Springer Texts in Business and Economics - Stochastic Processes and CalculusEbookTooltip
Ebooks kunnen worden gelezen op uw computer en op daarvoor geschikte e-readers.
An Elementary Introduction with Applications
Je leest ebooks gemakkelijk op je Kobo e-reader, of op je smartphone of tablet met de bol.com Kobo app. Let op! Ebooks kunnen niet geannuleerd of geretourneerd worden.
Samenvatting
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.
Negatief, positief, neutraal: we zetten een review altijd online. We controleren wel eerst of ’ie voldoet aan onze reviewvoorwaarden en niet nep is. We controleren ook of ’ie is geschreven door iemand die het artikel heeft gekocht via bol.com en zetten dit er dan bij. De controles gebeuren automatisch, al kijken er soms mensen mee. Bol.com betaalt niet voor reviews. Als een reviewer door een andere partij is vergoed, staat dit in de review zelf.
Houd er rekening mee dat je downloadartikelen niet kunt annuleren of retourneren. Bij nog niet verschenen producten kun je tot de verschijningsdatum annuleren.
{"pdpAnalyticsObj":{"pageInfo":{"pageType":"PDP","country":"NL","shoppingChannelContextTypeAndDeviceType":"www.bol.com,SEO_AGENT","canonicalUrl":"https://www.bol.com/nl/nl/p/springer-texts-in-business-and-economics-stochastic-processes-and-calculus/9200000054130072/","shortURL":"/p/springer-texts-in-business-and-economics-stochastic-processes-and-calculus/9200000054130072/","countryLanguage":"nl-nl","external":true,"subscriptionInfo":{"selectMembership":false},"shouldSendUserProps":false,"renderedInApp":false},"product":{"productId":"9200000054130072","title":"Springer Texts in Business and Economics - Stochastic Processes and Calculus","category":"Boeken/Wetenschap \u0026 Natuur","brand":"","brick":"10000926","seller":"0_","price":64.0,"discount":0.0,"categoryNumbersFlattened":["8299","23952"],"categories":["Boeken","Wetenschap \u0026 Natuur","Wiskunde","Optimalisatie","Speltheorie"],"orderable":"available","quantity":1}}}
