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Fractional Calculus and Fractional Processes with Applications to Financial Eco…

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Fractional Calculus and Fractional Processes with Applications to Financial Economics

Theory and Application

A comprehensive, go-to reference that explains fractional calculus, fractional processes, and their applications to financial economics

Hasan Fallahgoul (Author), Sergio Focardi (Author), Frank Fabozzi (Author)

9780128042489, Elsevier Science

Hardback, published 22 September 2016

118 pages

23.5 x 19 x 1.7 cm, 0.32 kg

Fractional Calculus and Fractional Processes with Applications to Financial Economics presents the theory and application of fractional calculus and fractional processes to financial data. Fractional calculus dates back to 1695 when Gottfried Wilhelm Leibniz first suggested the possibility of fractional derivatives. Research on fractional calculus started in full earnest in the second half of the twentieth century. The fractional paradigm applies not only to calculus, but also to stochastic processes, used in many applications in financial ec]

Fractional Calculus and Fractional Processes with Applications to Financial Eco…

Fractional Calculus and Fractional Processes with Applications to Financial Economics

Theory and Application

A comprehensive, go-to reference that explains fractional calculus, fractional processes, and their applications to financial economics

Hasan Fallahgoul (Author), Sergio Focardi (Author), Frank Fabozzi (Author)

9780128042489, Elsevier Science

Hardback, published 22 September 2016

118 pages

23.5 x 19 x 1.7 cm, 0.32 kg

Fractional Calculus and Fractional Processes with Applications to Financial Economics presents the theory and application of fractional calculus and fractional processes to financial data. Fractional calculus dates back to 1695 when Gottfried Wilhelm Leibniz first suggested the possibility of fractional derivatives. Research on fractional calculus started in full earnest in the second half of the twentieth century. The fractional paradigm applies not only to calculus, but also to stochastic processes, used in many applications in financial ec]

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