Stochastic Processes and Calculus

An Elementary Introduction with Applications

Autor: Uwe Hassler

Jazyk:

Väzba: Brožovaná

Vydavateľ: Springer International Publishing AG

Dostupnosť: Skladom u dodávateľa v malom množstve

Odosielame za 13-18 dní

68.35 €

This textbook gives a comprehensive introduction to stochastic processes and calculus in the fields...

Informácie o knihe

Autor

Uwe Hassler

Jazyk

Angličtina

Väzba

Kniha - Brožovaná

Vydalo

2019

Stránok

391

EAN

9783319794822

Enbook ID

21072507

Vydavateľ

Springer International Publishing AG

Hmotnosť

629

Rozmery

155 x 235 x 23

Kompletný popis

This textbook gives a comprehensive introduction to stochastic processes and calculus in the fields of finance and economics, more specifically mathematical finance and time series econometrics. Over the past decades stochastic calculus and processes have gained great importance, because they play a decisive role in the modeling of financial markets and as a basis for modern time series econometrics. Mathematical theory is applied to solve stochastic differential equations and to derive limiting results for statistical inference on nonstationary processes. This introduction is elementary and rigorous at the same time. On the one hand it gives a basic and illustrative presentation of the relevant topics without using many technical derivations. On the other hand many of the procedures are presented at a technically advanced level: for a thorough understanding, they are to be proven. In order to meet both requirements jointly, the present book is equipped with a lot of challenging problems at the end of each chapter as well as with the corresponding detailed solutions. Thus the virtual text - augmented with more than 60 basic examples and 40 illustrative figures - is rather easy to read while a part of the technical arguments is transferred to the exercise problems and their solutions.

Mohlo by vás zaujímať

Zákazníci, ktorí si kúpili túto knihu, kúpili tiež

Najčastejšie vyhľadávané

Categories

Authors

Publishers

Produkty

Produkty

Najčastejšie vyhľadávané

Categories

Authors

Publishers

Produkty

Produkty

Stochastic Processes and Calculus

An Elementary Introduction with Applications

Informácie o knihe

Kompletný popis

Mohlo by vás zaujímať

Zákazníci, ktorí si kúpili túto knihu, kúpili tiež