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Continuous Time Processes for Finance: Switching, Self-exciting, Fractional and other Recent Dynamics

(Bog, Paperback / softback, 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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Alle detaljer

Forlag Springer International Publishing AG
Forfatter Donatien Hainaut
Type Bog
Format Paperback / softback
Sprog Engelsk
Udgave 2022 ed.
Udgivelsesdato 27-08-2023
Første udgivelsesår 2023
Serie Bocconi & Springer Series
Illustrationer 71 Illustrations, color; 1 Illustrations, black and white
Originalsprog Switzerland
Sideantal 345
Indbinding Paperback / softback
Forlag Springer International Publishing AG
Sideoplysninger 345 pages, 71 Illustrations, color; 1 Illustrations, black and white
Mål 154 x 234 x 21
ISBN-13 / EAN-13 9783031063633