Continuous-Time Linear Models (Foundations and Trends(r) in Finance)
ISBN-13:
9781601985866
ISBN-10:
160198586X
Author:
John Cochrane
Publication date:
2012
Publisher:
Now Publishers
Format:
Paperback
72 pages
Category:
Corporate Finance
,
Finance
,
Entrepreneurship
,
Small Business & Entrepreneurship
FREE US shipping
Book details
ISBN-13:
9781601985866
ISBN-10:
160198586X
Author:
John Cochrane
Publication date:
2012
Publisher:
Now Publishers
Format:
Paperback
72 pages
Category:
Corporate Finance
,
Finance
,
Entrepreneurship
,
Small Business & Entrepreneurship
Summary
Continuous-Time Linear Models (Foundations and Trends(r) in Finance) (ISBN-13: 9781601985866 and ISBN-10: 160198586X), written by authors
John Cochrane, was published by Now Publishers in 2012.
With an overall rating of 3.7 stars, it's a notable title among other
Corporate Finance
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Corporate Finance
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Description
Discrete-time linear ARMA processes and lag operator notation are convenient for lots of calculations. Continuous-time representations often simplify economic models, and can handle interesting nonlinearities as well. But 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. Continuous-Time Linear Models attempts that translation and exposits the techniques to make the translation from familiar discrete-time ideas. The concluding section of this monograph collects the important formulas in one place. The author assumes a basic knowledge of discrete-time time-series representation methods and continuous-time representations.
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