Continuous Time Processes for Finance: Switching, Self-exciting, Fractional and other... (Bog, Hardback, Engelsk)
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Continuous Time Processes for Finance: Switching, Self-exciting, Fractional and other Recent Dynamics

(Bog, Hardback, Engelsk)
Forfatter: Donatien Hainaut
Continuous Time Processes for Finance: Switching, Self-exciting, Fractional and other Recent Dynamics
Forlag: Springer International Publishing AG

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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.

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Forlag Springer International Publishing AG
Forfatter Donatien Hainaut
Type Bog
Format Hardback
Sprog Engelsk
Udgave 2022 ed.
Udgivelsesdato 26-08-2022
Første udgivelsesår 2022
Serie Bocconi & Springer Series
Illustrationer 71 Illustrations, color; 1 Illustrations, black and white; XVIII, 345 p. 72 illus., 71 illus. in color.
Originalsprog Switzerland
Sideantal 345
Indbinding Hardback
Forlag Springer International Publishing AG
Sideoplysninger 345 pages, 71 Illustrations, color; 1 Illustrations, black and white; XVIII, 345 p. 72 illus., 71 il
Mål 235 x 155
ISBN-13 / EAN-13 9783031063602