Tous les ebooks de Stefano M. Iacus en PDF et EPUB


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Télécharger le livre : Simulation and Inference for Stochastic Processes with YUIMA
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Simulation and Inference for Stochastic Processes with YUIMA

Stefano M. Iacus , Nakahiro Yoshida

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 well as CARMA, COGARCH, and Point...

Parution : 2018-06-01
Format(s) : PDF
Éditeur : Springer
Collection : Use R!
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69,54 €
Télécharger le livre : Option Pricing and Estimation of Financial Models with R
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Option Pricing and Estimation of Financial Models with R

Stefano M. Iacus

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 to explain how to model...

Parution : 2011-02-23
Format(s) : PDF, ePub
Éditeur : Wiley
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91,38 €

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