Ebooks de Stefano M. Iacus en PDF et EPUB

2 Livre(s)
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...

Editeur : Springer
Parution : 2018-06-01
Collection : Use R!
PDF

68,56 €
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...

Editeur : Wiley
Parution : 2011-02-23

PDF, ePub

90,10 €