Introduction to Stochastic Differential Equations with Applications to Modelling in Biology and Finance

随机微分方程导论及其在生物学和金融建模中的应用

统计学史

售   价:
690.00
发货周期:预计3-5周发货
作      者
出  版 社
出版时间
2019年03月13日
装      帧
精装
ISBN
9781119166061
复制
页      码
304
语      种
英文
综合评分
暂无评分
我 要 买
- +
库存 30 本
  • 图书详情
  • 目次
  • 买家须知
  • 书评(0)
  • 权威书评(0)
图书简介
This book provides a comprehensive introduction to the core issues of stochastic differential equations and their effective application. Numerous examples in modelling are presented with the majority of examples taken from the biology and finance field. Real-life scenarios with experimental data are provided along with topics that are not covered in the Portuguese title such as Monte Carlo simulation and statistical issues of estimation, model choice and prediction as well as a more extensive treatment of both the Itô-Stratonovich issue and option pricing. This edition also presents more examples of application and exercises for the reader and is accessible to those with either basic or advanced mathematical background. A supplementary website also hosts solutions to exercises, data sets and codes in R language for algorithm implementation.
本书暂无推荐
本书暂无推荐
看了又看
  • 上一个
  • 下一个