Stochastic Processes and Calculus : an Elementary Introduction with Applications /
Hassler, Uwe
Stochastic Processes and Calculus : an Elementary Introduction with Applications / [electronic resource] by Uwe Hassler - First edition - Cham, Switzerland : Springer International Publishing, 2016 - 1 online resource (xviii, 391 pages) : illustrations - Springer Texts in Business and Economics, 2192-4333 . - Springer texts in business and economics. .
Time Series Modeling -- Basic Concepts from Probability Theory -- Autoregressive Moving Average Processes (ARMA) -- Spectra of Stationary Processes -- Long Memory and Fractional Integration -- Processes with Autoregressive Conditional Heteroskedasticity (ARCH) -- Part II Stochastic Integrals -- Wiener Processes (WP) -- Riemann Integrals -- Stieltjes Integrals -- Ito Integrals -- Itos Lemma -- Part III Applications -- Stochastic Differential Equations (SDE) -- Interest Rate Models -- Asymptotics of Integrated Processes -- Trends, Integration Tests and Nonsense Regressions -- Cointegration Analysis
9783319234281 (E-book)
GAME THEORY
ECONOMICS, MATHEMATICAL
STATISTICS
ECONOMICS
ECONOMETRICS
MACROECONOMICS
QUANTITATIVE FINANCE
HB 135 / H37S 2016
Stochastic Processes and Calculus : an Elementary Introduction with Applications / [electronic resource] by Uwe Hassler - First edition - Cham, Switzerland : Springer International Publishing, 2016 - 1 online resource (xviii, 391 pages) : illustrations - Springer Texts in Business and Economics, 2192-4333 . - Springer texts in business and economics. .
Time Series Modeling -- Basic Concepts from Probability Theory -- Autoregressive Moving Average Processes (ARMA) -- Spectra of Stationary Processes -- Long Memory and Fractional Integration -- Processes with Autoregressive Conditional Heteroskedasticity (ARCH) -- Part II Stochastic Integrals -- Wiener Processes (WP) -- Riemann Integrals -- Stieltjes Integrals -- Ito Integrals -- Itos Lemma -- Part III Applications -- Stochastic Differential Equations (SDE) -- Interest Rate Models -- Asymptotics of Integrated Processes -- Trends, Integration Tests and Nonsense Regressions -- Cointegration Analysis
9783319234281 (E-book)
GAME THEORY
ECONOMICS, MATHEMATICAL
STATISTICS
ECONOMICS
ECONOMETRICS
MACROECONOMICS
QUANTITATIVE FINANCE
HB 135 / H37S 2016