Yacine Aït-Sahalia is the Otto A. Hack 1903 Professor of Finance and Economics and director of the Bendheim Center for Finance at Princeton University. He is the coeditor of the
Handbook of Financial Econometrics.
Jean Jacod is professor at the Institut de Mathématiques de Jussieu in Paris. His books include
Discretization of Processes.
8 Електронні книги від Jean Jacod
Yacine Aït-Sahalia & Jean Jacod: High-Frequency Financial Econometrics
A comprehensive introduction to the statistical and econometric methods for analyzing high-frequency financial data High-frequency trading is an algorithm-based computerized trading practice that all …
EPUB
Англійська
DRM
€67.99
Jean Jacod & Philip Protter: Discretization of Processes
In applications, and especially in mathematical finance, random time-dependent events are often modeled as stochastic processes. Assumptions are made about the structure of such processes, and seriou …
PDF
Англійська
€149.79
David J. Aldous & Illdar A. Ibragimov: Ecole d”Ete de Probabilites de Saint-Flour XIII, 1983
…
PDF
Французький
DRM
€33.64
Jean Jacod & Philip Protter: Probability Essentials
We present here a one-semester course on Probability Theory. We also treat measure theory and Lebesgue integration, concentrating on those aspects which are especially germane to the study of …
PDF
Англійська
DRM
€89.75
Jean Jacod & Philip Protter: Probability Essentials
We have made small changes throughout the book, including the exercises, and we have tried to correct if not all, then at least most of the typos. We wish to thank the many colleagues and students …
PDF
Англійська
DRM
€68.77
Jean Jacod & Albert N. Shiryaev: Limit Theorems for Stochastic Processes
Initially the theory of convergence in law of stochastic processes was developed quite independently from the theory of martingales, semimartingales and stochastic integrals. Apart from a few …
PDF
Англійська
DRM
€89.85
Jean Jacod & Albert Shiryaev: Limit Theorems for Stochastic Processes
Initially the theory of convergence in law of stochastic processes was developed quite independently from the theory of martingales, semimartingales and stochastic integrals. Apart from a few …
PDF
Англійська
DRM
€186.35
