Amparo Querol: Term Structure Modeling and Estimation in a State Space Framework - libro nuevo
2004, ISBN: 9783540283447
This book has been prepared during my work as a research assistant at the Institute for Statistics and Econometrics of the Economics Department at the University of Bielefeld, Germany.It … Más…
This book has been prepared during my work as a research assistant at the Institute for Statistics and Econometrics of the Economics Department at the University of Bielefeld, Germany.It was accepted as a Ph.D. thesis titled "Term Structure Modeling and Estimation in a State Space Framework" at the Department of Economics of the University of Bielefeld in November 2004.It is a pleasure for me to thank all those people who have been helpful in one way or another during the completion of this work.First of all, I would like to express my gratitude to my advisor Professor Joachim Frohn, not only for his guidance and advice throughout the com- pletion of my thesis but also for letting me have four very enjoyable years teaching and researching at the Institute for Statistics and Econometrics.I am also grateful to my second advisor Professor Willi Semmler.The project I worked on in one of his seminars in 1999 can really be seen as a starting point for my research on state space models.I thank Professor Thomas Braun for joining the committee for my oral examination.; PDF; Business,Finance and Law > Economics > Econometrics, Springer Berlin Heidelberg<
hive.co.uk
No. 9783540283447. Gastos de envío:Instock, Despatched same working day before 3pm, GB. (EUR 0.00) Details...
(*) Libro agotado significa que este título no está disponible por el momento en alguna de las plataformas asociadas que buscamos.
Term Structure Modeling and Estimation in a State Space Framework - libro nuevo
2004, ISBN: 9783540283447
This book has been prepared during my work as a research assistant at the Institute for Statistics and Econometrics of the Economics Department at the University of Bielefeld, Germany. It… Más…
This book has been prepared during my work as a research assistant at the Institute for Statistics and Econometrics of the Economics Department at the University of Bielefeld, Germany. It was accepted as a Ph.D. thesis titled "Term Structure Modeling and Estimation in a State Space Framework" at the Department of Economics of the University of Bielefeld in November 2004. It is a pleasure for me to thank all those people who have been helpful in one way or another during the completion of this work. First of all, I would like to express my gratitude to my advisor Professor Joachim Frohn, not only for his guidance and advice throughout the com pletion of my thesis but also for letting me have four very enjoyable years teaching and researching at the Institute for Statistics and Econometrics. I am also grateful to my second advisor Professor Willi Semmler. The project I worked on in one of his seminars in 1999 can really be seen as a starting point for my research on state space models. I thank Professor Thomas Braun for joining the committee for my oral examination., Springer<
Springer.com
Nr. 978-3-540-28344-7. Gastos de envío:Worldwide free shipping, , zzgl. Versandkosten., más gastos de envío Details...
(*) Libro agotado significa que este título no está disponible por el momento en alguna de las plataformas asociadas que buscamos.
Wolfgang Lemke: Term Structure Modeling and Estimation in a State Space Framework - libro nuevo
ISBN: 9783540283447
*Term Structure Modeling and Estimation in a State Space Framework* / pdf eBook für 96.49 € / Aus dem Bereich: eBooks, Fachthemen & Wissenschaft, Mathematik Medien > Bücher nein eBook als… Más…
*Term Structure Modeling and Estimation in a State Space Framework* / pdf eBook für 96.49 € / Aus dem Bereich: eBooks, Fachthemen & Wissenschaft, Mathematik Medien > Bücher nein eBook als pdf eBooks > Fachthemen & Wissenschaft > Mathematik, Springer-Verlag GmbH<
Hugendubel.de
Gastos de envío:In stock (Download), , Versandkostenfrei nach Hause oder Express-Lieferung in Ihre Buchhandlung., DE. (EUR 0.00) Details...
(*) Libro agotado significa que este título no está disponible por el momento en alguna de las plataformas asociadas que buscamos.
Wolfgang Lemke: Term Structure Modeling and Estimation in a State Space Framework - libro nuevo
ISBN: 9783540283447
Term Structure Modeling and Estimation in a State Space Framework: ab 96.49 € eBooks > Fachthemen & Wissenschaft > Mathematik Springer-Verlag GmbH eBook als pdf, Springer-Verlag GmbH
eBook.de
Gastos de envío:in stock, , , DE. (EUR 0.00) Details...
(*) Libro agotado significa que este título no está disponible por el momento en alguna de las plataformas asociadas que buscamos.
