Description based on online resource; title from cover (Safari, viewed May 13, 2015).

"A Chapman & Hall book"--T.p.

Includes bibliographical references (pages 345-259).

Fundamentals -- Discrete time finance -- Linear time series models -- Nonlinear time series models -- Kernel estimators in time series analysis -- Stochastic calculus -- Stochastic differential equations -- Continuous-time security markets -- Stochastic interest rate models -- Term structure of interest rates -- Discrete time approximations -- Parameter estimation in discretely observed SDEs -- Inference in partially observed processes.