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Uwe Hassler
Stochastische Integration und Zeitreihenmodellierung
Eine Einfuhrung mit Anwendungen aus Finanzierung und Okonometrie

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Bìa của Uwe Hassler: Stochastische Integration und Zeitreihenmodellierung (PDF)

Stochastische Integralrechnung und Zeitreihenmodellierung spielen für Wirtschaftswissenschaftler eine entscheidende Rolle bei der Modellierung von Finanzmärkten und für die statistische Inferenz instationärer Zeitreihen. Die elementare und zugleich rigorose Einführung betrachtet beide Gebiete. Leser lernen so die modernen Methoden der mathematischen Finanzierungstheorie und der Zeitreihenökonometrie kennen. Am Ende eines jeden Kapitels finden sich über 100 Probleme und Übungsaufgaben samt kompletter Lösung, welche weitere technische Details und Beweise enthalten. Plus: anschauliche Beispiele und möglichst wenig mathematische Ableitungen.

€30.41

Ngôn ngữ tiếng Đức ● định dạng PDF ● ISBN 9783540735687 ● Nhà xuất bản Springer Berlin Heidelberg ● Được phát hành 2007 ● Có thể tải xuống 3 lần ● Tiền tệ EUR ● TÔI 6320160 ● Sao chép bảo vệ Adobe DRM

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