Maximum Likelihood Methods

[Dr. Jayanthi Sankaran]

Hi David,

I notice that while MLE is covered in Reading 14 - Chapter 23 of Hull, it is not mentioned explicity in the AIM's. Does that mean we can safely ignore it?

Please clarify!

Thanks a tonne
Jayanthi

 

[JocelynN]

my thoughts as well...should we ignore this?

 

[Dr. Jayanthi Sankaran]

As of now, I have not read up this section in Hull's reading. The theory looks formidable and I am not sure I understand it

 

[JocelynN]

you and me both. there is so much to read...I will skip this and review much later if I still have the brain power.

 

[Dr. Jayanthi Sankaran]

A great idea - I am also planning to skip it for now. Although, one of David's spreadsheet deals with MLE, I couldn't quite comprehend it.