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Continuous Time Processes For Finance

Switching, Self-Exciting, Fractional And Other Recent Dynamics

by Donatien Hainaut
language: english
Publisher: Springer International Publishing AG, August of 2023 ‧
162,21€
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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.

Continuous Time Processes For Finance

Switching, Self-Exciting, Fractional And Other Recent Dynamics

by Donatien Hainaut

Property Description
ISBN: 9783031063633
Publisher: Springer International Publishing AG
Release Date: August of 2023
Language: English
Dimensions: 155 x 235 x 20 mm
Cover: Softcover
Pages: 345
Format: Book
Collection: Bocconi & Springer Series
Categories: Books in English > Economics, Finance and Accounting > Economy
Books in English > Others
EAN: 9783031063633

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