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Stochastic Filtering With Applications In Finance Bhar, Ramaprasad (Univ Of New South Wales, Australia)
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Stochastic Filtering With Applications In Finance
Bhar, Ramaprasad (Univ Of New South Wales, Australia)
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.
400 pages, illustrations
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 20 de agosto de 2010 |
| ISBN13 | 9789814304856 |
| Editores | World Scientific Publishing Co Pte Ltd |
| Páginas | 356 |
| Dimensiones | 159 × 228 × 24 mm · 630 g |
