Quantitative Trading Strategies with R Derivatives with R Credit Risk Modelling With R Python for Data Science Machine Learning in Finance using Python Each book comes with PDFs, detailed explanations, step-by-step instructions, data files, and complete downloadable R code for all examples. Get th...
The Gamma process here plays the role of a business time (also called stochastic clock [57]), which differs from the physical time and, in financial modeling, is interpreted as a measure of the trading activity that can vary greatly inside a chosen business period. Let us note that the ...