Stochastic Filtering with Applications in Finance
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Published By WORLD SCIENTIFIC

9789814304856, 9789814304863

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Foreign Exchange Market — Filtering Applications

Stochastic Filtering with Applications in Finance ◽

10.1142/9789814304863_0002 ◽

2010 ◽

pp. 20-47

Keyword(s):

Foreign Exchange ◽

Foreign Exchange Market ◽

Exchange Market

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A Multifactor Model of Credit Spreads

Stochastic Filtering with Applications in Finance ◽

10.1142/9789814304863_0007 ◽

2010 ◽

pp. 149-183

Keyword(s):

Credit Spreads ◽

Multifactor Model

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Introduction: Stochastic Filtering in Finance

Stochastic Filtering with Applications in Finance ◽

10.1142/9789814304863_0001 ◽

2010 ◽

pp. 1-19

Keyword(s):

Stochastic Filtering

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Credit Default Swaps – Filtering the Components

Stochastic Filtering with Applications in Finance ◽

10.1142/9789814304863_0008 ◽

2010 ◽

pp. 184-228

Keyword(s):

Credit Default Swaps ◽

Credit Default

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CDS Options, Implied Volatility and Unscented Kalman Filter

Stochastic Filtering with Applications in Finance ◽

10.1142/9789814304863_0009 ◽

2010 ◽

pp. 229-256

Keyword(s):

Kalman Filter ◽

Implied Volatility ◽

Unscented Kalman Filter

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Interest Rate Model and Non-Linear Filtering

Stochastic Filtering with Applications in Finance ◽

10.1142/9789814304863_0005 ◽

2010 ◽

pp. 94-124

Keyword(s):

Interest Rate ◽

Linear Filtering ◽

Rate Model ◽

Non Linear ◽

Interest Rate Model

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FRONT MATTER

Stochastic Filtering with Applications in Finance ◽

10.1142/9789814304863_fmatter ◽

2010 ◽

pp. i-xiv

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BACK MATTER

Stochastic Filtering with Applications in Finance ◽

10.1142/9789814304863_bmatter ◽

2010 ◽

pp. 320-339

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Equity Market — Filtering Applications

Stochastic Filtering with Applications in Finance ◽

10.1142/9789814304863_0003 ◽

2010 ◽

pp. 48-75 ◽

Cited By ~ 1

Keyword(s):

Equity Market

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Stochastic Volatility Model and Non-Linear Filtering Application

Stochastic Filtering with Applications in Finance ◽

10.1142/9789814304863_0010 ◽

2010 ◽

pp. 257-283

Keyword(s):

Stochastic Volatility ◽

Stochastic Volatility Model ◽

Linear Filtering ◽

Volatility Model ◽

Non Linear

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Stochastic Filtering with Applications in FinanceLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By WORLD SCIENTIFIC

Foreign Exchange Market — Filtering Applications

A Multifactor Model of Credit Spreads

Introduction: Stochastic Filtering in Finance

Credit Default Swaps – Filtering the Components

CDS Options, Implied Volatility and Unscented Kalman Filter

Interest Rate Model and Non-Linear Filtering

FRONT MATTER

BACK MATTER

Equity Market — Filtering Applications

Stochastic Volatility Model and Non-Linear Filtering Application

Stochastic Filtering with Applications in Finance
Latest Publications