by Masanobu Taniguchi (Author), JunichiHirukawa (Author), KenichiroTamaki (Author)
Because the field of financial engineering integrates multiple disciplines, it is important that stochastic models describe financial assets sufficiently. This book presents an introduction to the optimal inference of financial engineering models and demonstrates how to properly estimate the proposed models.
Format: Hardcover
Pages: 384
Edition: 1
Publisher: Chapman and Hall/CRC
Published: 26 Nov 2007
ISBN 10: 1584885912
ISBN 13: 9781584885917