Stochastic Drawdowns by Hongzhong Zhang (English) Hardcover Book
135,31 €
This book also discusses the applications of drawdowns in detecting abrupt changes in drift of a price process.It is the goal of this book to fill the gap between theory and practice on drawdowns. On one hand, the book enables students and researchers to learn the state-of-art probabilistic research on drawdowns, and explore new mathematical problems that are of practical importance to the financial industry.
Jetzt bei Ebay:
