Randomness and Optimal Estimation in Data Sampling
by M. Khoshnevisan, at al.
Publisher: American Research Press 2002
Number of pages: 63
The purpose of this book is to postulate some theories and test them numerically. Estimation is often a difficult task and it has wide application in social sciences and financial market. This book has been designed for graduate students and researchers who are active in the area of estimation and data sampling applied in financial survey modeling and applied statistics.
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by Patrick Roger - BookBoon
Topics: Discrete-time stochastic processes (Markov chains , Martingales); Continuous-time stochastic processes (General framework, Brownian motion); Stochastic integral and Ito's lemma (Girsanov theorem, Stochastic differential equations).
by Christian-Oliver Ewald - Social Science Electronic Publishing
These are the lecture notes for a course in continuous time finance. Contents: stochastic processes in continuous time, financial market theory, stochastic integration, explicit financial market models, and portfolio optimization.
- World Bank Publications
This Handbook presents an overall analytical framework for assessing financial system stability and developmental needs, providing broad guidance on approaches, methodologies, and techniques of assessing financial systems.
by Sharon Kioko, Justin Marlowe - The Rebus Foundation
This is a new generation textbook for financial management in the public sector. It offers a thorough, applied, and concise introduction to the essential financial concepts and analytical tools that today's effective public servants need to know.