Stochastic Filtering with Applications in Finance

ISBN-13: 9789814304856 / Angielski / Twarda / 2010 / 356 str.

Ramaprasad Bhar

Opis

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.