LEADER 01197nam 2200301Ia 450 001 996391058303316 005 20221108084658.0 035 $a(CKB)1000000000664755 035 $a(EEBO)2240916114 035 $a(OCoLC)11191591 035 $a(EXLCZ)991000000000664755 100 $a19840924d1683 uy | 101 0 $aeng 135 $aurbn||||a|bb| 200 12$aA catalogue of such books that are printed for, and sold by William Crooke, at the Green Dragon without Temple-Bar, next to Devereux Court$b[electronic resource] $ewhere is to be sold Bibles, Common Prayers and all other sorts of books 210 $aLondon, printed $c[s.n.]$d1683 215 $a[2], 14 p 300 $aReproduction of the original in the Harvard University Library. 330 $aeebo-0062 606 $aCatalogs, Booksellers'$zGreat Britain$vEarly works to 1800 615 0$aCatalogs, Booksellers' 700 $aCrooke$b William$0637776 801 1$bEAE 801 2$bWaOLN 906 $aBOOK 912 $a996391058303316 996 $aA catalogue of such books that are printed for, and sold by William Crooke, at the Green Dragon without Temple-Bar, next to Devereux Court$92303795 997 $aUNISA LEADER 04958nam 22007455 450 001 9910254862503321 005 20220308130246.0 010 $a3-319-23428-5 024 7 $a10.1007/978-3-319-23428-1 035 $a(CKB)4340000000001632 035 $a(DE-He213)978-3-319-23428-1 035 $a(MiAaPQ)EBC6311472 035 $a(MiAaPQ)EBC5596007 035 $a(Au-PeEL)EBL5596007 035 $a(OCoLC)1026459662 035 $a(PPN)224440527 035 $a(EXLCZ)994340000000001632 100 $a20151212d2016 u| 0 101 0 $aeng 135 $aurnn#008mamaa 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aStochastic Processes and Calculus $eAn Elementary Introduction with Applications /$fby Uwe Hassler 205 $a1st ed. 2016. 210 1$aCham :$cSpringer International Publishing :$cImprint: Springer,$d2016. 215 $a1 online resource (XVIII, 391 p. 45 illus., 21 illus. in color.) 225 1 $aSpringer Texts in Business and Economics,$x2192-4333 311 $a3-319-23427-7 327 $aIntroduction -- Part I 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 -- Ito?s Lemma -- Part III Applications -- Stochastic Differential Equations (SDE) -- Interest Rate Models -- Asymptotics of Integrated Processes -- Trends, Integration Tests and Nonsense Regressions -- Cointegration Analysis. 330 $aThis textbook gives a comprehensive introduction to stochastic processes and calculus in the fields of finance and economics, more specifically mathematical finance and time series econometrics. Over the past decades stochastic calculus and processes have gained great importance, because they play a decisive role in the modeling of financial markets and as a basis for modern time series econometrics. Mathematical theory is applied to solve stochastic differential equations and to derive limiting results for statistical inference on nonstationary processes. This introduction is elementary and rigorous at the same time. On the one hand it gives a basic and illustrative presentation of the relevant topics without using many technical derivations. On the other hand many of the procedures are presented at a technically advanced level: for a thorough understanding, they are to be proven. In order to meet both requirements jointly, the present book is equipped with a lot of challenging problems at the end of each chapter as well as with the corresponding detailed solutions. Thus the virtual text - augmented with more than 60 basic examples and 40 illustrative figures - is rather easy to read while a part of the technical arguments is transferred to the exercise problems and their solutions. 410 0$aSpringer Texts in Business and Economics,$x2192-4333 606 $aEconomics 606 $aStatistics 606 $aEconomics, Mathematical 606 $aMacroeconomics 606 $aEconometrics 606 $aGame theory 606 $aEconomic Theory/Quantitative Economics/Mathematical Methods$3https://scigraph.springernature.com/ontologies/product-market-codes/W29000 606 $aStatistics for Business, Management, Economics, Finance, Insurance$3https://scigraph.springernature.com/ontologies/product-market-codes/S17010 606 $aQuantitative Finance$3https://scigraph.springernature.com/ontologies/product-market-codes/M13062 606 $aMacroeconomics/Monetary Economics//Financial Economics$3https://scigraph.springernature.com/ontologies/product-market-codes/W32000 606 $aEconometrics$3https://scigraph.springernature.com/ontologies/product-market-codes/W29010 606 $aGame Theory, Economics, Social and Behav. 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