A Non-linear, Non-gaussian State-space Approach to Financial Portfolio Risk Analysis Using Particle Filters
Author | : Sean Terry Smith |
Publisher | : |
Total Pages | : 0 |
Release | : 2006 |
ISBN-10 | : OCLC:229212951 |
ISBN-13 | : |
Rating | : 4/5 ( Downloads) |
Book Synopsis A Non-linear, Non-gaussian State-space Approach to Financial Portfolio Risk Analysis Using Particle Filters by : Sean Terry Smith
Download or read book A Non-linear, Non-gaussian State-space Approach to Financial Portfolio Risk Analysis Using Particle Filters written by Sean Terry Smith and published by . This book was released on 2006 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: