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Stochastische Integration und Zeitreihenmodellierung: Eine Einführung mit Anwendungen aus Finanzierung und Ökonometrie (Statistik und ihre Anwendungen) (German Edition) - Softcover

Hassler, Uwe

 
9783540735670: Stochastische Integration und Zeitreihenmodellierung: Eine Einführung mit Anwendungen aus Finanzierung und Ökonometrie (Statistik und ihre Anwendungen) (German Edition)
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ISBN 10: 3540735674 ISBN 13: 9783540735670
Publisher: Springer, 2007
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Stochastische Integralrechnung und Zeitreihenmodellierung spielen für Wirtschaftswissenschaftler eine entscheidende Rolle. Diese elementare und zugleich rigorose Einführung erläutert moderne Methoden, Konzepte und Techniken anhand anschaulicher Beispiele...

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 “... Der Text ist sehr gut geschrieben, elementar gehalten und mit vielen Beispielen, Erläuterungen und Abbildungen versehen. ... Das Buch bietet ... eine anschauliche Einführung in die Grundlagen der Zeitreihenmodellierung und der stochastischen Integration und ist als Grundlage für Vorlesungen zu diesen Themen sehr zu empfehlen.“ (Evelyn Buckwar, in: Zentralblatt MATH, 2010 Vol. 1180)

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  • PublisherSpringer
  • Publication date2007
  • ISBN 10 3540735674
  • ISBN 13 9783540735670
  • BindingPaperback
  • Number of pages342

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Book Description Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Stochastische Integralrechnung und Zeitreihenmodellierung spielen für Wirtschaftswissenschaftler eine entscheidende Rolle bei der Modellierung von Finanzmärkten und für die statistische Inferenz instationärer Zeitreihen. Die elementare und zugleich rigorose Einführung betrachtet beide Gebiete. Leser lernen so die modernen Methoden der mathematischen Finanzierungstheorie und der Zeitreihenökonometrie kennen. Am Ende eines jeden Kapitels finden sich über 100 Probleme und Übungsaufgaben samt kompletter Lösung, welche weitere technische Details und Beweise enthalten. Plus: anschauliche Beispiele und möglichst wenig mathematische Ableitungen. 344 pp. Deutsch. Seller Inventory # 9783540735670

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