Continuous Time Processes for Finance

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149,79 

Switching, Self-exciting, Fractional and other Recent Dynamics, Bocconi & Springer Series 12

ISBN: 3031063635
ISBN 13: 9783031063633
Autor: Hainaut, Donatien
Verlag: Springer Verlag GmbH
Umfang: xviii, 345 S., 1 s/w Illustr., 71 farbige Illustr., 345 p. 72 illus., 71 illus. in color.
Erscheinungsdatum: 27.08.2023
Auflage: 1/2023
Produktform: Kartoniert
Einband: Kartoniert

Beschreibung

Autorenporträt

Donatien Hainaut is professor of quantitative finance and actuarial sciences at UCLouvain where he manages the new Master program in Data Science, statistical orientation. Prior to this he held several positions as associate professor at Rennes School of Business and the ENSAE in Paris. He also has several field experiences having worked as Risk Officer, Quantitative Analyst and ALM Officer. He is a Qualified Actuary and holds a PhD in the area of Assets and Liability Management. His current research focuses on contagion mechanism in stochastic processes, fractional processes and their application in insurance and finance.

Herstellerkennzeichnung:


Springer Verlag GmbH
Tiergartenstr. 17
69121 Heidelberg
DE

E-Mail: juergen.hartmann@springer.com

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