Share
simulation and inference for stochastic differential equations: with r examples (in English)
Stefano M. Iacus
(Author)
·
Springer
· Paperback
simulation and inference for stochastic differential equations: with r examples (in English) - Iacus, Stefano M.
$ 123.15
$ 129.99
You save: $ 6.84
Choose the list to add your product or create one New List
✓ Product added successfully to the Wishlist.
Go to My WishlistsIt will be shipped from our warehouse between
Monday, July 01 and
Tuesday, July 02.
You will receive it anywhere in United States between 1 and 3 business days after shipment.
Synopsis "simulation and inference for stochastic differential equations: with r examples (in English)"
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. Many of the methods presented in the book have, so far, not been used much in practice because of the lack of an implementation in a unified framework. Iacus' book bridges this gap. With the R code included, a lot of useful methods become easy to use.
- 0% (0)
- 0% (0)
- 0% (0)
- 0% (0)
- 0% (0)
All books in our catalog are Original.
The book is written in English.
The binding of this edition is Paperback.
✓ Producto agregado correctamente al carro, Ir a Pagar.
