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Simulation and Inference for Stochastic Differential Equations: With R Examples by Stefano M. Iacus (Hardcover, 2008)

About this product

About this product

Product Information

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.

Product Identifiers

Publisher
Springer-Verlag New York Inc.
ISBN-13
9780387758381
eBay Product ID (ePID)
95007061

Product Key Features

Author
Stefano M. Iacus
Publication Name
Simulation and Inference for Stochastic Differential Equations: with R Examples
Format
Hardcover
Language
English
Subject
Economics, Accounting, Computer Science, Mathematics
Publication Year
2008
Type
Textbook
Number of Pages
285 Pages

Dimensions

Item Height
235mm
Item Width
155mm
Item Weight
623g

Additional Product Features

Title_Author
Stefano M. Iacus
Series Title
Springer Series in Statistics
Country/Region of Manufacture
United States

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