語系:
繁體中文
English
說明(常見問題)
回圖書館首頁
手機版館藏查詢
登入
回首頁
切換:
標籤
|
MARC模式
|
ISBD
Stochastic processes and calculus = ...
~
Hassler, Uwe.
FindBook
Google Book
Amazon
博客來
Stochastic processes and calculus = an elementary introduction with applications /
紀錄類型:
書目-電子資源 : Monograph/item
正題名/作者:
Stochastic processes and calculus/ by Uwe Hassler.
其他題名:
an elementary introduction with applications /
作者:
Hassler, Uwe.
出版者:
Cham :Springer International Publishing : : 2016.,
面頁冊數:
xviii, 391 p. :ill., digital ;24 cm.
內容註:
Introduction -- Part I Time Series Modeling -- Basic Concepts from Probability Theory -- Autoregressive Moving Average Processes (ARMA) -- Spectra of Stationary Processes -- Long Memory and Fractional Integration -- Processes with Autoregressive Conditional Heteroskedasticity (ARCH) -- Part II Stochastic Integrals -- Wiener Processes (WP) -- Riemann Integrals -- Stieltjes Integrals -- Ito Integrals -- Ito's Lemma -- Part III Applications -- Stochastic Differential Equations (SDE) -- Interest Rate Models -- Asymptotics of Integrated Processes -- Trends, Integration Tests and Nonsense Regressions -- Cointegration Analysis.
Contained By:
Springer eBooks
標題:
Game theory. -
電子資源:
http://dx.doi.org/10.1007/978-3-319-23428-1
ISBN:
9783319234281$q(electronic bk.)
Stochastic processes and calculus = an elementary introduction with applications /
Hassler, Uwe.
Stochastic processes and calculus
an elementary introduction with applications /[electronic resource] :by Uwe Hassler. - Cham :Springer International Publishing :2016. - xviii, 391 p. :ill., digital ;24 cm. - Springer texts in business and economics,2192-4333. - Springer texts in business and economics..
Introduction -- Part I Time Series Modeling -- Basic Concepts from Probability Theory -- Autoregressive Moving Average Processes (ARMA) -- Spectra of Stationary Processes -- Long Memory and Fractional Integration -- Processes with Autoregressive Conditional Heteroskedasticity (ARCH) -- Part II Stochastic Integrals -- Wiener Processes (WP) -- Riemann Integrals -- Stieltjes Integrals -- Ito Integrals -- Ito's Lemma -- Part III Applications -- Stochastic Differential Equations (SDE) -- Interest Rate Models -- Asymptotics of Integrated Processes -- Trends, Integration Tests and Nonsense Regressions -- Cointegration Analysis.
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.
ISBN: 9783319234281$q(electronic bk.)
Standard No.: 10.1007/978-3-319-23428-1doiSubjects--Topical Terms:
532607
Game theory.
LC Class. No.: HB135
Dewey Class. No.: 330.1
Stochastic processes and calculus = an elementary introduction with applications /
LDR
:02952nmm a2200325 a 4500
001
2029799
003
DE-He213
005
20160811134116.0
006
m d
007
cr nn 008maaau
008
160908s2016 gw s 0 eng d
020
$a
9783319234281$q(electronic bk.)
020
$a
9783319234274$q(paper)
024
7
$a
10.1007/978-3-319-23428-1
$2
doi
035
$a
978-3-319-23428-1
040
$a
GP
$c
GP
041
0
$a
eng
050
4
$a
HB135
072
7
$a
KCA
$2
bicssc
072
7
$a
BUS069030
$2
bisacsh
082
0 4
$a
330.1
$2
23
090
$a
HB135
$b
.H355 2016
100
1
$a
Hassler, Uwe.
$3
2181058
245
1 0
$a
Stochastic processes and calculus
$h
[electronic resource] :
$b
an elementary introduction with applications /
$c
by Uwe Hassler.
260
$a
Cham :
$b
Springer International Publishing :
$b
Imprint: Springer,
$c
2016.
300
$a
xviii, 391 p. :
$b
ill., digital ;
$c
24 cm.
490
1
$a
Springer texts in business and economics,
$x
2192-4333
505
0
$a
Introduction -- Part I Time Series Modeling -- Basic Concepts from Probability Theory -- Autoregressive Moving Average Processes (ARMA) -- Spectra of Stationary Processes -- Long Memory and Fractional Integration -- Processes with Autoregressive Conditional Heteroskedasticity (ARCH) -- Part II Stochastic Integrals -- Wiener Processes (WP) -- Riemann Integrals -- Stieltjes Integrals -- Ito Integrals -- Ito's Lemma -- Part III Applications -- Stochastic Differential Equations (SDE) -- Interest Rate Models -- Asymptotics of Integrated Processes -- Trends, Integration Tests and Nonsense Regressions -- Cointegration Analysis.
520
$a
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.
650
0
$a
Game theory.
$3
532607
650
0
$a
Economics, Mathematical.
$3
647770
650
0
$a
Statistics.
$3
517247
650
0
$a
Economics.
$3
517137
650
0
$a
Econometrics.
$3
542934
650
0
$a
Macroeconomics.
$3
648810
650
2 4
$a
Economic Theory/Quantitative Economics/Mathematical Methods.
$3
2162305
650
2 4
$a
Statistics for Business/Economics/Mathematical Finance/Insurance.
$3
891081
650
2 4
$a
Quantitative Finance.
$3
891090
650
2 4
$a
Macroeconomics/Monetary Economics//Financial Economics.
$3
2162289
650
2 4
$a
Game Theory, Economics, Social and Behav. Sciences.
$3
891103
710
2
$a
SpringerLink (Online service)
$3
836513
773
0
$t
Springer eBooks
830
0
$a
Springer texts in business and economics.
$3
1565849
856
4 0
$u
http://dx.doi.org/10.1007/978-3-319-23428-1
950
$a
Economics and Finance (Springer-41170)
筆 0 讀者評論
館藏地:
全部
電子資源
出版年:
卷號:
館藏
1 筆 • 頁數 1 •
1
條碼號
典藏地名稱
館藏流通類別
資料類型
索書號
使用類型
借閱狀態
預約狀態
備註欄
附件
W9277063
電子資源
11.線上閱覽_V
電子書
EB HB135 .H355 2016
一般使用(Normal)
在架
0
1 筆 • 頁數 1 •
1
多媒體
評論
新增評論
分享你的心得
Export
取書館
處理中
...
變更密碼
登入