This book presents an introduction to the calibration (estimation of parameters) of the Schwartz (1997) reduced-forrn, no-arbirrage two factor model by applying a combination of the Kalman f...
DISPONIBLE
AN INTRODUCTION TO THE CALIBRATION OF THE SCHWARTZ (1997) REDUCED-FORM, NO-ARBITRAGE TWO-FACTOR MODEL
$29.000
Vendido por Siglo del Hombre Entrega estimada de 1 a 4 días. Tiempo máximo: 4 días.
This book presents an introduction to the calibration (estimation of parameters) of the Schwartz (1997) reduced-forrn, no-arbirrage two factor model by applying a combination of the Kalman filter and the maximum log-likelihood method knows as the predictive er...
Accesos rápidos
Selección curadaLibros reales conectados al inventario.
Compra asistidaAtención personalizada por WhatsApp.
Pago seguroTransacciones protegidas y confiables.
Lectores que buscan Economía, Finanzas, CIENCIAS HUMANAS Y SOCIALES.
Ficha clara, disponibilidad real y datos bibliográficos en un solo lugar.
This book presents an introduction to the calibration (estimation of parameters) of the Schwartz (1997) reduced-forrn, no-arbirrage two factor model by applying a combination of the Kalman filter and the maximum log-likelihood method knows as the predictive error decomposition. This book is written in such a way that a reader with primary tools in stochastic calculus and optimization (mainly the maximum log-Iikelihood method) can find the necessary tools for doing its reading without problems and understand the essential elements of the methodology.
MEJÍA VEGA, Carlos Armando
Universidad Externado de Colombia
9789587900286
Por confirmar
2018
1ª ed. 2018
144
14 X 21
Siglo del Hombre
1 a 4 días
La disponibilidad se calcula desde el inventario activo.
Puedes agregarlo al carrito o solicitar acompañamiento por WhatsApp.
La ficha utiliza la información bibliográfica activa del catálogo.
Coincidencias por nombre
Ver más →
Libros relacionados
INTRODUCTION TO THE INTERNATIONAL COURT OF JUSTICE -ICJ-
ABELLO GALVIS, Ricardo ISBN 9789587384079
$67.000
An introduction to the calibration of the Schwartz (1997) reduced-form
Carlos Armando Mejía Vega ISBN 9789587900286
$29.000
