Download e-book for kindle: Fractional Calculus and Fractional Processes with by Hasan Fallahgoul,Sergio Focardi,Frank Fabozzi
By Hasan Fallahgoul,Sergio Focardi,Frank Fabozzi
ISBN-10: 0128042486
ISBN-13: 9780128042489
Fractional Calculus and Fractional approaches with functions to monetary Economics offers the idea and alertness of fractional calculus and fractional tactics to monetary info. Fractional calculus dates again to 1695 while Gottfried Wilhelm Leibniz first recommended the potential for fractional derivatives. learn on fractional calculus all started in complete earnest within the moment half the 20 th century. The fractional paradigm applies not just to calculus, but additionally to stochastic methods, utilized in many functions in monetary economics similar to modelling volatility, rates of interest, and modelling high-frequency info. the major gains of fractional methods that lead them to attention-grabbing are long-range memory, path-dependence, non-Markovian properties, self-similarity, fractal paths, and anomalous diffusion behaviour. during this publication, the authors talk about how fractional calculus and fractional approaches are utilized in monetary modelling and finance fiscal idea. It presents a realistic consultant that may be invaluable for college kids, researchers, and quantitative asset and hazard managers attracted to utilizing fractional calculus and fractional approaches to asset pricing, monetary time-series research, stochastic volatility modelling, and portfolio optimization.
- Provides the mandatory historical past for the book's content material as utilized to monetary economics
- Analyzes the applying of fractional calculus and fractional tactics from deterministic and stochastic perspectives
Read Online or Download Fractional Calculus and Fractional Processes with Applications to Financial Economics: Theory and Application PDF
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Fractional Calculus and Fractional Processes with Applications to Financial Economics: Theory and Application by Hasan Fallahgoul,Sergio Focardi,Frank Fabozzi
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