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Continuous Time Processes for Finance: Switching, Self-exciting, Fractional and other Recent Dynamics - Bocconi & Springer Series Donatien Hainaut 2022 edition
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Continuous Time Processes for Finance: Switching, Self-exciting, Fractional and other Recent Dynamics - Bocconi & Springer Series
Donatien Hainaut
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.
326 pages, 71 Illustrations, color; 1 Illustrations, black and white; X, 326 p. 72 illus., 71 illus.
| Mediji | Grāmatas Hardcover Book (Grāmata ar cieto muguriņu un vāku) |
| Izlaists | 2022. gada 26. augusts |
| ISBN13 | 9783031063602 |
| Izdevēji | Springer International Publishing AG |
| Lapas | 345 |
| Izmēri | 150 × 220 × 20 mm · 798 g |
| Valoda | Vācu |
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