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Stochastic Filtering with Applications in Finance
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ISBN
:
9789814304856
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Publisher
:
World Scientific Publishing Company
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Subject
:
Encyclopaedias & Reference Works
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Binding
:
Hardcover
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Year
:
2010
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15098.0
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12984.0
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Description
Suitable for graduate level courses on stochastic modeling, this title does not intend 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.
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