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wyszukanych pozycji: 20
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Mass Transportation Problems: Applications
ISBN: 9781475780871 / Angielski / Miękka / 2013 / 430 str. Termin realizacji zamówienia: ok. 20 dni roboczych. The first comprehensive account of the theory of mass transportation problems and its applications. In Volume I, the authors systematically develop the theory with emphasis on the Monge-Kantorovich mass transportation and the Kantorovich-Rubinstein mass transshipment problems. They then discuss a variety of different approaches towards solving these problems and exploit the rich interrelations to several mathematical sciences - from functional analysis to probability theory and mathematical economics. The second volume is devoted to applications of the above problems to topics in applied...
The first comprehensive account of the theory of mass transportation problems and its applications. In Volume I, the authors systematically develop th...
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cena:
702,00 zł |
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Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: The Ideal Risk, Uncertainty, and Performance Measures
ISBN: 9780470053164 / Angielski / Twarda / 2008 / 382 str. Termin realizacji zamówienia: ok. 13-18 dni roboczych (Dostawa przed świętami) This groundbreaking book extends traditional approaches of risk measurement and portfolio optimization by combining distributional models with risk or performance measures into one framework. Throughout these pages, the expert authors explain the fundamentals of probability metrics, outline new approaches to portfolio optimization, and discuss a variety of essential risk measures. Using numerous examples, they illustrate a range of applications to optimal portfolio choice and risk theory, as well as applications to the area of computational finance that may be useful to financial engineers.
This groundbreaking book extends traditional approaches of risk measurement and portfolio optimization by combining distributional models with risk or...
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cena:
434,70 zł |
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Handbook of Computational and Numerical Methods in Finance
ISBN: 9781461264767 / Angielski / Miękka / 2012 / 435 str. Termin realizacji zamówienia: ok. 20 dni roboczych. The subject of numerical methods in finance has recently emerged as a new discipline at the intersection of probability theory, finance, and numerical analysis. The methods employed bridge the gap between financial theory and computational practice, and provide solutions for complex problems that are difficult to solve by traditional analytical methods. Although numerical methods in finance have been studied intensively in recent years, many theoretical and practical financial aspects have yet to be explored. This volume presents current research and survey articles focusing on various... The subject of numerical methods in finance has recently emerged as a new discipline at the intersection of probability theory, finance, and numeri... |
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194,97 zł |
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Mass Transportation Problems: Volume 1: Theory
ISBN: 9781475785258 / Angielski / Miękka / 2013 / 508 str. Termin realizacji zamówienia: ok. 20 dni roboczych. 1.1 Mass Transportation Problems in Probability Theory This chapter provides a basic introduction to mass transportation pr- lems (MTPs). We introduce some of the methods used in studying MTPs: dualrepresentations, explicitsolutions, topologicalproperties.Weshallalso discuss some applications of MTPs. The following measure-theoretic problems are well-known continuous casesofMKPs(see, forexample, Dudley(1976), LevinandMilyutin(1979), R] uschendorf (1979, 1981), Kemperman (1983), Kellerer (1984), Rachev (1984b, 1991c) and the references therein). TheMonge...
1.1 Mass Transportation Problems in Probability Theory This chapter provides a basic introduction to mass transportation pr- lems (MTPs). We introduce...
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cena:
702,00 zł |
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Mass Transportation Problems: Applications
ISBN: 9780387983523 / Angielski / Twarda / 1998 / 430 str. Termin realizacji zamówienia: ok. 20 dni roboczych. The first comprehensive account of the theory of mass transportation problems and its applications. In Volume I, the authors systematically develop the theory with emphasis on the Monge-Kantorovich mass transportation and the Kantorovich-Rubinstein mass transshipment problems. They then discuss a variety of different approaches towards solving these problems and exploit the rich interrelations to several mathematical sciences - from functional analysis to probability theory and mathematical economics. The second volume is devoted to applications of the above problems to topics in applied...
The first comprehensive account of the theory of mass transportation problems and its applications. In Volume I, the authors systematically develop th...
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cena:
702,00 zł |
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Mass Transportation Problems: Volume 1: Theory
ISBN: 9780387983509 / Angielski / Twarda / 1998 / 508 str. Termin realizacji zamówienia: ok. 20 dni roboczych. The first comprehensive account of the theory of mass transportation problems and its applications. In Volume I, the authors systematically develop the theory with emphasis on the Monge-Kantorovich mass transportation and the Kantorovich-Rubinstein mass transshipment problems. They then discuss a variety of different approaches towards solving these problems and exploit the rich interrelations to several mathematical sciences - from functional analysis to probability theory and mathematical economics. The second volume is devoted to applications of the above problems to topics in applied...
The first comprehensive account of the theory of mass transportation problems and its applications. In Volume I, the authors systematically develop th...
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cena:
702,00 zł |
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Stable Paretian Models in Finance
ISBN: 9780471953142 / Angielski / Twarda / 2000 / 896 str. Termin realizacji zamówienia: ok. 22 dni roboczych. The authors reconsider the problem of parametrically specifying distribution suitable for asset-return models. They describe alternative distributions, showing how they can be estimated and applied to stock-index and exchange-rate data. The implications for options pricing are also investigated.
The authors reconsider the problem of parametrically specifying distribution suitable for asset-return models. They describe alternative distributions...
