Simulation and Inference for Stochastic Differential Equations: With R Examples (2008) (Springer Series in Statistics)
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- Synopsis
- 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.
- Copyright:
- 2008
Book Details
- Book Quality:
- Publisher Quality
- ISBN-13:
- 9780387758398
- Related ISBNs:
- 9780387758381
- Publisher:
- Springer New York
- Date of Addition:
- 02/09/21
- Copyrighted By:
- N/A
- Adult content:
- No
- Language:
- English
- Has Image Descriptions:
- No
- Categories:
- Nonfiction, Computers and Internet, Business and Finance, Mathematics and Statistics
- Submitted By:
- Bookshare Staff
- Usage Restrictions:
- This is a copyrighted book.
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- by Stefano M. Iacus
- in Nonfiction
- in Computers and Internet
- in Business and Finance
- in Mathematics and Statistics