Point processes and jump diffusions: an introduction with finance applications
Auteur :
Björk, Tomas
Éditeur :
Cambridge University Press
ISBN :
9781316518670
Date de publication :
17 juin 2021
Dimensions :
25,0 x 17,4 x 2,1 cm
Poids :
680 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
Combining intuitive understanding with rigorous mathematical theory, this book introduces the theory of marked point processes on the real line, including filtering and application to financial economics. Graduate-level mathematicians and economists will gain a working knowledge of the field and a deep understanding of the key concepts and proofs.