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The Kalman Filter in Finance

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Pages
192 pages
Reading time
7 hours

More about the book

This book offers a non-technical exploration of modeling with time-varying parameters, making complex concepts accessible to a broader audience. It emphasizes practical applications and real-world examples, providing insights into how these models can adapt to changing conditions over time. The approach encourages readers to grasp the significance of dynamic modeling without requiring a deep mathematical background, making it suitable for students and professionals alike.

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The Kalman Filter in Finance, C. Wells

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Released
2010
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