Continuous time processes for finance [electronic resource] : switching, self-exciting, fractional and other recent dynamics / Donatien Hainaut.

This book explores recent topics in quantitative finance with an emphasis on applications and calibration to time-series. This last aspect is often neglected in the existing mathematical finance literature while it is crucial for risk management. The first part of this book focuses on switching regi...

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Bibliographic Details

Online Access:	Full Text (via Springer)
Main Author:	Hainaut, Donatien
Format:	Electronic eBook
Language:	English
Published:	Cham, Switzerland : Springer, 2022.
Series:	Bocconi & Springer series ; v. 12.
Subjects:	Finance > Statistical methods. Finance > Mathematical models. Time-series analysis. Stochastic processes.