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Simulation and Inference for Stochastic Differential Equations

With R Examples

Language EnglishEnglish
Book Paperback
Book Simulation and Inference for Stochastic Differential Equations Stefano M. Iacus
Libristo code: 01421382
Publishers Springer-Verlag New York Inc., October 2010
This book covers a highly relevant topic that is of wide interest, especially in finance, engineerin... Full description
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115.39 €
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This book covers a highly relevant topic that is of wide interest, especially in finance, engineering and computational biology. With an emphasis on the practical implementation of the simulation and estimation methods presented, the text will be useful to practitioners with minimal mathematical background.

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About the book

Full name Simulation and Inference for Stochastic Differential Equations
Author Stefano M. Iacus
Language English
Binding Book - Paperback
Date of issue 2010
Number of pages 285
EAN 9781441926074
ISBN 1441926070
Libristo code 01421382
Publishers Springer-Verlag New York Inc.
Weight 460
Dimensions 233 x 156 x 22

Categories

Economics, Finance, Business & Management > Economics > Econometrics & economic statistics
Mathematics & Science > Mathematics > Calculus & mathematical analysis
Mathematics & Science > Mathematics > Probability & statistics
Computing & Information Technology > Business applications > Mathematical & statistical software
Computing & Information Technology > Computer science > Computer modelling & simulation
Economics, Finance, Business & Management > Finance & accounting
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