Donatien Hainaut Forfatter
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Continuous Time Processes for Finance: Switching, Self-exciting, Fractional and other Recent Dynamics (Bog, Paperback / softback, Engelsk)
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.
Levering: 6 - 9 hverdage
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