Hidden Bibliographic Details
| ISBN: | 9789814304863
9814304867
1283144522
9781283144520
9786613144522
6613144525
9789814304856
9814304859
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| Digital file characteristics: | data file
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| Notes: | Includes bibliographical references and index.
English.
Print version record.
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| Summary: | 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.
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| Other form: | Print version: Bhar, Ramaprasad. Stochastic filtering with applications in finance. Singapore ; Hackensack, NJ : World Scientific, ©2010 9789814304856
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