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Point Processes and Jump Diffusions: An Introduction with Finance Applications Bjork, Tomas (Stockholm School of Economics) New edition
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Point Processes and Jump Diffusions: An Introduction with Finance Applications
Bjork, Tomas (Stockholm School of Economics)
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.
350 pages, Worked examples or Exercises
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 17 de junio de 2021 |
| ISBN13 | 9781316518670 |
| Editores | Cambridge University Press |
| Páginas | 320 |
| Dimensiones | 250 × 176 × 26 mm · 694 g |
| Lengua | Inglés |
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