Point Processes and Jump Diffusions An Introduction with Finance Applications |
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| Author:
| Björk, Tomas
Björk, Tomas |
| ISBN: | 978-1-009-00212-7 |
| Publication Date: | May 2021 |
| Publisher: | Cambridge University Press
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| Book Format: | Digital download and online |
| List Price: | USD $225.00 |
Book Description:
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Combining intuitive understanding with rigorous mathematical theory, this book introduces the theory of marked point processes on the real line, including filtering and application to financial economics. Graduate-level mathematicians and economists will gain a working knowledge of the field and a deep understanding of the key concepts and proofs.
Combining intuitive understanding with rigorous mathematical theory, this book introduces the theory of marked point processes on the real line, including filtering and application to financial economics. Graduate-level mathematicians and economists will gain a working knowledge of the field and a deep understanding of the key concepts and proofs.