Simulation and Inference for Stochastic Differential Equations

Author: Stefano M. Iacus
Edition: Softcover reprint of hardcover 1st ed. 2008
Binding: Paperback
ISBN: 1441926070
Publisher: Springer

Simulation and Inference for Stochastic Differential Equations: With R Examples (Springer Series in Statistics)

This book covers a highly relevant and timely topic that is of wide interest, especially in finance, engineering and computational biology.
Categories: Stochastic differential equations. Contributors: Stefano M. Iacus - Author. Format: Paperback
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

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