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Optimal Statistical Inference in Financial Engineering

By: Japan) Taniguchi Tokyo Shinjuku-Ku Masanobu (Waseda University (Author) , Japan) Hirukawa Junichi (Niigata University (Author) , Japan) Tamaki Tokyo Shinjuku-ku Kenichiro (Waseda University (Author)

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Ksh 36,000.00

Format: Hardback or Cased Book

ISBN-13: 9781584885917

Publisher: Taylor & Francis Inc

Publication Date: Nov 26th, 2007

Weight: 682 grams

Dimension: 24.20 x 15.70 x 2.70 cms

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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.

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