Financial pricing models in continuous time and Kalman filtering /

The modern field of financial economics asks for sound pricing models grounded on the theory of financial decision making as well as for accurate estimation techniques when it comes to empirical inferences of the specified model. The volume Financial Pricing Models in Continuous Time and Kalman Filt...

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Bibliographic Details

Main Author:	Kellerhals, B. Philipp, 1971-
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	Berlin ; New York : Springer, [2001]
Series:	Lecture notes in economics and mathematical systems ; 506.
Subjects:	Finance > Mathematical models. Investments > Mathematical models. Prices > Mathematical models. Kalman filtering. Portfolio-theorie. Kalman-filters. Prijzen (economie) Stochastische modellen. Elektrizitätswirtschaft. Forward-Kontrakt. Kalman-Filter. Optionspreis. Optionspreistheorie. Electronic books.
Online Access:	Connect to the full text of this electronic book