by Brebbia, Carlos A., Wessex Institute of Technology, Costantino, M., International Conference on Computational Finance and Its Applications, London
fromWIT transactions on modelling and simulation
In dem vorliegenden umfassend überarbeiteten Buch werden die Grundlagen der modernen Finanzmathematik dargestellt. Der Text ist für Studierende der Finanz- oder Wirtschaftsmathematik konzipiert worden. Neben der üblichen wahrscheinlichkeitstheoretischen Herleitung der Bewertungs…
by Bäuerle, Nicole, Rieder, Ulrich
fromUniversitext
by Bäuerle, Nicole, Rieder, Ulrich
fromUniversitext
by Bäuerle, Nicole, Rieder, Ulrich
fromUniversitext
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 req…
"This exciting volume presents cutting-edge developments in high frequency financial econometrics, spanning a diverse range of topics: stochastic modeling, statistical analysis of high-frequency data, models in econophysics, applications to the analysis of high-frequency data, s…
