Statistics for finance
By: Erik Lindström Lund University Sweden, Henrik Madsen Technical University of Denmark Lyngby, Denmark, Jan Nygaard Nielsen, Netcompany A/S, Copenhagen Denmark
Contributors: Madsen, Henrik, 1955- author; Nielsen, Jan Nygaard, author
Series: Texts in statistical science; Texts in statistical science
Publisher: CRC Press, Taylor & Francis Group
Published: 2015
Place of publication: Boca Raton, FL
Language: eng
Number of pages: 365
ISBN-13: 9781482228991; 9781482229011; 9781482229004; 9781482229028
Copyright date: 2015
Subjects: Statistical methods; Mathematical models; Statistics; Finance
Notes: "A Chapman & Hall book."

Includes bibliographical references and index.
Table of contents: title: Fundamentals; title: Discrete time finance; title: Linear time series models; title: Nonlinear time series models; title: Kernel estimators in time series analysis; title: Stochastic calculus; title: Stochastic differential equations; title: Continuous-time security markets; title: Stochastic interest rate models; title: Term structure of interest rates; title: Discrete time approximations; title: Parameter estimation in discretely observed SDEs; title: Inference in partially observed processes.