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

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Copertina di 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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Lingua Tedesco ● Formato PDF ● ISBN 9783540735687 ● Casa editrice Springer Berlin Heidelberg ● Pubblicato 2007 ● Scaricabile 3 volte ● Moneta EUR ● ID 6320160 ● Protezione dalla copia Adobe DRM

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