Code: 01215880

Statistical Methods for Stochastic Differential Equations

Name: Statistical Methods for Stochastic Differential Equations
Brand: Taylor & Francis Inc
SKU: 01215880
Price: 164.87 EUR
Availability: InStock
Author: Mathieu Kessler
ISBN: 9781439849408

by Mathieu Kessler

Language: English
Binding: Hardback
Number of pages: 507
Publisher: Taylor & Francis Inc, 2012
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Book synopsis

The seventh volume in the SemStat series, this book presents current research trends and recent developments in statistical methods for stochastic differential equations. Written to be accessible both to new students and seasoned researchers, each chapter starts with introductions to the topics and builds gradually toward discussing recent research. Chapters are self-contained and written by leading researchers from the field. The book includes applications to finance and econometrics and provides relevant software where applicable.