Continuous-Time Linear Models - Foundations and Trends (R) in Finance - John Cochrane - Books - now publishers Inc - 9781601985866 - November 19, 2012
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John Cochrane
Continuous-Time Linear Models - Foundations and Trends (R) in Finance

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Standard treatments of continuous-time processes typically don't mention how to adapt the discrete-time linear model concepts and lag operator methods to continuous time. This book attempts that translation and exposits the techniques to make the translation from familiar discrete-time ideas.

72 pages

Media Books     Paperback Book   (Book with soft cover and glued back)
Released November 19, 2012
ISBN13 9781601985866
Publishers now publishers Inc
Pages 72
Dimensions 156 × 234 × 4 mm   ·   113 g
Language English  

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