Stochastic filtering with applications in finance
Ramaprasad Bhar
| Year of publication: |
2010
|
|---|---|
| Authors: | Bhar, Ramaprasad |
| Publisher: |
New Jersey [u.a.] : World Scientific |
| Subject: | Stochastischer Prozess | Stochastic process | Modellierung | Scientific modelling | Volatilität | Volatility | Finanzprodukt | Financial product | Portfolio-Management | Portfolio selection | Theorie | Theory | Stochastische Analysis | Finanzierungstheorie |
| Description of contents: | Table of Contents [gbv.de] ; Description [zbmath.org] |
| Extent: | XIV, 339 S. graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Bibliogr. S. [320] - 335 |
| ISBN: | 978-981-4304-85-6 ; 981-4304-85-9 |
| Classification: | Investition, Finanzierung ; Wahrscheinlichkeitsrechnung |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014277065