Gå direkt till innehållet
Continuous Time Processes for Finance
Spara

Continuous Time Processes for Finance

Författare:
inbunden, 2022
Engelska
Lägsta pris på PriceRunner
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
9783031063602
Språk
Engelska
Vikt
446 gram
Utgivningsdatum
2022-08-26
Sidor
345