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Continuous Time Processes For Finance
Switching, Self-Exciting, Fractional And Other Recent Dynamics
Livro
eBook
idioma: inglês
Editor:
Springer International Publishing AG, agosto de 2022 ‧
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124,37€
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SINOPSE
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.
DETALHES
| Propriedade | Descrição |
|---|---|
| ISBN: | 9783031063602 |
| Editor: | Springer International Publishing AG |
| Data de Lançamento: | agosto de 2022 |
| Idioma: | Inglês |
| Dimensões: | 155 x 235 x 20 mm |
| Encadernação: | Capa dura |
| Páginas: | 345 |
| Tipo de produto: | Livro |
| Coleção: | Bocconi & Springer Series |
| Classificação Temática: |
Livros em Inglês
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Economia, Finanças e Contabilidade
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Economia
Livros em Inglês > Outros |
| EAN: | 9783031063602 |
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