Synopsis
In applications, and especially in mathematical finance, random time-dependent events are often modeled as stochastic processes. Assumptions are made about the structure of such processes, and serious researchers will want to justify those assumptions through the use of data. As statisticians are wont to say, “In God we trust; all others must bring data.”
This book establishes the theory of how to go about estimating not just scalar parameters about a proposed model, but also the underlying structure of the model itself. Classic statistical tools are used: the law of large numbers, and the central limit theorem. Researchers have recently developed creative and original methods to use these tools in sophisticated (but highly technical) ways to reveal new details about the underlying structure. For the first time in book form, the authors present these latest techniques, based on research from the last 10 years. They include new findings.
This book will be of special interest to researchers, combining the theory of mathematical finance with its investigation using market data, and it will also prove to be useful in a broad range of applications, such as to mathematical biology, chemical engineering, and physics.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
Présentation de l'éditeur
Using classic statistical tools, this book synthesizes ten years of research to establish a sohisticated theory of how to go about estimating not just scalar parameters of a proposed model, but also the underlying structure of the model itself.
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
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Jacod:Discretization of Processes (eng)
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Discretization of Processes (Stochastic Modelling and Applied Probability, 67)
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Discretization of Processes
Edité par
Springer Berlin Heidelberg, Springer Berlin Heidelberg Nov 2013, 2013
ISBN 10 : 3642269508
ISBN 13 : 9783642269509
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Taschenbuch
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Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -In applications, and especially in mathematical finance, random time-dependent events are often modeled as stochastic processes. Assumptions are made about the structure of such processes, and serious researchers will want to justify those assumptions through the use of data. As statisticians are wont to say, 'In God we trust; all others must bring data.' This book establishes the theory of how to go about estimating not just scalar parameters about a proposed model, but also the underlying structure of the model itself. Classic statistical tools are used: the law of large numbers, and the central limit theorem. Researchers have recently developed creative and original methods to use these tools in sophisticated (but highly technical) ways to reveal new details about the underlying structure. For the first time in book form, the authors present these latest techniques, based on research from the last 10 years. They include new findings. This book will be of special interest to researchers, combining the theory of mathematical finance with its investigation using market data, and it will also prove to be useful in a broad range of applications, such as to mathematical biology, chemical engineering, and physics. 612 pp. Englisch. N° de réf. du vendeur 9783642269509
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Discretization of Processes
Edité par
Springer Berlin Heidelberg, 2013
ISBN 10 : 3642269508
ISBN 13 : 9783642269509
Neuf
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Discretization of Processes
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Taschenbuch. Etat : Neu. Discretization of Processes | Philip Protter (u. a.) | Taschenbuch | xvi | Englisch | 2013 | Springer-Verlag GmbH | EAN 9783642269509 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu. N° de réf. du vendeur 105546375
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Discretization of Processes
Edité par
Springer Berlin Heidelberg, 2013
ISBN 10 : 3642269508
ISBN 13 : 9783642269509
Neuf
Taschenbuch
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
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Taschenbuch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - In applications, and especially in mathematical finance, random time-dependent events are often modeled as stochastic processes. Assumptions are made about the structure of such processes, and serious researchers will want to justify those assumptions through the use of data. As statisticians are wont to say, 'In God we trust; all others must bring data.' This book establishes the theory of how to go about estimating not just scalar parameters about a proposed model, but also the underlying structure of the model itself. Classic statistical tools are used: the law of large numbers, and the central limit theorem. Researchers have recently developed creative and original methods to use these tools in sophisticated (but highly technical) ways to reveal new details about the underlying structure. For the first time in book form, the authors present these latest techniques, based on research from the last 10 years. They include new findings. This book will be of special interest to researchers, combining the theory of mathematical finance with its investigation using market data, and it will also prove to be useful in a broad range of applications, such as to mathematical biology, chemical engineering, and physics. N° de réf. du vendeur 9783642269509
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Discretization of Processes (Stochastic Modelling and Applied Probability (67))
Edité par
Springer, 2013
ISBN 10 : 3642269508
ISBN 13 : 9783642269509
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