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Stochastic filtering with applications in finance

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Stochastic Filtering with Applications in Finance

Bhar, Ramaprasad - 2010

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...

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Stochastic Filtering with Applications in Finance.

Bhar, Ramaprasad - 2010

Key Features:An example-driven elucidation of a complex technical area, with appeal to a wide variety of readers in the discipline of finance and economicsProblems are analyzed using real historical data, with solution steps that are clearly laid out for the reader's referenceApplications were...

Persistent link: https://www.econbiz.de/10012689611