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Point Processes And Jump Diffusions
Point Processes And Jump Diffusions

Point Processes And Jump Diffusions

An Introduction With Finance Applications

Tomas (stockholm School Of Economics) Bjoerk

Hardback / bound | Engels
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€57.50
Description

Combining intuitive understanding with rigorous mathematical theory, this book introduces the theory of marked point processes on the real line, including filtering and application to financial economics. Graduate-level mathematicians and economists will gain a working knowledge of the field and a deep understanding of the key concepts and proofs.

Specifications
  • Publisher
    Cambridge University Press
  • Pub date
    Jun 2021
  • Pages
    320
  • Theme
    Financial Accountancy
  • Dimensions
    176 x 250 x 26 mm
  • Weight
    694 gram
  • EAN
    9781316518670
  • Product form
    Hardback / bound
  • Language
    Engels

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