Financial Pricing Models in Continuous Time and Kalman Filtering
Edition: 1 edition
Publisher: Springer-Verlag Telos
Published: December 2001
Language: eng
Format: Paperback
Number of pages: 506
ISBN-13: 9783540423645
Subjects: Econometrics; Finance & Accounting; Microeconomics; Probability & statistics; Financial Economics (General); Mathematical Models In Economics; Business & Economics; Business / Economics / Finance; Business/Economics; Accounting - General; Finance; General; Economics - General; Investments; Kalman filtering; Mathematical models; Prices