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Synopsis
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.
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À propos de l?auteur
Uwe Hassler studied mathematics and economics at Freie Universität Berlin and specialized in statistics and econometrics at the London School of Economics. He completed his doctoral studies in 1993 at Freie Universität. Hassler published in leading field journals such as Econometric Theory, Journal of Econometrics and Journal of Time Series Analysis. His main research interests are within the field of time series analysis. Since 2003 he is Professor of Statistics and Econometric Methods at Goethe University Frankfurt, Germany. Prior to joining Goethe University he held permanent or visiting positions at leading universities in Darmstadt, Munich and Muenster (Germany), and in Madrid (Spain). He has been teaching stochastic processes and calculus for 15 years.
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
- ÉditeurSpringer International Publishing AG
- Date d'édition2015
- ISBN 10 3319234277
- ISBN 13 9783319234274
- ReliureRelié
- Langueanglais
- Numéro d'édition1
- Nombre de pages391
- Coordonnées du fabricantnon disponible
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Stochastic Processes and Calculus: An Elementary Introduction with Applications (Springer Texts in Business and Economics) [Hardcover] Hassler, Uwe
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Springer, 2015
ISBN 10 : 3319234277
ISBN 13 : 9783319234274
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Hardcover. Etat : As New. 1. Auflage. from Germany, will be dispatched immediately. N° de réf. du vendeur CEA-2406C-SEOUL-02-1000
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Stochastic Processes and Calculus: An Elementary Introduction with Applications (Springer Texts in Business and Economics)
Edité par
Springer, 2015
ISBN 10 : 3319234277
ISBN 13 : 9783319234274
Ancien ou d'occasion
Couverture rigide
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Etat : Good. Your purchase helps support Sri Lankan Children's Charity 'The Rainbow Centre'. Ex-library, so some stamps and wear, but in good overall condition. Our donations to The Rainbow Centre have helped provide an education and a safe haven to hundreds of children who live in appalling conditions. N° de réf. du vendeur Z1-K-019-02321
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STOCHASTIC PROCESSES AND CALCULUS : AN ELEMENTARY INTRODUCTION WITH APPLICATIONS (SPRINGER TEXTS IN BUSINESS AND ECONOMICS)
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ISBN 10 : 3319234277
ISBN 13 : 9783319234274
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Hardcover. Octavo, xviii, 391 pages. In Very Good condition. Spine is red and orange with white print. Boards inn glossy red and orange paper with white print. Light bump to spine head. ISSN 2192-4333. 1371394. FP New Rockville Stock. N° de réf. du vendeur 1371394
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Stochastic Processes and Calculus
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Springer International Publishing, 2015
ISBN 10 : 3319234277
ISBN 13 : 9783319234274
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Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Gives a comprehensive introduction to stochastic processes and calculus in finance and economicsProvides both a basic, easy-to-understand presentation of the topic and technically advanced argumentsOffers numerous examples, exercise problem. N° de réf. du vendeur 40040146
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Stochastic Processes and Calculus: An Elementary Introduction with Applications (Springer Texts in Business and Economics)
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Stochastic Processes and Calculus : An Elementary Introduction with Applications
Edité par
Springer International Publishing, 2015
ISBN 10 : 3319234277
ISBN 13 : 9783319234274
Neuf
Couverture rigide
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
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Buch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - 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. N° de réf. du vendeur 9783319234274
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Stochastic Processes and Calculus
Edité par
Springer International Publishing Dez 2015, 2015
ISBN 10 : 3319234277
ISBN 13 : 9783319234274
Neuf
Couverture rigide
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
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Buch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 412 pp. Englisch. N° de réf. du vendeur 9783319234274
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Stochastic Processes and Calculus
ISBN 10 : 3319234277
ISBN 13 : 9783319234274
Neuf
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Buch. Etat : Neu. Neuware -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.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 412 pp. Englisch. N° de réf. du vendeur 9783319234274
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Stochastic Processes and Calculus: An Elementary Introduction with Applications (Springer Texts in Business and Economics)
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Stochastic Processes and Calculus: An Elementary Introduction with Applications (Springer Texts in Business and Economics)
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Etat : New. pp. 375. N° de réf. du vendeur 26372723210
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