Continuous Time Processes for Finance: Switching, Self-exciting, Fractional and other Recent Dynamics - Bocconi & Springer Series - Donatien Hainaut - Books - Springer International Publishing AG - 9783031063602 - August 26, 2022
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Continuous Time Processes for Finance: Switching, Self-exciting, Fractional and other Recent Dynamics - Bocconi & Springer Series 2022 edition

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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.


326 pages, 71 Illustrations, color; 1 Illustrations, black and white; X, 326 p. 72 illus., 71 illus.

Media Books     Hardcover Book   (Book with hard spine and cover)
Released August 26, 2022
ISBN13 9783031063602
Publishers Springer International Publishing AG
Pages 345
Dimensions 150 × 220 × 20 mm   ·   798 g
Language German  

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