Simulation and Inference for Stochastic Differential Equations: With R Examples (Springer Series in Statistics) - Image 1

£134.99

Springer Simulation and Inference for Stochastic Differential Equations: With R Examples (Springer Series in Statistics)

Name: Simulation and Inference for Stochastic Differential Equations: With R Examples (Springer Series in Statistics)
Brand: Springer
Price: 129.99 GBP
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Econometrics

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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.

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Springer

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Brand: Springer
Model: biography
Format: hardcover
ASIN: 0387758380
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 05 May 2008
Listed Since: 22 October 2007

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Springer Simulation and Inference for Stochastic Differential Equations: With R Examples (Springer Series in Statistics)

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