This textbook gives a comprehensive introduction to stochastic processes and calculus in the fields of finance and economics, more specifically mathematical finance and time series econometrics. Over the past decades stochastic calculus and processes have gained great importance, because they play a decisive role in the modeling of financial markets and as a basis for modern time series econometrics. Mathematical theory is applied to solve stochastic differential equations and to derive limiting results for statistical inference on nonstationary processes. This introduction is elementary and rigorous at the same time. On the one hand it gives a basic and illustrative presentation of the relevant topics without using many technical derivations. On the other hand many of the procedures are presented at a technically advanced level: for a thorough understanding, they are to be proven. In order to meet both requirements jointly, the present book is equipped with a lot of challenging problems at the end of each chapter as well as with the corresponding detailed solutions. Thus the virtual text  augmented with more than 60 basic examples and 40 illustrative figures  is rather easy to read while a part of the technical arguments is transferred to the exercise problems and their solutions.
About Uwe Hassler
Uwe Hassler studied mathematics and economics at Freie Universitat Berlin and specialized in statistics and econometrics at the London School of Economics. He completed his doctoral studies in 1993 at Freie Universitat. 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.Details Book
Author  :  Uwe Hassler 
Publisher  :  Springer International Publishing AG 
Data Published  :  
ISBN  :  3319234277 
EAN  :  9783319234274 
Format Book  :  PDF, Epub, DOCx, TXT 
Number of Pages  :  391 pages 
Age +  :  15 years 
Language  :  English 
Rating  : 
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