0
Your cart

Your cart is empty

Books > Business & Economics > Economics > Econometrics

Buy Now

Simulation and Inference for Stochastic Differential Equations - With R Examples (Paperback, Softcover reprint of hardcover 1st ed. 2008) Loot Price: R3,541
Discovery Miles 35 410
Simulation and Inference for Stochastic Differential Equations - With R Examples (Paperback, Softcover reprint of hardcover 1st...

Simulation and Inference for Stochastic Differential Equations - With R Examples (Paperback, Softcover reprint of hardcover 1st ed. 2008)

Stefano M. Iacus

Series: Springer Series in Statistics

 (sign in to rate)
Loot Price R3,541 Discovery Miles 35 410 | Repayment Terms: R332 pm x 12*

Bookmark and Share

Expected to ship within 10 - 15 working days

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.

General

Imprint: Springer-Verlag New York
Country of origin: United States
Series: Springer Series in Statistics
Release date: December 2010
First published: 2008
Authors: Stefano M. Iacus
Dimensions: 235 x 155 x 22mm (L x W x T)
Format: Paperback
Pages: 285
Edition: Softcover reprint of hardcover 1st ed. 2008
ISBN-13: 978-1-4419-2607-4
Categories: Books > Business & Economics > Finance & accounting > General
Books > Science & Mathematics > Mathematics > Probability & statistics
Books > Computing & IT > Applications of computing > Computer modelling & simulation
Books > Business & Economics > Economics > Econometrics > General
Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Vector & tensor analysis
Books > Computing & IT > Computer software packages > Other software packages > Mathematical & statistical software
Promotions
LSN: 1-4419-2607-0
Barcode: 9781441926074

Is the information for this product incomplete, wrong or inappropriate? Let us know about it.

Does this product have an incorrect or missing image? Send us a new image.

Is this product missing categories? Add more categories.

Review This Product

No reviews yet - be the first to create one!

You might also like..

The South African Informal Sector…
Frederick Fourie Paperback R116 R108 Discovery Miles 1 080
Basic mathematics for economics students…
Derek Yu Paperback R383 Discovery Miles 3 830
Essential Mathematics for Economics and…
T. Bradley Paperback R1,786 Discovery Miles 17 860
Introductory Econometrics - A Modern…
Jeffrey Wooldridge Hardcover R1,396 R1,300 Discovery Miles 13 000
Operations and Supply Chain Management
James Evans, David Collier Hardcover R1,427 R1,327 Discovery Miles 13 270
On the Cusp - From Population Boom to…
Charles S. Pearson Hardcover R1,272 Discovery Miles 12 720
Matching, Regression Discontinuity…
Myoung-Jae Lee Hardcover R4,060 Discovery Miles 40 600
Design and Analysis of Time Series…
Richard McCleary, David McDowall, … Hardcover R3,559 Discovery Miles 35 590
Operations And Supply Chain Management
David Collier, James Evans Hardcover R1,451 R1,347 Discovery Miles 13 470
Introduction to Computational Economics…
Hans Fehr, Fabian Kindermann Hardcover R4,613 Discovery Miles 46 130
Scale-Free Networks - Complex Webs in…
Guido Caldarelli Hardcover R4,274 Discovery Miles 42 740
A History of Econometrics - The…
Duo Qin Hardcover R4,946 Discovery Miles 49 460

See more

Partners