FREE delivery to all EXCLUSIVE BOOKS stores nationwide. FREE delivery to your door on all orders over R450. Excludes all international deliveries.

Simulation and Inference for Stochastic Differential Equations

Stefano M. Iacus
    Product form
      FORMAT: Paperback / softback

      R 3,846.83 Price and availability exclusive to website

      YOU COULD EARN 3,846.83 FUTURE RETAIL DISCOUNTS.
      ESTIMATED DELIVERY: Approx. 10 - 15 Business Days
      BUY NOW PAY LATER
      From R 641.13 per month!
      3x monthly payments of R 1,282.27 with
      4x fortnightly payments of R 961.70 with
      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.
      Format: Paperback / softback CONTRIBUTORS: Stefano M. Iacus EAN: 9781441926074 COUNTRY: United States PAGES: WEIGHT: 468 g HEIGHT: 235 cm
      PUBLISHED BY: Springer-Verlag New York Inc. DATE PUBLISHED: 2010-12-01 CITY: GENRE: BUSINESS & ECONOMICS / Econometrics, COMPUTERS / Mathematical & Statistical Software, MATHEMATICS / Applied, MATHEMATICS / Probability & Statistics / General, MATHEMATICS / Mathematical Analysis WIDTH: 155 cm SPINE:

      Book Themes:

      Economics, Finance, Business and Management, Econometrics and economic statistics, Calculus and mathematical analysis, Probability and statistics, Applied mathematics, Stochastics, Mathematical and statistical software, Computer modelling and simulation

      Customer Reviews

      Be the first to write a review
      0%
      (0)
      0%
      (0)
      0%
      (0)
      0%
      (0)
      0%
      (0)
      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.
      Format: Paperback / softback CONTRIBUTORS: Stefano M. Iacus EAN: 9781441926074 COUNTRY: United States PAGES: WEIGHT: 468 g HEIGHT: 235 cm
      PUBLISHED BY: Springer-Verlag New York Inc. DATE PUBLISHED: 2010-12-01 CITY: GENRE: BUSINESS & ECONOMICS / Econometrics, COMPUTERS / Mathematical & Statistical Software, MATHEMATICS / Applied, MATHEMATICS / Probability & Statistics / General, MATHEMATICS / Mathematical Analysis WIDTH: 155 cm SPINE:

      Book Themes:

      Economics, Finance, Business and Management, Econometrics and economic statistics, Calculus and mathematical analysis, Probability and statistics, Applied mathematics, Stochastics, Mathematical and statistical software, Computer modelling and simulation

      Customer Reviews

      Be the first to write a review
      0%
      (0)
      0%
      (0)
      0%
      (0)
      0%
      (0)
      0%
      (0)

      Recently viewed products

      Login

      Forgot your password?

      Don't have an account yet?
      Create account