Switching, Self-exciting, Fractional and other Recent Dynamics
Omschrijving
This book explores recent topics in quantitative finance with an emphasis on applications and calibration to time-series. The first part of this book focuses on switching regime processes that allow to model economic cycles in financial markets.
Ik heb een vraag over het boek:
‘Continuous Time Processes for Finance - Hainaut, Donatien’.
Vul het onderstaande formulier in.
We zullen zo spoedig mogelijk antwoorden.
