Optimal statistical inference in financial engineering /

Bibliographic Details
Main Author: Taniguchi, Masanobu (Author)
Corporate Author: Taylor & Francis
Other Authors: Hirukawa, Junichi, Tamaki, Kenichiro
Format: eBook
Language:English
Published: Boca Raton : Chapman and Hall/CRC, 2008.
Subjects:
Online Access:Connect to the full text of this electronic book

MARC

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245 1 0 |a Optimal statistical inference in financial engineering /  |c Masanobu Taniguchi, Junichi Hirukawa, Kenichiro Tamaki. 
264 1 |a Boca Raton :  |b Chapman and Hall/CRC,  |c 2008. 
300 |a 1 online resource (xii, 366 pages) 
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504 |a Includes bibliographical references (pages 355-362) and index. 
505 0 |a chapter 1 Introduction -- chapter 2 Elements of Probability -- chapter 3 Statistical Inference -- chapter 4 Various Statistical Methods -- chapter 5 Stochastic Processes -- chapter 6 Time Series Analysis -- chapter 7 Introduction to Statistical Financial Engineering -- chapter 8 Term Structure -- chapter 9 Credit Rating. 
650 0 |a Finance  |x Statistical methods. 
650 0 |a Financial engineering. 
650 0 |a Mathematical statistics. 
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700 1 |a Tamaki, Kenichiro. 
710 1 |a Taylor & Francis. 
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