To tailor time series models to a particular physical problem and to follow the working of various techniques for processing and analyzing data, one...
This essay collection focuses on the relationship between continuous time models and Autoregressive Conditionally Heteroskedastic (ARCH) models and...
A fascinating and comprehensive history, this book explores the most important transformation in twentieth century economics: the creation of...
All manner of models are used to describe, simulate, extrapolate, and ultimately understand the function of dynamic systems. These sorts of models are...
An Introduction to the Mathematics of Financial Derivatives, Second Edition, introduces the mathematics underlying the pricing of derivatives. The...
Microscopic Simulation (MS) uses a computer to represent and keep track of individual ("microscopic") elements in order to investigate complex systems...
This book provides an essential toolkit for all students wishing to know more about the modelling and analysis of financial data. Applications of...
An Introduction to Wavelets and Other Filtering Methods in Finance and Economics presents a unified view of filtering techniques with a special focus...
Carl Menger, Friedrich Wieser and Eugen Bohm-Bawerk are acknowledged as pioneers in the development of neoclassical economics, as well as being...
Most economists assume that the mathematical and quantative sides of their science are relatively recent developments. Measurement, Quantification and...