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Stochastic Processes and Calculus: An Elementary Introduction with Applications

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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 ...

Stochastic Processes and Calculus: An Elementary Introduction with Applications 2015, Springer

ISBN-13: 9783319234274

2016 edition

Hardcover

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