Full Product Details
Author: Uwe Hassler
Publisher: Springer International Publishing AG
Imprint: Springer International Publishing AG
Edition: 1st ed. 2016
Dimensions:
Width: 15.50cm
, Height: 2.40cm
, Length: 23.50cm
Weight: 7.391kg
ISBN: 9783319234274
ISBN 10: 3319234277
Pages: 391
Publication Date: 18 December 2015
Audience:
College/higher education
,
Undergraduate
Format: Hardback
Publisher's Status: Active
Availability: Manufactured on demand
We will order this item for you from a manufactured on demand supplier.
Reviews
The construction of this book is based on the author experience of 15 years of teaching stochastic processes and calculus. ... book is therefore a very successful work on the task of providing the largest number of readers an introduction to stochastic processes and calculus simultaneously accessible and rigorous, with a wide exemplification of applications in various fields. Very important for readers in the fields of mathematics, finance and econometrics and also in biology, engineering or physics, but not only. (Prof. Dr. Manuel Alberto M. Ferreira, Acta Scientiae et Intellectus, Vol. 2 (2), 2016)
The book is quite readable and can be used as a textbook for the application of mathematical theory in the area of econometrics. Also, a mathematician might benefit from an intuitive exposition of some different and specific types of integration appearing in the theory of stochastic processes. The book might then serve as starting point for a more detailed study of the mathematical foundation of the topics presented. (Ludger Overback, Mathematical Reviews, October, 2016) The book covers both discrete and continuous time stochastic processes, and it is of course in the second area where mathematical intricacies abound. ... All this is very much up to date and provides a most useful introduction to modern time series methods for anybody wishing to understand the mechanics without having to dig too deep into the mathematical foundations. (Walter Kramer, Statistics Papers, Vol. 57, 2016) The construction of this book is based on the author experience of 15 years of teaching stochastic processes and calculus. ... book is therefore a very successful work on the task of providing the largest number of readers an introduction to stochastic processes and calculus simultaneously accessible and rigorous, with a wide exemplification of applications in various fields. Very important for readers in the fields of mathematics, finance and econometrics and also in biology, engineering or physics, but not only. (Prof. Dr. Manuel Alberto M. Ferreira, Acta Scientiae et Intellectus, Vol. 2 (2), 2016)
Author Information
Uwe Hassler studied mathematics and economics at Freie Universität Berlin and specialized in statistics and econometrics at the London School of Economics. He completed his doctoral studies in 1993 at Freie Universität. Hassler published in leading field journals such as Econometric Theory, Journal of Econometrics and Journal of Time Series Analysis. His main research interests are within the field of time series analysis. Since 2003 he is Professor of Statistics and Econometric Methods at Goethe University Frankfurt, Germany. Prior to joining Goethe University he held permanent or visiting positions at leading universities in Darmstadt, Munich and Muenster (Germany), and in Madrid (Spain). He has been teaching stochastic processes and calculus for 15 years.
