東華大學圖書館 |

Language: English

Help

回圖書館首頁

手機版館藏查詢

Back

Switch To: Labeled | MARC Mode | ISBD

Stochastic filtering with applicatio...

Bhar, Ramaprasad.{me_controlnum}

Linked to FindBook

Google Book

Amazon

博客來

Stochastic filtering with applications in finance

Record Type:	Electronic resources : Monograph/item
Title/Author:	Stochastic filtering with applications in finance/ Ramaprasad Bhar.
Author:	Bhar, Ramaprasad.{me_controlnum}
Published:	Singapore ;World Scientific Pub. Co., : c2010.,
Description:	xiv, 339 p. :ill. (some col.)
Subject:	Finance - Mathematical models. -
Online resource:	http://www.worldscientific.com/worldscibooks/10.1142/7736#t=toc
ISBN:	9789814304863 (electronic bk.)

Stochastic filtering with applications in finance
Bhar, Ramaprasad.{me_controlnum}

Stochastic filtering with applications in finance[electronic resource] /Ramaprasad Bhar. - Singapore ;World Scientific Pub. Co.,c2010. - xiv, 339 p. :ill. (some col.)

Includes bibliographical references (p. [320]-335) and index.

This book provides a comprehensive account of stochastic filtering as a modeling tool in finance and economics. It aims to present this very important tool with a view to making it more popular among researchers in the disciplines of finance and economics. It is not intended 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. Beyond laying out the steps to be implemented, the steps are demonstrated in the context of different market segments. Although no prior knowledge in this area is required, the reader is expected to have knowledge of probability theory as well as a general mathematical aptitude. Its simple presentation of complex algorithms required to solve modeling problems in increasingly sophisticated financial markets makes this book particularly valuable as a reference for graduate students and researchers interested in the field. Furthermore, it analyses the model estimation results in the context of the market and contrasts these with contemporary research publications. It is also suitable for use as a text for graduate level courses on stochastic modeling.

Electronic reproduction.
Singapore :
World Scientific Publishing Co.,
2010.

System requirements: Adobe Acrobat Reader.

ISBN: 9789814304863 (electronic bk.)Subjects--Topical Terms:

578740
Finance
--Mathematical models.

LC Class. No.: HG106 / .B434 2010eb

Dewey Class. No.: 332.01/51922

Stochastic filtering with applications in finance
LDR:02327nmm a2200265 a 4500 001 1295238
003 WSP
005 20110103130945.0
006 m d
007 cr cuu|||uu|||
008 121114s2010 si a sb 001 0 eng d
020 $a 9789814304863 (electronic bk.)
020 $z 9789814304856
020 $z 9814304859
035 $a 00001134
050 4 $a HG106 $b .B434 2010eb
082 0 4 $a 332.01/51922 $2 22
100 1 $a Bhar, Ramaprasad.{me_controlnum} $3 1573306
245 1 0 $a Stochastic filtering with applications in finance $h [electronic resource] / $c Ramaprasad Bhar.
260 $a Singapore ; $a Hackensack, N.J. : $b World Scientific Pub. Co., $c c2010.
300 $a xiv, 339 p. : $b ill. (some col.)
504 $a Includes bibliographical references (p. [320]-335) and index.
520 $a This book provides a comprehensive account of stochastic filtering as a modeling tool in finance and economics. It aims to present this very important tool with a view to making it more popular among researchers in the disciplines of finance and economics. It is not intended 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. Beyond laying out the steps to be implemented, the steps are demonstrated in the context of different market segments. Although no prior knowledge in this area is required, the reader is expected to have knowledge of probability theory as well as a general mathematical aptitude. Its simple presentation of complex algorithms required to solve modeling problems in increasingly sophisticated financial markets makes this book particularly valuable as a reference for graduate students and researchers interested in the field. Furthermore, it analyses the model estimation results in the context of the market and contrasts these with contemporary research publications. It is also suitable for use as a text for graduate level courses on stochastic modeling.
533 $a Electronic reproduction. $b Singapore : $c World Scientific Publishing Co., $d 2010. $n System requirements: Adobe Acrobat Reader. $n Mode of access: World Wide Web. $n Available to subscribing institutions.
650 0 $a Finance $x Mathematical models. $3 578740
650 0 $a Stochastic analysis. $3 533923
710 2 $a World Scientific (Firm) $3 560950
776 1 $z 9789814304856
776 1 $z 9814304859
856 4 0 $u http://www.worldscientific.com/worldscibooks/10.1142/7736#t=toc