Contact
Cum să cumpăr
Livrare
Consilier de cumpărături
engleză
167 b
Până la 30 de zile pentru returnare
Clienții au cumpărat de asemenea
/
Carte broșată
88.64
lei
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 rigorous at the same time. On the one hand it gives a basic and illustrative presentation of the relevant topics without using many technical derivations. On the other hand many of the procedures are presented at a technically advanced level: for a thorough understanding, they are to be proven. In order to meet both requirements jointly, the present book is equipped with a lot of challenging problems at the end of each chapter as well as with the corresponding detailed solutions. Thus the virtual text - augmented with more than 60 basic examples and 40 illustrative figures - is rather easy to read while a part of the technical arguments is transferred to the exercise problems and their solutions.
Informații despre carte
engleză
Categorii
Dăruiește această carte chiar astăzi
Este foarte ușor
1 Adaugă cartea în coș și selectează Livrează ca un cadou 2 Îți vom trimite un voucher în schimb 3 Cartea va ajunge direct la adresa destinataruluiAr putea de asemenea, să te intereseze
/
Copertă tare
87.91
lei
/
Carte broșată
240.04
lei
/
Carte broșată
81.67
lei
/
Carte broșată
57.01
lei
Bună ziua! Sunt Libroamiko, consilierul dumneavoastră de cărți.
Cu ce vă pot ajuta?