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Financial Pricing Models in Continuous Time and Kalman Filtering
Language: en
Pages: 250
Authors: B.Philipp Kellerhals
Categories: Business & Economics
Type: BOOK - Published: 2014-03-12 - Publisher: Springer

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Straight after its invention in the early sixties, the Kalman filter approach became part of the astronautical guidance system of the Apollo project and therefo
Financial Pricing Models in Continuous Time and Kalman Filtering
Language: en
Pages: 243
Authors: B.Philipp Kellerhals
Categories: Business & Economics
Type: BOOK - Published: 2013-11-11 - Publisher: Springer Science & Business Media

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Straight after its invention in the early sixties, the Kalman filter approach became part of the astronautical guidance system of the Apollo project and therefo
The Kalman Filter in Finance
Language: en
Pages: 181
Authors: C. Wells
Categories: Business & Economics
Type: BOOK - Published: 2013-03-09 - Publisher: Springer Science & Business Media

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A non-technical introduction to the question of modeling with time-varying parameters, using the beta coefficient from Financial Economics as the main example.
State-Space Models
Language: en
Pages: 358
Authors: Yong Zeng
Categories: Business & Economics
Type: BOOK - Published: 2013-08-15 - Publisher: Springer Science & Business Media

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State-space models as an important mathematical tool has been widely used in many different fields. This edited collection explores recent theoretical developme
Analysis, Controllability and Optimization of Time-Discrete Systems and Dynamical Games
Language: en
Pages: 198
Authors: Werner Krabs
Categories: Business & Economics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

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Focuses on the analysis, optimization and controllability of time-discrete dynamical systems and games under the aspect of stability, controllability and (for g