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Discretization of Processes (Hardcover, 2012) Loot Price: R4,617
Discovery Miles 46 170
Discretization of Processes (Hardcover, 2012): Jean Jacod, Philip Protter

Discretization of Processes (Hardcover, 2012)

Jean Jacod, Philip Protter

Series: Stochastic Modelling and Applied Probability, 67

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Loot Price R4,617 Discovery Miles 46 170 | Repayment Terms: R433 pm x 12*

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In applications, and especially in mathematical finance, random time-dependent events are often modeled as stochastic processes. Assumptions are made about the structure of such processes, and serious researchers will want to justify those assumptions through the use of data. As statisticians are wont to say, "In God we trust; all others must bring data."
This book establishes the theory of how to go about estimating not just scalar parameters about a proposed model, but also the underlying structure of the model itself. Classic statistical tools are used: the law of large numbers, and the central limit theorem.Researchers have recently developed creative and original methods to use these tools in sophisticated (but highly technical) ways to reveal new details about the underlying structure. For the first time in book form, the authors present these latest techniques, based on research from the last 10 years. They include new findings.


This book will be of special interest to researchers, combining the theory of mathematical finance with its investigation using market data, and it will also prove to be useful in a broad range of applications, such as to mathematical biology, chemical engineering, and physics. "

General

Imprint: Springer-Verlag
Country of origin: Germany
Series: Stochastic Modelling and Applied Probability, 67
Release date: October 2011
First published: 2012
Authors: Jean Jacod • Philip Protter
Dimensions: 235 x 155 x 33mm (L x W x T)
Format: Hardcover
Pages: 596
Edition: 2012
ISBN-13: 978-3-642-24126-0
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
Books > Business & Economics > Economics > Econometrics > General
LSN: 3-642-24126-3
Barcode: 9783642241260

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