Stochastic Processes and Calculus
Uwe Hassler
Broschiertes Buch

Stochastic Processes and Calculus

An Elementary Introduction with Applications

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This textbook gives a comprehensive introduction to stochastic processes and calculus in the fields of finance and economics, more specifically mathematical finance and time series econometrics. Over the past decades stochastic calculus and processes have gained great importance, because they play a decisive role in the modeling of financial markets and as a basis for modern time series econometrics. Mathematical theory is applied to solve stochastic differential equations and to derive limiting results for statistical inference on nonstationary processes.This introduction is elementary and ri...