Please use this identifier to cite or link to this item: https://hdl.handle.net/2445/148738
Hawkes processes in finance
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[en] Finances are an important field where stochastic processes are applied. These processes allow to model different finance situations, such as price modeling or risk. The aim of this project is to study a type of stochastic processes, the Hawkes processes, which are an extension of Poisson processes that considers self-excitation, and see some of their application in the financial field.
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Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2019, Director: José Manuel Corcuera Valverde
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BOSQUET RODRÍGUEZ, Andrea. Hawkes processes in finance. [consulted: 10 of October of 2026]. Available at: https://hdl.handle.net/2445/148738