| 000 | 01901nmm a22003617a 4500 | ||
|---|---|---|---|
| 003 | SPU | ||
| 005 | 20210703235009.0 | ||
| 008 | 210519b2016 gw |||||o|||| 00| 0 eng d | ||
| 020 | _a9783319234281 (E-book) | ||
| 040 |
_aSPU _cSPU |
||
| 050 | 4 |
_aHB 135 _bH37S 2016 |
|
| 100 |
_aHassler, Uwe _9242384 |
||
| 245 | 1 | 0 |
_aStochastic Processes and Calculus : _ban Elementary Introduction with Applications / _cby Uwe Hassler _h[electronic resource] |
| 250 | _aFirst edition | ||
| 260 |
_aCham, Switzerland : _bSpringer International Publishing, _c2016 |
||
| 300 |
_a1 online resource (xviii, 391 pages) : _billustrations |
||
| 449 | _a110240 | ||
| 490 | 1 |
_aSpringer Texts in Business and Economics, _x2192-4333 |
|
| 505 | 0 | _aTime 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 -- Ito{8217}s Lemma -- Part III Applications -- Stochastic Differential Equations (SDE) -- Interest Rate Models -- Asymptotics of Integrated Processes -- Trends, Integration Tests and Nonsense Regressions -- Cointegration Analysis | |
| 650 | 0 |
_aGAME THEORY _947657 |
|
| 650 | 0 |
_aECONOMICS, MATHEMATICAL _934990 |
|
| 650 | 0 |
_aSTATISTICS _934720 |
|
| 650 | 0 |
_aECONOMICS _933225 |
|
| 650 | 0 |
_aECONOMETRICS _938698 |
|
| 650 | 0 |
_aMACROECONOMICS _934663 |
|
| 650 | 2 | 0 |
_aQUANTITATIVE FINANCE _9237945 |
| 830 |
_aSpringer texts in business and economics. _x2192-4333 _9238278 |
||
| 850 | _aSPU | ||
| 856 | 4 | 0 |
_uhttps://drive.google.com/file/d/1fz9J728b078nxpIOCdlF2twcPZ4w7qCy/view?usp=sharing _yView Full-text |
| 910 |
_aLibrary _bSpringer _c190521 |
||
| 942 |
_2lcc _cEBK |
||
| 998 | _aniparat 0521 | ||
| 999 | _c201821 | ||