Finanzmarktökonometrie (English, Hermann Singer)
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Book Details
Publisher
Physica-Verlag
Language
English
ISBN-13
9783790812046
ISBN-10
3790812048
Author
Hermann Singer
About the Book
Finanzmarktökonometrie bietet eine umfassende Darstellung des zeitkontinuierlichen Modellierungsansatzes und seiner Anwendung in Ökonometrie, empirischer Kapitalmarktforschung und Optionsbewertung. Dabei liegt ein Schwerpunkt auf der Theorie, Simulation, Filterung und Parameterschätzung zeitstetiger Systeme. Besonders praxisrelevant ist hierbei die Annahme, da Daten nur zu bestimmten Zeitpunkten als Panel oder Zeitreihen erhältlich sind. Zusätzli…
ISBN: 9783790812046
ISBN-13: 9783790812046
ISBN-10: 3790812048
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Product ID: isbn-9783790812046
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