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Optimal Statistical Inference in Financial Engineering

Language EnglishEnglish
Book Hardback
Book Optimal Statistical Inference in Financial Engineering Kenichiro Tamaki
Libristo code: 06710720
Publishers Taylor & Francis Inc, November 2007
Because the field of financial engineering integrates multiple disciplines, it is important that sto... Full description
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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.

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About the book

Full name Optimal Statistical Inference in Financial Engineering
Author Kenichiro Tamaki
Language English
Binding Book - Hardback
Date of issue 2007
Number of pages 384
EAN 9781584885917
ISBN 9781584885917
Libristo code 06710720
Publishers Taylor & Francis Inc
Weight 682
Dimensions 157 x 242 x 27

Categories

Economics, Finance, Business & Management > Finance & accounting > Finance
Mathematics & Science > Mathematics > Probability & statistics
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