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Simulation and Inference for Stochastic Differential Equations

With R Examples

Jezik EngleskiEngleski
Knjiga Meki uvez
Knjiga Simulation and Inference for Stochastic Differential Equations Stefano M. Iacus
Libristo kod: 01421382
Nakladnici Springer-Verlag New York Inc., listopad 2010
This book covers a highly relevant topic that is of wide interest, especially in finance, engineerin... Cijeli opis
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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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Informacije o knjizi

Puni naziv Simulation and Inference for Stochastic Differential Equations
Autor Stefano M. Iacus
Jezik Engleski
Uvez Knjiga - Meki uvez
Datum izdanja 2010
Broj stranica 285
EAN 9781441926074
ISBN 1441926070
Libristo kod 01421382
Nakladnici Springer-Verlag New York Inc.
Težina 460
Dimenzije 233 x 156 x 22

Kategorija

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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