Point Processes and Jump Diffusions: An Introduction with Finance Applications (Hardcvoer)
暫譯: 點過程與跳躍擴散:金融應用入門(精裝版)
Björk, Tomas
- 出版商: Cambridge
- 出版日期: 2021-08-19
- 售價: $1,500
- 貴賓價: 9.8 折 $1,470
- 語言: 英文
- 頁數: 320
- 裝訂: Hardcover - also called cloth, retail trade, or trade
- ISBN: 1316518671
- ISBN-13: 9781316518670
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商品描述
Combining intuitive understanding with rigorous mathematical theory, this book introduces the theory of marked point processes on the real line, including filtering and application to financial economics. Graduate-level mathematicians and economists will gain a working knowledge of the field and a deep understanding of the key concepts and proofs.
商品描述(中文翻譯)
本書結合直觀理解與嚴謹的數學理論,介紹了實數線上的標記點過程理論,包括過濾和在金融經濟學中的應用。研究生級別的數學家和經濟學家將獲得該領域的實用知識,並深入理解關鍵概念和證明。