Point Processes and Jump Diffusions: An Introduction with Finance Applications (Bog, Hardback, Engelsk)

Point Processes and Jump Diffusions: An Introduction with Finance Applications

(Bog, Hardback, Engelsk)

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Beskrivelse

Combining intuitive understanding with rigorous mathematical theory, this book introduces the theory of marked point processes on the real line, including filtering and application to financial economics. Graduate-level mathematicians and economists will gain a working knowledge of the field and a deep understanding of the key concepts and proofs.

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Alle detaljer

Forlag Cambridge University Press
Forfatter Tomas (Stockholm School of Economics) Bjork
Type Bog
Format Hardback
Sprog Engelsk
Udgave New ed
Udgivelsesdato 17-06-2021
Første udgivelsesår 2021
Illustrationer Worked examples or Exercises
Originalsprog United Kingdom
Sideantal 320
Indbinding Hardback
Forlag Cambridge University Press
Sideoplysninger 320 pages, Worked examples or Exercises
Mål 176 x 250 x 26
ISBN-13 / EAN-13 9781316518670