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Review of Discrete and Continuous Processes in Finance 1.0
File ID: 80658






Review of Discrete and Continuous Processes in Finance 1.0
Download Review of Discrete and Continuous Processes in Finance 1.0http://www.mathworks.comReport Error Link
License: Freeware
File Size: 4.7 MB
Downloads: 17
Submit Rating:
Review of Discrete and Continuous Processes in Finance 1.0 Description
Description: Discrete-time models: random walk, ARMA, fractional integration, GARCH). Continuous-time counterparts: Levy processes, Ornstein-Uhlenbeck, fractional Brownian motion, stochastic volatility, subordination.
To walk through the code and for a thorough description, refer to A. Meucci (2009), "Review of Discrete and Continuous Processes in Finance - Theory and Applications", available at http://symmys.com/node/131

License: Freeware

Related: quotreview, discrete, meucci, Refer, Description, Continuous, Processes, url dhttpsymmyscomnode httpsymmyscomnode url, applicationsquot, theory, Finance, subordinationto, garch, continuoustime, Integration, fractional, Models

O/S:BSD, Linux, Solaris, Mac OS X

File Size: 4.7 MB

Downloads: 17



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