Continuous Time Processes for Finance: Switching, Self-exciting, Fractional and other Recent Dynamics

Author:   Donatien Hainaut
Publisher:   Springer International Publishing AG
Edition:   1st ed. 2022
Volume:   12
ISBN:  

9783031063633


Pages:   345
Publication Date:   27 August 2023
Format:   Paperback
Availability:   Manufactured on demand   Availability explained
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Continuous Time Processes for Finance: Switching, Self-exciting, Fractional and other Recent Dynamics


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Author:   Donatien Hainaut
Publisher:   Springer International Publishing AG
Imprint:   Springer International Publishing AG
Edition:   1st ed. 2022
Volume:   12
Weight:   0.683kg
ISBN:  

9783031063633


ISBN 10:   3031063635
Pages:   345
Publication Date:   27 August 2023
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.

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Reviews

“Hainaut has written a book which in such panorama has a position of its own and which should be considered with great interest. … the book should definitely be considered an excellent and warmly recommended read. It is likely that it will be soon become a reference for those interested in modern topics and for young researchers in particular.” (Gianluca Cassese, zbMATH 1512.91001, 2023)


Author Information

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.

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