Marknadens största urval
Snabb leverans

Böcker av Masanobu (Waseda University Taniguchi

Filter
Filter
Sortera efterSortera Populära
  • av Masanobu (Waseda University Taniguchi
    881

    This book provides a comprehensive overview of statistical inference for portfolios and their various applications. A variety of asset processes are introduced, including non-Gaussian stationary processes, nonlinear processes, nonstationary processes, and the book provides a framework for statistical inference using local asymptotic normality.

  • av Masanobu (Waseda University Taniguchi
    1 937

  • av Masanobu (Waseda University Taniguchi
    2 111

    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.

Gör som tusentals andra bokälskare

Prenumerera på vårt nyhetsbrev för att få fantastiska erbjudanden och inspiration för din nästa läsning.