Stochastic filtering with applications in finance
Auteur :
Bhar, Ramaprasad
Éditeur :
World Scientific Publishing Co Pte Ltd
ISBN :
9789814304856
Date de publication :
20 août 2010
Langue :
Anglais
Pays d'origine :
Singapour
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.