Persons:	Hirukawa, Junichi (contributor) ; Tamaki, Kenichiro (contributor)
Publisher:	Boca Raton : Chapman & Hall/CRC,
Subject:	Theorie \| Theory \| Financial Engineering \| Financial engineering \| Induktive Statistik \| Statistical inference \| Stochastischer Prozess \| Stochastic process \| Zeitreihenanalyse \| Time series analysis \| Statistische Methode \| Statistical method

Extent:	1 online resource (xii, 366 pages)
Type of publication:	Book / Working Paper
Language:	English
Notes:	Includes bibliographical references (pages 355-362) and index.
ISBN:	978-0-429-14760-9 ; 978-1-58488-591-7
Other identifiers:	10.1201/9781420011036 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015068835