Optimal statistical inference in financial engineering
Auteur :
Taniguchi, Masanobu / Hirukawa, Junichi / Tamaki, Kenichiro
Éditeur :
Taylor & Francis Inc
ISBN :
9781584885917
Date de publication :
26 nov. 2007
Dimensions :
23,4 x 15,6 cm
Poids :
657 g
Langue :
Anglais
Pays d'origine :
USA
Because the field of financial engineering integrates multiple disciplines, it is important that stochastic models describe financial assets sufficiently. This book presents an introduction to the optimal inference of financial engineering models and demonstrates how to properly estimate the proposed models.