Endorsement for the book Stochastic Filtering:

“The book is remarkably self-contained and offers the reader a comprehensive view of the mathematical foundations of optimal filtering. The exposition is both intuitive and user-friendly. Its application-driven approach makes the reading enjoyable for both an expert and a beginner. This highly readable book should provide sufficient intellectual background to financial economists to understand the recent literature on stochastic filtering and also to use this method in their own research.”
 
Professor A G (Tassos) Malliaris
Walter F Mullady, Sr. Professor of Economics and Finance
Loyola University Chicago
 
“Bhar's book provides a very nice and comprehensive introduction to filtering techniques and their applications in finance. The example based approach in the book makes this complex topic accessible to those with the necessary mathematical aptitude but no prior knowledge of the subject. The book will be an excellent reference for graduate students and finance professionals interested in the topic.”
 
Ravi Jagannathan
Chicago Mercantile Exchange/John F Sandner Professor of Finance and
Co-Director, Financial Institutions and Markets Research Center,
Kellogg School of Management
 
 
   
   
 
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