Stochastic Processes and Calculus An Elementary Introduction with Applications /

• Main Author: Hassler, Uwe (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2016.
• Edition: 1st ed. 2016.
• Series: Springer Texts in Business and Economics,
• Subjects: Game theory.; Economics, Mathematical.; Statistics.; Economic theory.; Econometrics.; Macroeconomics.; Economics.; Economic Theory/Quantitative Economics/Mathematical Methods.; Statistics for Business/Economics/Mathematical Finance/Insurance.; Quantitative Finance.; Macroeconomics/Monetary Economics//Financial Economics.; Game Theory, Economics, Social and Behav. Sciences.

This textbook gives a comprehensive introduction to stochastic processes and calculus in the fields of finance and economics, more specifically mathematical finance and time series econometrics. Over the past decades stochastic calculus and processes have gained great importance, because they play a...