Tell your friends about this item:
Continuous Time Processes for Finance: Switching, Self-exciting, Fractional and other Recent Dynamics - Bocconi & Springer Series Donatien Hainaut 2022 edition
Continuous Time Processes for Finance: Switching, Self-exciting, Fractional and other Recent Dynamics - Bocconi & Springer Series
Donatien Hainaut
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.
345 pages, 71 Illustrations, color; 1 Illustrations, black and white; XVIII, 345 p. 72 illus., 71 il
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | August 27, 2023 |
| ISBN13 | 9783031063633 |
| Publishers | Springer International Publishing AG |
| Pages | 345 |
| Dimensions | 234 × 154 × 21 mm · 604 g |
| Language | German |