Søkt på: Bøker av Jean Jacod
totalt 14 treff
Probability Essentials
We have made small changes throughout the book, including the exercises, and we have tried to correct if not all, then at least most of the typos. We wish to thank the many …
Lévy Matters I
Over the past 10-15 years, we have seen a revival of general Levy ' processes theory as well as a burst of new applications. In the past, Brownian motion or the Poisson process …
Levy Matters I
Focusing on the breadth of the topic, this volume explores Levy processes and applications, and presents the state-of-the-art in this evolving area of study. These expository …
High-Frequency Financial Econometrics
High-frequency trading is an algorithm-based computerized trading practice that allows firms to trade stocks in milliseconds. Over the last fifteen years, the use of statistical …
Discretization of Processes
In applications, and especially in mathematical finance, random time-dependent events are often modeled as stochastic processes. Assumptions are made about the structure of such …
Limit Theorems for Stochastic Processes
Initially the theory of convergence in law of stochastic processes was developed quite independently from the theory of martingales, semimartingales and stochastic integrals. Apart …
High-Frequency Financial Econometrics
A comprehensive introduction to the statistical and econometric methods for analyzing high-frequency financial dataHigh-frequency trading is an algorithm-based computerized trading …
Probability Essentials
We have made small changes throughout the book, including the exercises, and we have tried to correct if not all, then at least most of the typos. We wish to thank the many …
Limit Theorems for Stochastic Processes
Initially the theory of convergence in law of stochastic processes was developed quite independently from the theory of martingales, semimartingales and stochastic integrals. Apart …
Limit Theorems for Stochastic Processes
Initially the theory of convergence in law of stochastic processes was developed quite independently from the theory of martingales, semimartingales and stochastic integrals. Apart …
Lévy Processes at Saint-Flour
Bretagnolle, Jean: Processus a accroissements indépendants.- Ibragimov, Ildar: Théorèmes limites pour les marches aléatoires.- Jacod, Jean: Théorèmes limite pour les processus.- …