Stochastic Filtering With Applications In Finance - Bhar, Ramaprasad (Univ Of New South Wales, Australia) - Books - World Scientific Publishing Co Pte Ltd - 9789814304856 - August 20, 2010
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Bhar, Ramaprasad (Univ Of New South Wales, Australia)
Stochastic Filtering With Applications In Finance

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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.

400 pages, illustrations

Media Books     Hardcover Book   (Book with hard spine and cover)
Released August 20, 2010
ISBN13 9789814304856
Publishers World Scientific Publishing Co Pte Ltd
Pages 356
Dimensions 159 × 228 × 24 mm   ·   630 g

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