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Iacus, Stefano M.
Libros de: Iacus, Stefano M.
Mostrando 3 libros encontrados. (1 páginas).
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Simulation and Inference for Stochastic Processes with YUIMA "A Comprehensive R Framework for SDEs and Other Stochastic Processes"
Iacus, Stefano M. Yoshida, Nakahiro
Springer (2018)
- EAN: 9783319555676
- Páginas: 268
- Fecha de edición: 2018
pvp.55,95 €
Disponible entre 11 y 20 dias
The YUIMA package is the first comprehensive R framework based on S4 classes and methods which allows for the simulation of stochastic differential equations driven by Wiener process, Lévy processes or fractional Brownian motion, as ...
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Option Pricing and Estimation of Financial Models with R
Iacus, Stefano M.
Wiley & Sons Ltd. (2011)
- EAN: 9780470745847
- Páginas: 472
- Fecha de edición: 2011
pvp.87,35 €
Disponible entre 11 y 20 dias
Presents inference and simulation of stochastic process in the field of model calibration for financial times series modelled by continuous time processes and numerical option pricing. Introduces the bases of probability theory and goes on ...
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Simulation And Inference For Stochastic Differential Equations. With R Examples.
Iacus, Stefano M.
Springer (2008)
- EAN: 9780387758381
- Páginas: 257
- Fecha de edición: 2008
pvp.81,00 €
Disponible entre 11 y 20 dias
This book is unique because of its focus on the practical implementation of the simulation and estimation methods presented. The book will be useful to practitioners and students with only a minimal mathematical background because ...
