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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

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Loot Price R3,541 Discovery Miles 35 410 | Repayment Terms: R332 pm x 12*

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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
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LSN: 1-4419-2607-0
Barcode: 9781441926074

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