Point Processes and Jump Diffusions: An Introduction with Finance Applications (Hardcvoer)
暫譯: 點過程與跳躍擴散：結合金融應用的入門指南（精裝）
Björk, Tomas
- 出版商: Cambridge
- 出版日期: 2021-06-17
- 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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相關分類:
機率統計學 Probability-and-statistics
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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)
結合直觀理解與嚴謹的數學理論，本書介紹實數線上的標記點過程（marked point processes）理論，內容涵蓋濾波（filtering）以及其在金融經濟學中的應用。研究所程度的數學家與經濟學家將能建立此領域的實務知識，並深入理解其中的重要概念與證明。
