Numerical approximation and parametric statistical inference of stochastic differential equations, with applications to finance

Original language	English
Qualification	PhD
Awarding Institution	University Of Strathclyde
Supervisors/Advisors	Mao, Xuerong, Supervisor
Thesis sponsors	Engineering and Physical Sciences Research Council Barrie & Hibbert Ltd
Place of Publication	Glasgow
Publisher	University of Strathclyde
Publication status	Published - 2014

Keywords

• parametric statistical inference

Activities

• 1 Consultancy

Activities per year

• Stochastic Modelling in Finance

  Mao, X. (Advisor)

  1 Oct 2010 → 31 Mar 2014

  Activity: Consultancy

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Craig, S. (2014). Numerical approximation and parametric statistical inference of stochastic differential equations, with applications to finance. [Doctoral Thesis, University Of Strathclyde]. University of Strathclyde.

Craig, Steven. / Numerical approximation and parametric statistical inference of stochastic differential equations, with applications to finance. Glasgow : University of Strathclyde, 2014.

@phdthesis{944c940fbd194ad8b9d07784b7584edc,

title = "Numerical approximation and parametric statistical inference of stochastic differential equations, with applications to finance",

keywords = "parametric statistical inference",

author = "Steven Craig",

year = "2014",

language = "English",

publisher = "University of Strathclyde",

school = "University Of Strathclyde",

}

Craig, S 2014, 'Numerical approximation and parametric statistical inference of stochastic differential equations, with applications to finance', PhD, University Of Strathclyde, Glasgow.

Numerical approximation and parametric statistical inference of stochastic differential equations, with applications to finance. / Craig, Steven.
Glasgow: University of Strathclyde, 2014.

Research output: Thesis › Doctoral Thesis

TY - BOOK

T1 - Numerical approximation and parametric statistical inference of stochastic differential equations, with applications to finance

AU - Craig, Steven

PY - 2014

Y1 - 2014

KW - parametric statistical inference

M3 - Doctoral Thesis

PB - University of Strathclyde

CY - Glasgow

ER -

Craig S. Numerical approximation and parametric statistical inference of stochastic differential equations, with applications to finance. Glasgow: University of Strathclyde, 2014.