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Point Processes and Jump Diffusions

By: Tomas (Stockholm School of Economics) Bjoerk (Author)

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Ksh 10,800.00

Format: Hardback or Cased Book

ISBN-13: 9781316518670

Publisher: Cambridge University Press

Publication Date: Jun 17th, 2021

Weight: 694 grams

Dimension: 17.60 x 25.00 x 2.60 cms

Category: Financial accounting

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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.

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