Simulation and inference for stochastic differential equations : with R examples /

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This book is unique because of its focus on the practical implementation of the simulation and estimation methods presented. The book will be useful to practitioners and students with only a minimal mathematical background because of the many R programs, and to more mathematically-educated practitio...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Iacus, Stefano M. (Stefano Maria) (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: New York, N.Y. : Springer, ©2008.
Colección:Springer series in statistics.
Temas:
Stochastic differential equations.
Stochastic processes.
Distribution (Probability theory)
Finance.
Stochastic Processes
Computer Simulation
Équations différentielles stochastiques.
Processus stochastiques.
Distribution (Théorie des probabilités)
Finances.
Simulation par ordinateur.
distribution (statistics-related concept)
finance.
simulation.
MATHEMATICS > Probability & Statistics > General.
Procesos estocásticos
Ecuaciones diferenciales estocásticas
Stochastic processes
Stochastic differential equations
Interferenz
Stochastische Differentialgleichung
Stochastik
Simulation
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