Buch, Englisch, 285 Seiten, Format (B × H): 160 mm x 241 mm, Gewicht: 623 g
With R Examples
Buch, Englisch, 285 Seiten, Format (B × H): 160 mm x 241 mm, Gewicht: 623 g
Reihe: Springer Series in Statistics
ISBN: 978-0-387-75838-1
Verlag: Springer
This book covers a highly relevant and timely topic that is of wide interest, especially in finance, engineering and computational biology. The introductory material on simulation and stochastic differential equation is very accessible and will prove popular with many readers. While there are several recent texts available that cover stochastic differential equations, the concentration here on inference makes this book stand out. No other direct competitors are known to date. With an emphasis on the practical implementation of the simulation and estimation methods presented, the text will be useful to practitioners and students with minimal mathematical background. What’s more, because of the many R programs, the information here is appropriate for many mathematically well educated practitioners, too. Many of the methods presented in the book have, so far, not been used much in practice because of the lack of an implementation in a unified framework. Iacus’ book bridges this gap. With the R code included, a lot of useful methods become easy to use.
Zielgruppe
Research
Autoren/Hrsg.
Fachgebiete
- Wirtschaftswissenschaften Betriebswirtschaft Wirtschaftsmathematik und -statistik
- Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Angewandte Mathematik, Mathematische Modelle
- Mathematik | Informatik EDV | Informatik Programmierung | Softwareentwicklung Grafikprogrammierung
- Mathematik | Informatik Mathematik Stochastik Mathematische Statistik
- Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Numerische Mathematik
- Wirtschaftswissenschaften Volkswirtschaftslehre Volkswirtschaftslehre Allgemein Ökonometrie
- Mathematik | Informatik Mathematik Stochastik Stochastische Prozesse
- Technische Wissenschaften Elektronik | Nachrichtentechnik Nachrichten- und Kommunikationstechnik
- Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Computeranwendungen in der Mathematik
- Mathematik | Informatik EDV | Informatik Informatik
- Mathematik | Informatik Mathematik Stochastik Elementare Stochastik
- Mathematik | Informatik Mathematik Mathematische Analysis Differentialrechnungen und -gleichungen
Weitere Infos & Material
Stochastic Processes and Stochastic Differential Equations.- Numerical Methods for SDE.- Parametric Estimation.- Miscellaneous Topics.
