Discrete Time Series, Processes, and Applications in Finance
Most financial and investment decisions are based on considerations of possible future changes and require forecasts on the evolution of the financial world. Time series and processes are the natural tools for describing the dynamic behavior of financial data, leading to the required forecasts. This...
Clasificación: | Libro Electrónico |
---|---|
Autor principal: | Zumbach, Gilles (Autor) |
Autor Corporativo: | SpringerLink (Online service) |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2013.
|
Edición: | 1st ed. 2013. |
Colección: | Springer Finance,
|
Temas: | |
Acceso en línea: | Texto Completo |
Ejemplares similares
-
Interest Rate Models - Theory and Practice With Smile, Inflation and Credit /
por: Brigo, Damiano, et al.
Publicado: (2006) -
Advanced Mathematical Methods for Finance
Publicado: (2011) -
Affine Diffusions and Related Processes: Simulation, Theory and Applications
por: Alfonsi, Aurélien
Publicado: (2015) -
Mathematics of Financial Markets
por: Elliott, Robert J., et al.
Publicado: (2005) -
Contemporary Quantitative Finance Essays in Honour of Eckhard Platen /
Publicado: (2010)