Simulation and Inference for Stochastic Differential Equations With R Examples /

• Main Author: Iacus, Stefano M. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: New York, NY : Springer New York, 2008.
• Series: Springer Series in Statistics, 1
• Subjects: Statistics.; Computer simulation.; Mathematical analysis.; Analysis (Mathematics).; Economics, Mathematical.; Probabilities.; Econometrics.; Statistics and Computing/Statistics Programs.; Probability Theory and Stochastic Processes.; Analysis.; Quantitative Finance.; Simulation and Modeling.

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...