Stochastic Filtering With Applications In Finance is popular PDF and ePub book, written by Ramaprasad Bhar in 2010-08-19, it is a fantastic choice for those who relish reading online the Business & Economics genre. Let's immerse ourselves in this engaging Business & Economics book by exploring the summary and details provided below. Remember, Stochastic Filtering With Applications In Finance can be Read Online from any device for your convenience.
Stochastic Filtering With Applications In Finance Book PDF 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 the context of different market segments. Although no prior knowledge in this area is required, the reader is expected to have knowledge of probability theory as well as a general mathematical aptitude.Its simple presentation of complex algorithms required to solve modeling problems in increasingly sophisticated financial markets makes this book particularly valuable as a reference for graduate students and researchers interested in the field. Furthermore, it analyses the model estimation results in the context of the market and contrasts these with contemporary research publications. It is also suitable for use as a text for graduate level courses on stochastic modeling.
Detail Book of Stochastic Filtering With Applications In Finance PDF
- Author : Ramaprasad Bhar
- Release : 19 August 2010
- Publisher : World Scientific
- ISBN : 9789814464987
- Genre : Business & Economics
- Total Page : 354 pages
- Language : English
- PDF File Size : 18,6 Mb
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