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Continuous Time Processes For Finance
Switching, Self-Exciting, Fractional And Other Recent Dynamics
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language: english
Publisher:
Springer International Publishing AG, August of 2022 ‧
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162,21€
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SYNOPSIS
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.
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| Property | Description |
|---|---|
| ISBN: | 9783031063602 |
| Publisher: | Springer International Publishing AG |
| Release Date: | August of 2022 |
| Language: | English |
| Dimensions: | 155 x 235 x 20 mm |
| Cover: | Hardcover |
| Pages: | 345 |
| Format: | Book |
| Collection: | Bocconi & Springer Series |
| Categories: |
Books in English
>
Economics, Finance and Accounting
>
Economy
Books in English > Others |
| EAN: | 9783031063602 |
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