This book covers a highly relevant and timely topic that is of wide interest, especially in finance, engineering and computational biology. The introductory material on simulation and stochastic differential equation is very accessible and will prove popular with many readers. While there are several recent texts available that cover stochastic differential equations, the concentration here on inference makes this book stand out. No other direct competitors are known to date. With an emphasis on the practical implementation of the simulation and estimation methods presented, the text will be useful to practitioners and students with minimal mathematical background. What's more, because of the many R programs, the information here is appropriate for many mathematically well educated practitioners, too.
- ISBN13 9780387758381
- Publish Date 5 May 2008 (first published 1 January 2008)
- Publish Status Active
- Publish Country US
- Imprint Springer-Verlag New York Inc.
- Edition 2008 ed.
- Format Hardcover
- Pages 285
- Language English