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General

Book Reviews

REFERENCES

  • Izenman, A. (2008), Modern Multivariate Statistical Techniques, Vol. 1, New York: Springer.
  • Mukhopadhyay, S.Parzen, E.2014LP Approach to Statistical Modelingunpublished technical report available at arXiv:1405.2601
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  • Black, F.Derman, E.Toy, W.1990A One-Factor Model of Interest Rates and its Application to Treasury Bond OptionsFinancial Analysts Journal463339
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  • Cox, J.C.Ross, S.A.Rubinstein, M.1979Option Pricing: A Simplified ApproachJournal of Financial Economics7229263
  • Heath, D.Jarrow, R.Morton, A.1990Bond Pricing and the Term Structure of Interst Rates: A Discrete Time ApproximationJournal of Financial and Quantitative Analysis25419440
  • Heath, D.Jarrow, R.Morton, A.1992Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims ValuationEconometrica6077105
  • Ho, T. S.Y.Lee, S.-B.1986Term Structure Movements and Pricing of Interest Rate Contingent ClaimsJournal of Finance4110111029

REFERENCES

  • Gentle, J.E. (2007), Matrix Algebra: Theory, Computations, and Applications in Statistics, New York: Springer.
  • Graybill, F.A. (2001), Matrices with Applications in Statistics ( 2nd ed.), Pacific Grove, CA: Duxbury Press.
  • Harville, D.A. (1997), Matrix Algebra from a Statistician’s Perspective, New York: Springer.
  • Schott, J.R. (2005), Matrix Analysis for Statistics ( 2nd ed.), Hoboken, NJ: Wiley.
  • Searle, S.R. (1982), Matrix Algebra Useful for Statistics, HobokenNJ: Wiley.
  • Seber, G. A.F. (2008), A Matrix Handbook for Statisticians, Hoboken, NJ: Wiley.

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