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Continuous Time Processes for Finance (Bocconi & Springer Series)
Switching, Self-exciting, Fractional and other Recent Dynamics
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The books will be supplied and delivered to you within average 30-45 days without any additional costs such as customs tax and shipping costs.
This book explores recent topics in quantitative finance with an emphasis on applications and calibration to time-series. The first part of this book focuses on switching regime processes that allow to model economic cycles in financial markets.
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Reviews
“Hainaut has written a book which in such panorama has a position of its own and which should be considered with great interest. … the book should definitely be considered an excellent and warmly recommended read. It is likely that it will be soon become a reference for those interested in modern topics and for young researchers in particular.” (Gianluca Cassese, zbMATH 1512.91001, 2023)| Title | Continuous Time Processes for Finance (Bocconi & Springer Series) |
| By (author) | Donatien Hainaut |
| Publishers | Springer International Publishing AG |
| Language of text | English |
| ISBN | 9783031063602 |
| Product Form | Hardback |
| Height | 235 mm |
| Width | 155 mm |