5275198
9781584885917
Optimal Statistical Inference in Financial Engineering
by Taniguchi, Masanobu, Hirukawa, Junichi, Tamaki, Kenichiro
Product details
- ISBN-13: 9781584885917
- ISBN: 1584885912
- Edition: 1
- Publication Date: 2007
- Publisher: C R C Press LLC
AUTHOR
SUMMARY
This book examines how stochastic models can effectively describe actual financial data and illustrates how to properly estimate the proposed models. It explores stochastic processes, time series models, option pricing theory, and VaR problems. It also covers models for interest rates and discount bonds, problems of credit rating, and the clustering of stock returns.Taniguchi, Masanobu is the author of 'Optimal Statistical Inference in Financial Engineering ', published 2007 under ISBN 9781584885917 and ISBN 1584885912.
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