Screen LibraryOptimal statistical inference in financial engineering
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| Main Authors: | |
|---|---|
| Group Author: | ; |
| Published: |
Chapman & Hall/CRC,
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| Publisher Address: | Boca Raton |
| Publication Dates: | c2008. |
| Literature type: | Book |
| Language: | English |
| Subjects: | |
| Carrier Form: | xii, 366 p.: ill. ; 25 cm. |
| ISBN: |
9781584885917 (alk. paper) 1584885912 (alk. paper) |
| Index Number: | F830 |
| CLC: |
F830 F222 |
| Call Number: | F222/T164 |
| Contents: |
Includes bibliographical references (p. 355-362) and index. "Until now, few systematic studies of optimal statistical inference for stochastic processes had existed in the financial engineering literature, even though this idea is fundamental to the field. Balancing statistical theory with data analysis, Optimal Statistical Inference in Financial Engineering examines how stochastic models can effectively describe actual financial data and illustrates how to properly estimate the proposed models."--BOOK JACKET. |