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Uwe Hassler
Stochastische Integration und Zeitreihenmodellierung [PDF ebook]
Eine Einfuhrung mit Anwendungen aus Finanzierung und Okonometrie

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Couverture du 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.

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Langue Allemand ● Format PDF ● ISBN 9783540735687 ● Maison d’édition Springer Berlin Heidelberg ● Publié 2007 ● Téléchargeable 3 fois ● Devise EUR ● ID 6320160 ● Protection contre la copie Adobe DRM

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