Optimal Statistical Inference in Financial Engineering

Optimal Statistical Inference in Financial Engineering
Author :
Publisher : CRC Press
Total Pages : 379
Release :
ISBN-10 : 9781420011036
ISBN-13 : 1420011030
Rating : 4/5 (030 Downloads)

Book Synopsis Optimal Statistical Inference in Financial Engineering by : Masanobu Taniguchi

Download or read book Optimal Statistical Inference in Financial Engineering written by Masanobu Taniguchi and published by CRC Press. This book was released on 2007-11-26 with total page 379 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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


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