عنوان

Stochastic processes and calculus :

(Number (ISBN

3319234277

(Number (ISBN

3319234285

(Number (ISBN

9783319234274

(Number (ISBN

9783319234281

Erroneous ISBN

3319234277

Erroneous ISBN

9783319234274

Country Code

bnb

Number

b623921

Title Proper

Stochastic processes and calculus :

General Material Designation

[Book]

Other Title Information

an elementary introduction with applications /

First Statement of Responsibility

Uwe Hassler.

Specific Material Designation and Extent of Item

1 online resource (xviii, 391 pages) :

Other Physical Details

illustrations (some color)

Series Title

Springer texts in business and economics,

ISSN of Series

2192-4341

Text of Note

Includes bibliographical references and index.

Text of Note

"This textbook gives a comprehensive introduction to stochastic processes and calculus in the fields of finance and economics, more specifically mathematical finance and time series econometrics. Over the past decades stochastic calculus and processes have gained great importance, because they play a decisive role in the modeling of financial markets and as a basis for modern time series econometrics. Mathematical theory is applied to solve stochastic differential equations and to derive limiting results for statistical inference on nonstationary processes. This introduction is elementary and rigorous at the same time. On the one hand it gives a basic and illustrative presentation of the relevant topics without using many technical derivations. On the other hand many of the procedures are presented at a technically advanced level: for a thorough understanding, they are to be proven. In order to meet both requirements jointly, the present book is equipped with a lot of challenging problems at the end of each chapter as well as with the corresponding detailed solutions. Thus the virtual text--augmented with more than 60 basic examples and 40 illustrative figures--is rather easy to read while a part of the technical arguments is transferred to the exercise problems and their solutions."--Publisher's description.

Source for Acquisition/Subscription Address

00024965

Stock Number

10.1007/978-3-319-23428-1

Title

Stochastic processes and calculus.

International Standard Book Number

3319234277

Economics, Mathematical, Textbooks.

Stochastic integrals, Textbooks.

Stochastic models, Textbooks.

Stochastic processes, Textbooks.

Business & Economics-- Econometrics.

Business & Economics-- Economics-- Macroeconomics.

Business & Economics-- Economics-- Theory.

Business & Economics-- Statistics.

Econometrics.

Economic theory & philosophy.

Economics, Mathematical.

Finance & accounting.

Game theory.

Macroeconomics.

Mathematics-- Applied.

Mathematics-- Game Theory.

Probability & statistics.

Stochastic integrals.

Stochastic models.

Stochastic processes.

BUS069030

KCA

KCA

Number

Edition

Class number

Book number

Hassler, Uwe

Date of Transaction

20201221083036.0

Cataloguing Rules (Descriptive Conventions))

pn

Electronic name

[Book]

270410

Y