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Optimal Statistical Inference in Financial Engineering

Optimal Statistical Inference in Financial Engineering

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About this ebook

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

About the Author

Masanobu Taniguchi, Junichi Hirukawa, Kenichiro Tamaki

Author Masanobu Taniguchi, Junichi Hirukawa, Kenichiro Tamaki
ISBN-13 9781040209707
Publisher CRC Press
Publication Date 11/26/2007
Page Count 384 pages
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Language
English
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