Discrete Time Series, Processes, and Applications in Finance
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 required forecasts. This...
Main Author: | Zumbach, Gilles (Author) |
---|---|
Corporate Author: | SpringerLink (Online service) |
Format: | Electronic eBook |
Language: | English |
Published: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2013.
|
Series: | Springer Finance,
|
Subjects: | |
Online Access: | Full Text via HEAL-Link |
Similar Items
-
Interest Rate Models — Theory and Practice With Smile, Inflation and Credit /
by: Brigo, Damiano, et al.
Published: (2006) -
Mathematics of Financial Markets
by: Elliott, Robert J., et al.
Published: (2005) -
Affine Diffusions and Related Processes: Simulation, Theory and Applications
by: Alfonsi, Aurélien
Published: (2015) -
Advanced Mathematical Methods for Finance
Published: (2011) -
Contemporary Quantitative Finance Essays in Honour of Eckhard Platen /
Published: (2010)