Stochastic Processes and Calculus

An Elementary Introduction with Applications

Auteurs

• Uwe Hassler

Paramètres

• 412 pages
• 15 heures de lecture

• Affaires et économie
• Mathématiques

En savoir plus sur le livre

Focusing on stochastic processes and calculus, this textbook serves as a thorough introduction to their applications in finance and economics, particularly in mathematical finance and time series econometrics. It highlights the significance of stochastic calculus in modeling financial markets and provides mathematical solutions for stochastic differential equations. Additionally, it explores statistical inference for nonstationary processes, making it a valuable resource for understanding modern financial theories and methodologies.

Achat du livre

• Année de publication: 2019
• Reliure: (souple)