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

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Hoes van 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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Taal Duits ● Formaat PDF ● ISBN 9783540735687 ● Uitgeverij Springer Berlin Heidelberg ● Gepubliceerd 2007 ● Downloadbare 3 keer ● Valuta EUR ● ID 6320160 ● Kopieerbeveiliging Adobe DRM

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