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Published By Chapman And Hall/CRC

9781315372204
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Stochastic differential equations

2018 ◽  
pp. 139-174
Author(s):  
Erik Lindström ◽  
Henrik Madsen ◽  
Jan Nygaard Nielsen
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations

Stochastic calculus

2018 ◽  
pp. 117-138
Author(s):  
Erik Lindström ◽  
Henrik Madsen ◽  
Jan Nygaard Nielsen
Keyword(s):  
Stochastic Calculus

Linear time series models

2018 ◽  
pp. 57-72
Author(s):  
Erik Lindström ◽  
Henrik Madsen ◽  
Jan Nygaard Nielsen
Keyword(s):  
Time Series ◽  
Linear Time ◽  
Time Series Models

Discrete time finance

2018 ◽  
pp. 37-56
Author(s):  
Erik Lindström ◽  
Henrik Madsen ◽  
Jan Nygaard Nielsen
Keyword(s):  
Discrete Time

Parameter estimation in discretely observed SDEs

2018 ◽  
pp. 265-282
Author(s):  
Erik Lindström ◽  
Henrik Madsen ◽  
Jan Nygaard Nielsen
Keyword(s):  
Parameter Estimation

Discrete time approximations

2018 ◽  
pp. 253-264
Author(s):  
Erik Lindström ◽  
Henrik Madsen ◽  
Jan Nygaard Nielsen
Keyword(s):  
Discrete Time

Term structure of interest rates

2018 ◽  
pp. 209-252
Author(s):  
Erik Lindström ◽  
Henrik Madsen ◽  
Jan Nygaard Nielsen
Keyword(s):  
Interest Rates ◽  
Term Structure

Stochastic interest rate models

2018 ◽  
pp. 195-208
Author(s):  
Erik Lindström ◽  
Henrik Madsen ◽  
Jan Nygaard Nielsen
Keyword(s):  
Interest Rate ◽  
Stochastic Interest Rate ◽  
Interest Rate Models ◽  
Stochastic Interest

Continuous-time security markets

2018 ◽  
pp. 175-194
Author(s):  
Erik Lindström ◽  
Henrik Madsen ◽  
Jan Nygaard Nielsen
Keyword(s):  
Continuous Time ◽  
Security Markets

Kernel estimators in time series analysis

2018 ◽  
pp. 103-116
Author(s):  
Erik Lindström ◽  
Henrik Madsen ◽  
Jan Nygaard Nielsen
Keyword(s):  
Time Series ◽  
Time Series Analysis ◽  
Kernel Estimators ◽  
Series Analysis
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