Stochastic Filtering With Applications In Finance
Ramaprasad (Univ Of New South Wales, Australia) Bhar
World Scientific Publishing Co Pte Ltd, 2010
152,50 €On orderDelivery: 2-3 weeks
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.
- ISBN-13
- 9789814304856
- ISBN-10
- 9814304859
- Publisher
- World Scientific Publishing Co Pte Ltd
- Year
- 2010
- Publication date
- 2010-08-20
- Pages
- 356
- Dimensions
- 228x159x24
- Weight
- 630