Hin Lin Yee (27 results)
Language: English
Published by Independently published, 2023
Series: Book 6 of 7 - Light Encyclopedia & End World Backup Plan
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Seller: Ria Christie Collections, Uxbridge, United KingdomRia Christie Collections
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Condition: New. 1st edition NO-PA16APR2015-KAP.
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Seller: Ria Christie Collections, Uxbridge, United KingdomRia Christie Collections
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- Softcover
Seller: Biblios, frankfurt am main, HESSE, GermanyBiblios
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Seller: Revaluation Books, Exeter, United KingdomRevaluation Books
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- Softcover
Seller: moluna, Greven, Germanymoluna
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Condition: New. Nikolai Dokuchaev is an associate professor in Mathematics and Statistics at Curtin University. His research interests include mathematical and statistical finance, stochastic analysis, PDEs, control, and signal processing. Lin Ye.
Language: English
Published by Independently Published, 2023
Series: Book 6 of 7 - Light Encyclopedia & End World Backup Plan
- Softcover
- Print on Demand
Seller: PBShop.store US, Wood Dale, IL, U.S.A.PBShop.store US
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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
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Taschenbuch. Condition: Neu. Neuware - Pathwise estimation and inference for diffusion market models discusses contemporary techniques for inferring, from options and bond prices, the market participants' aggregate view on important financial parameters such as implied volatility, discount rate, future interest rate, and their u…ncertainty thereof. The focus is on the pathwise inference methods that are applicable to a sole path of the observed prices and do not require the observation of an ensemble of such paths.This book is pitched at the level of senior undergraduate students undertaking research at honors year, and postgraduate candidates undertaking Master's or PhD degree by research. From a research perspective, this book reaches out to academic researchers from backgrounds as diverse as mathematics and probability, econometrics and statistics, and computational mathematics and optimization whose interest lie in analysis and modelling of financial market data from a multi-disciplinary approach. Additionally, this book is also aimed at financial market practitioners participating in capital market facing businesses who seek to keep abreast with and draw inspiration from novel approaches in market data analysis.The first two chapters of the book contains introductory material on stochastic analysis and the classical diffusion stock market models. The remaining chapters discuss more special stock and bond market models and special methods of pathwise inference for market parameter for different models. The final chapter describes applications of numerical methods of inference of bond market parameters to forecasting of short rate. Nikolai Dokuchaev is an associate professor in Mathematics and Statistics at Curtin University. His research interests include mathematical and statistical finance, stochastic analysis, PDEs, control, and signal processing.Lin Yee Hin is a practitioner in the capital market facing industry. His research interests include econometrics, non-parametric regression, and scientific computing.
- Hardcover
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Seller: Ria Christie Collections, Uxbridge, United KingdomRia Christie Collections
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Seller: Majestic Books, Hounslow, United KingdomMajestic Books
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Condition: New. pp. 224.
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Seller: Biblios, frankfurt am main, HESSE, GermanyBiblios
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Condition: New. pp. 224.
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Seller: Revaluation Books, Exeter, United KingdomRevaluation Books
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Hardcover. Condition: New. NEW. SHIPS FROM MULTIPLE LOCATIONS. book.
Language: English
Published by Independently Published, 2023
Series: Book 6 of 7 - Light Encyclopedia & End World Backup Plan
- Softcover
- Print on Demand
Seller: PBShop.store UK, Fairford, GLOS, United KingdomPBShop.store UK
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£ 19.61
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PAP. Condition: New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
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Seller: moluna, Greven, Germanymoluna
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Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Pathwise estimation and inference for diffusion market models discusses contemporary techniques for inferring, from options and bond prices, the market participants aggregate view on important financial parameters suc…h as implied volatility, discount ra.
