Stochastic Processes and Calculus

Name: Stochastic Processes and Calculus
Brand: Springer International Publishing AG
SKU: 9783319234274
Price: 486.66 RON
Availability: InStock

An Elementary Introduction with Applications

Autor: Uwe Hassler

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Legare: Copertă tare

Editura: Springer International Publishing AG

Disponibilitate: În depozitul extern

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

Informații despre carte

Autor

Uwe Hassler

Limbă

engleză

Legare

Carte - Copertă tare

Publicat

2015

Pagini

391

EAN

9783319234274

ISBN

3319234277

Enbook ID

09487074

Editura

Springer International Publishing AG

Greutate

750

Dimensiuni

246 x 166 x 28

Descriere completă

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 equation 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.§

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Stochastic Processes and Calculus

An Elementary Introduction with Applications

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