Continuous Time Processes for Finance: Switching, Self-Exciting, Fractional and Other Recent Dynamics

By Donatien Hainaut

This book explores recent topics in quantitative finance with an emphasis on applications and calibration to time-series. This last aspect is often neglected in the existing mathematical finance... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3031063635
• ISBN13: 9783031063633
• Release Date: August 2023
• Publisher: Springer
• Length: 345 Pages