Discretization of Processes

Jacod, Jean; Springer, Berlin;
Discretization of Processes

Discretization of Processes

Jacod, Jean; Springer, Berlin;
Na objednávku
Predpokladané dodanie v piatok, 11. októbra 2019
105,88 € s DPH
Ušetríte 18,68 € 124,56 € (-15%)
Pridať do košíka
In applications, and especially in mathematical finance, random time-dependent events are often modeled as stochastic processes. Assumptions are made about the structure of such processes, and serious researchers will want to justify those assumptions through the use of data. As statisticians are wont to say, "In God we trust; all others must bring data."

This book establishes the theory of how to go about estimating not just scalar parameters about a proposed model, but also the underlying structure of the model itself. Classic statistical tools are used: the law of large numbers, and the central limit theorem. Researchers have recently developed creative and original methods to use these tools in sophisticated (but highly technical) ways to reveal new details about the underlying structure. For the first time in book form, the authors present these latest techniques, based on research from the last 10 years. They include new findings.

This book will be of special interest to researchers, combining the theory of mathematical finance with its investigation using market data, and it will also prove to be useful in a broad range of applications, such as to mathematical biology, chemical engineering, and physics.
EAN
9783642241260
ISBN
3642241263
Typ produktu
Hardback
Vydavateľ
Springer, Berlin
Stránky
596
Jazyk
English
Rozmery
242 x 166 x 40
Čitatelia
Professional & Scholarly
Autori
Jacod, Jean; Protter, Philip E.
Ilustrácie
XIV, 596p.
Edícia
2012
Séria
Stochastic Modelling and Applied Probability
PRODUCT UPDATE
Súvisiace produkty
13 184 357
kníh
2 412 649
e-kníh
Práve toľko titulov máme v ponuke
Osobný odber zdarma v Bratislave, Banskej Bystrici a Košiciach
Doprava nad 50 Eur zdarma
Darčekové balenie kníh zdarma
Najväčšia knižná ponuka na slovenskom internete

Akceptujeme

PayPal Visa Visa Electron Maestro Mastercard
Tento web používa k poskytovaniu služieb, personalizácii obsahu a analýze návštenosti súbory cookies. Kliknutím na tlačidlo "Súhlasím" k tomu udelujete súhlas. Pokiaľ nesúhlasíte, nebudeme žiadne súbory cookies okrem tých nevyhnutných počas Vašej návštevy ukladať a nijak používať. Konkrétne informácie o spracovaní osobných údajov, súboroch cookies a o tom, ako ich používame, nájdete tu.
Súhlasím Nesúhlasím