Financial pricing models in continuous time and Kalman filtering /

Financial pricing models in continuous time and Kalman filtering /

Saved in:

Bibliographic Details
Author / Creator:	Kellerhals, B. Philipp, 1971-
Imprint:	New York : Springer, 2001.
Description:	xiv, 247 p. : ill. ; 24 cm.
Language:	English
Series:	Lecture notes in economics and mathematical systems ; 506 Lecture notes in economics and mathematical systems 506.
Subject:	Finance -- Mathematical models. Investments -- Mathematical models. Prices -- Mathematical models. Kalman filtering. Finance -- Mathematical models. Investments -- Mathematical models. Kalman filtering. Prices -- Mathematical models.
Format:	Print Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/4496050

Hidden Bibliographic Details
ISBN:	3540423648 (pbk. : alk. paper)
Notes:	Includes bibliographical references.

Mansueto

Loading map link

Holdings details from Mansueto
Call Number:	HB195.L4911 no.506
c.1	To check availability consult the series record. Intellectual item Need help? - Ask a Librarian