Optimal Statistical Inference in Financial Engineering: 1st Edition (e-Book) book cover

Optimal Statistical Inference in Financial Engineering

1st Edition

By Masanobu Taniguchi, Junichi Hirukawa, Kenichiro Tamaki

Chapman and Hall/CRC

384 pages

Purchasing Options:$ = USD
Hardback: 9781584885917
pub: 2007-11-26
$140.00
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eBook (VitalSource) : 9780429147609
pub: 2007-11-26
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Description

Until now, few systematic studies of optimal statistical inference for stochastic processes had existed in the financial engineering literature, even though this idea is fundamental to the field. Balancing statistical theory with data analysis, Optimal Statistical Inference in Financial Engineering examines how stochastic models can effectively des

Table of Contents

Preface. Introduction. Elements of Probability. Statistical Inference. Various Statistical Methods. Stochastic Processes. Time Series Analysis. Introduction to Statistical Financial Engineering. Term Structure. Credit Rating. Appendix. References. Index.

Subject Categories

BISAC Subject Codes/Headings:
BUS027000
BUSINESS & ECONOMICS / Finance
MAT000000
MATHEMATICS / General
MAT029000
MATHEMATICS / Probability & Statistics / General