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Continuous Time Processes for Finance
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Continuous Time Processes for Finance

This book explores recent topics in quantitative finance with an emphasis on applications and calibration to time-series. The first part of this book focuses on switching regime processes that allow to model economic cycles in financial markets.
Undertittel
Switching, Self-exciting, Fractional and other Recent Dynamics
Opplag
2022 ed.
ISBN
9783031063633
Språk
Engelsk
Vekt
310 gram
Utgivelsesdato
27.8.2023
Antall sider
345