Stochastic filtering with applications in finance / Ramaprasad Bhar.

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Material Type: 図書
ISBN: 9789814304856
9814304859
Title: Stochastic filtering with applications in finance / Ramaprasad Bhar.
Author Heading: Bhar, Ramaprasad.
Publication, Distribution, etc.: Singapore : World Scientific
Hackensack, NJ : World Scientific
Publication Date: c2010.
Publication Date (W3CDTF): 2010
Extent: xiv, 339 p. : ill. ; 24 cm.
Place of Publication (Country Code): SG
Text Language Code: eng
Subject Heading: Finance -- Mathematical models.
Stochastic analysis.
LCC: HG106
DDC: 332.01/51922
NDLC: DF111
Note (Bibliography): Includes bibliographical references and index.
Holding library: 国立国会図書館
Call No.: DF111-B64
Data Provider (Database): 国立国会図書館 : 国立国会図書館蔵書
https://ndlsearch.ndl.go.jp
Bibliographic ID (NDL): 000011046535
http://id.ndl.go.jp/bib/000011046535
LC Control Number: 2010019089
https://lccn.loc.gov/2010019089
OCLC No.: 515479492
https://www.worldcat.org/oclc/515479492
Cataloging Rule: Anglo-American Cataloging Rules
Bibliographic Record Category (NDL): 211