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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.
Undertitel
Switching, Self-exciting, Fractional and other Recent Dynamics
Författare
Donatien Hainaut
Upplaga
2022 ed.
ISBN
9783031063633
Språk
Engelska
Vikt
310 gram
Utgivningsdatum
2023-08-27
Sidor
345