Term Structure Modeling and Estimation in a State Space Framework - libro nuevo
2004, ISBN: 9783540283447
This book has been prepared during my work as a research assistant at the Institute for Statistics and Econometrics of the Economics Department at the University of Bielefeld, Germany.It … Más…
This book has been prepared during my work as a research assistant at the Institute for Statistics and Econometrics of the Economics Department at the University of Bielefeld, Germany.It was accepted as a Ph.D. thesis titled "Term Structure Modeling and Estimation in a State Space Framework" at the Department of Economics of the University of Bielefeld in November 2004.It is a pleasure for me to thank all those people who have been helpful in one way or another during the completion of this work.First of all, I would like to express my gratitude to my advisor Professor Joachim Frohn, not only for his guidance and advice throughout the com- pletion of my thesis but also for letting me have four very enjoyable years teaching and researching at the Institute for Statistics and Econometrics.I am also grateful to my second advisor Professor Willi Semmler.The project I worked on in one of his seminars in 1999 can really be seen as a starting point for my research on state space models.I thank Professor Thomas Braun for joining the committee for my oral examination.; PDF; Business,Finance and Law > Economics > Econometrics, Springer Berlin Heidelberg<
No. 9783540283447. Gastos de envío:Instock, Despatched same working day before 3pm, GB. (EUR 0.00)
Term Structure Modeling and Estimation in a State Space Framework - libro nuevo
2004, ISBN: 9783540283447
This book has been prepared during my work as a research assistant at the Institute for Statistics and Econometrics of the Economics Department at the University of Bielefeld, Germany. It… Más…
This book has been prepared during my work as a research assistant at the Institute for Statistics and Econometrics of the Economics Department at the University of Bielefeld, Germany. It was accepted as a Ph.D. thesis titled "Term Structure Modeling and Estimation in a State Space Framework" at the Department of Economics of the University of Bielefeld in November 2004. It is a pleasure for me to thank all those people who have been helpful in one way or another during the completion of this work. First of all, I would like to express my gratitude to my advisor Professor Joachim Frohn, not only for his guidance and advice throughout the com pletion of my thesis but also for letting me have four very enjoyable years teaching and researching at the Institute for Statistics and Econometrics. I am also grateful to my second advisor Professor Willi Semmler. The project I worked on in one of his seminars in 1999 can really be seen as a starting point for my research on state space models. I thank Professor Thomas Braun for joining the committee for my oral examination., Springer<
Nr. 978-3-540-28344-7. Gastos de envío:Worldwide free shipping, , zzgl. Versandkosten., más gastos de envío
Wolfgang Lemke: Term Structure Modeling and Estimation in a State Space Framework - libro nuevo
ISBN: 9783540283447
*Term Structure Modeling and Estimation in a State Space Framework* / pdf eBook für 96.49 € / Aus dem Bereich: eBooks, Fachthemen & Wissenschaft, Mathematik Medien > Bücher nein eBook als… Más…
*Term Structure Modeling and Estimation in a State Space Framework* / pdf eBook für 96.49 € / Aus dem Bereich: eBooks, Fachthemen & Wissenschaft, Mathematik Medien > Bücher nein eBook als pdf eBooks > Fachthemen & Wissenschaft > Mathematik, Springer-Verlag GmbH<
Gastos de envío:In stock (Download), , Versandkostenfrei nach Hause oder Express-Lieferung in Ihre Buchhandlung., DE. (EUR 0.00)
Wolfgang Lemke: Term Structure Modeling and Estimation in a State Space Framework - libro nuevo
ISBN: 9783540283447
Term Structure Modeling and Estimation in a State Space Framework: ab 96.49 € eBooks > Fachthemen & Wissenschaft > Mathematik Springer-Verlag GmbH eBook als pdf, Springer-Verlag GmbH
1Dado que algunas plataformas no nos comunican las condiciones de envío y éstas pueden depender del país de entrega, del precio de compra, del peso y tamaño del artículo, de una posible membresía a la plataforma, de una entrega directa por parte de la plataforma o a través de un tercero (Marketplace), etc., es posible que los gastos de envío indicados por eurolibro/terralibro no concuerden con los de la plataforma ofertante.
Detalles del libro - Term Structure Modeling and Estimation in a State Space Framework
EAN (ISBN-13): 9783540283447 ISBN (ISBN-10): 3540283447 Año de publicación: 2006 Editorial: Springer-Verlag GmbH 223 Páginas Idioma: eng/Englisch
Libro en la base de datos desde 2007-10-24T20:45:03+02:00 (Madrid) Página de detalles modificada por última vez el 2023-10-15T19:11:44+02:00 (Madrid) ISBN/EAN: 9783540283447
ISBN - escritura alterna: 3-540-28344-7, 978-3-540-28344-7 Mode alterno de escritura y términos de búsqueda relacionados: Autor del libro: lemke wolfgang, reinhold, recknagel Título del libro: structure space, space above and beyond, frame
Datos del la editorial
Autor: Wolfgang Lemke Título: Lecture Notes in Economics and Mathematical Systems; Term Structure Modeling and Estimation in a State Space Framework Editorial: Springer; Springer Berlin 226 Páginas Año de publicación: 2005-12-08 Berlin; Heidelberg; DE Idioma: Inglés 99,00 € (DE)
EA; E107; eBook; Nonbooks, PBS / Wirtschaft/Volkswirtschaft; Ökonometrie und Wirtschaftsstatistik; Verstehen; Asset Pricing; Bond Yields; Nonlinear Filters; Simulation; State Space Model; Term Structure of Interest Rates; quantitative finance; C; Econometrics; Mathematics in Business, Economics and Finance; Business and Management; Macroeconomics and Monetary Economics; Economics and Finance; Angewandte Mathematik; Wirtschaftswissenschaft, Finanzen, Betriebswirtschaft und Management; Betriebswirtschaft und Management; Makroökonomie; BC
The Term Structure of Interest Rates.- Discrete-Time Models of the Term Structure.- Continuous-Time Models of the Term Structure.- State Space Models.- State Space Models with a Gaussian Mixture.- Simulation Results for the Mixture Model.- Estimation of Term Structure Models in a State Space Framework.- An Empirical Application.- Summary and Outlook.
Más, otros libros, que pueden ser muy parecidos a este: