Doprava zdarma pre objednávky nad 59,99 € s Packetou a SPS Boxmi.

Zistiť stav objednávky

Staňte sa súčasťou komunity milovníkov kníh z celého sveta a získajte hromadu výhod. Založiť účet zdarma

Doprava zadarmo s Packetou nad 59.99 €

Kuriér DPD 2.99 € Zberné miesto GLS 2.49 € SPS 3.99 € SPS Parcel Shop 2.99 € Packeta kurýr 3.99 € Pošta 3.99 € Zberné miesto DPD 2.99 € Kuriér GLS 3.99 € Packeta 2.99 €

Kontakt

Ako nakupovať

Pomoc

Môj účet

▸ Prázdny :-(

Doprava zdarma pre objednávky nad 59,99 € s Packetou a SPS Boxmi.

Bayesian Stochastic Differential Equation Modeling

Name: Bayesian Stochastic Differential Equation Modeling
Brand: KS OmniScriptum Publishing
SKU: 51525222
Price: 71.18 EUR
Availability: InStock
Author: Muhannad Al-Saadony
ISBN: 9786209623882

Muhannad Al-Saadony

Jazyk

Angličtina

Kniha Brožovaná

Libristo kód: 51525222

Nakladateľstvo KS OmniScriptum Publishing, február 2026

We consider some popular stochastic differential equation models used in finance, such as the Vasice... Celý popis

Libristo kód: 51525222

172 b

Nové

71.18 €

Skladom u dodávateľa Odosielame za 8-11 dní

30 dní na vrátenie tovaru

We consider some popular stochastic differential equation models used in finance, such as the Vasicek Interest Rate model, the Heston model and a new fractional Heston model. We discuss how to perform inference about unknown quantities associated with these models in the Bayesian framework. We apply our methodology to simulated and real financial data with success. We then discuss how to make forecasts using both the Heston and the fractional Heston model. We make comparisons between the models and show that using our new fractional Heston model can lead to improve forecasts for real financial data.