Discretization of Processes
Format:
Bog, hardback
Udgivelsesdato:
01-10-2011
Sprog:
Engelsk
  • Beskrivelse
  • Yderligere info
  • Anmeldelser

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.    

Andre udgaver:

Bog, hæftet
E-bog, PDF

Vis mereVis mindre

ISBN13:
9783642241260
Vægt:
1030 g
Dybde:
33 mm
Bredde:
156 mm
Højde:
234 mm
Forlag:
Springer
Format:
Hardback

Vis mereVis mindre

Vis mereVis mindre

  • Leveringstid 4-6 hverdage
  • Forventet levering 24-06-2019

på lager

Fandt du ikke hvad du søgte?

Hvis denne bog ikke er noget for dig, kan du benytte kategorierne nedenfor til at finde andre titler. Klik på en kategori for at se lignende bøger.