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cena:
607,53 zł |
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Approximation
ISBN: 9780306447242 / Angielski / Twarda / 1994 / 454 str. Termin realizacji zamówienia: ok. 13-18 dni roboczych (Dostawa przed świętami) Proceedings of the Conference on title], held in Santa Barbara, California, May 1993. The main topics are: approximation of functions by polynomials, splines, and operators, and applications to stochastics; numerical methods for approximation of deterministic and stochastic integrals; orthogonal po
Proceedings of the Conference on title], held in Santa Barbara, California, May 1993. The main topics are: approximation of functions by polynomials,...
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cena:
602,44 zł |
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Advanced REIT Portfolio Optimization
ISBN: 9783031152887 / Angielski / Miękka / 2023 Termin realizacji zamówienia: ok. 20 dni roboczych. This book provides an investor-friendly presentation of the premises and applications of the quantitative finance models governing investment in one asset class of publicly traded stocks, specifically real estate investment trusts (REITs). The models provide highly advanced analytics for REIT investment, including:
This book provides an investor-friendly presentation of the premises and applications of the quantitative finance models governing investment in on... |
cena:
233,97 zł |
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The Methods of Distances in the Theory of Probability and Statistics
ISBN: 9781489995698 / Angielski / Miękka / 2015 / 619 str. Termin realizacji zamówienia: ok. 20 dni roboczych. This book covers the method of metric distances and its application in probability theory and other fields. The method is fundamental in the study of limit theorems and generally in assessing the quality of approximations to a given probabilistic model. The method of metric distances is developed to study stability problems and reduces to the selection of an ideal or the most appropriate metric for the problem under consideration and a comparison of probability metrics. After describing the basic structure of probability metrics and providing an analysis of the topologies in the... This book covers the method of metric distances and its application in probability theory and other fields. The method is fundamental in the study ... |
cena:
663,00 zł |
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The Methods of Distances in the Theory of Probability and Statistics
ISBN: 9781461448686 / Angielski / Twarda / 2013 / 619 str. Termin realizacji zamówienia: ok. 20 dni roboczych. This book covers the method of metric distances and its application in probability theory and other fields. The method is fundamental in the study of limit theorems and generally in assessing the quality of approximations to a given probabilistic model. The method of metric distances is developed to study stability problems and reduces to the selection of an ideal or the most appropriate metric for the problem under consideration and a comparison of probability metrics. After describing the basic structure of probability metrics and providing an analysis of the topologies in the... This book covers the method of metric distances and its application in probability theory and other fields. The method is fundamental in the study ... |
cena:
663,00 zł |
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Advanced REIT Portfolio Optimization: Innovative Tools for Risk Management
ISBN: 9783031152856 / Angielski / Twarda / 2022 / 258 str. Termin realizacji zamówienia: ok. 20 dni roboczych. This book provides an investor-friendly presentation of the premises and applications of the quantitative finance models governing investment in one asset class of publicly traded stocks, specifically real estate investment trusts (REITs). The models provide highly advanced analytics for REIT investment, including:portfolio optimization using both historic and predictive return estimation;model backtesting;a complete spectrum of risk assessment and management tools with an emphasis on early warning systems, risk budgeting, estimating tail risk, and factor analysis;derivative...
This book provides an investor-friendly presentation of the premises and applications of the quantitative finance models governing investment in one a...
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cena:
253,48 zł |
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Probability and Statistics for Finance
ISBN: 9780470400937 / Angielski / Twarda / 2010 / 672 str. Termin realizacji zamówienia: ok. 13-18 dni roboczych (Dostawa przed świętami) A comprehensive look at how probability and statistics is applied to the investment process
Finance has become increasingly more quantitative, drawing on techniques in probability and statistics that many finance practitioners have not had exposure to before. In order to keep up, you need a firm understanding of this discipline. A comprehensive look at how probability and statistics is applied to the investment process
Finance has become increasingly more quant... |
cena:
434,70 zł |
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Handbook of Computational and Numerical Methods in Finance
ISBN: 9780817632199 / Angielski / Twarda / 2004 / 435 str. Termin realizacji zamówienia: ok. 20 dni roboczych. Numerical Methods in Finance have recently emerged as a new discipline at the intersection of probability theory, finance and numerical analysis. They bridge the gap between financial theory and computational practice and provide solutions to problems where analytical methods are often non-applicable. Numerical methods are more and more used in several topics of financial analy sis: computation of complex derivatives; market, credit and operational risk assess ment, asset liability management, optimal portfolio theory, financial econometrics and others. Although numerical methods in finance...
Numerical Methods in Finance have recently emerged as a new discipline at the intersection of probability theory, finance and numerical analysis. They...
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cena:
194,97 zł |
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Robust & Non-Robust Models in Statistics
ISBN: 9781607417682 / Angielski / Twarda / 2010 / 317 str. Termin realizacji zamówienia: ok. 22 dni roboczych. In this book the authors consider so-called ill-posed problems and stability in statistics. The objective of the authors of this book is to identify statistical problems of this type, find their stable variant, and propose alternative versions of numerous theorems in mathematical statistics.
In this book the authors consider so-called ill-posed problems and stability in statistics. The objective of the authors of this book is to identify s...
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cena:
535,12 zł |
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Financial Models with Levy Processes and Volatility Clustering
ISBN: 9780470482353 / Angielski / Twarda / 2011 / 416 str. Termin realizacji zamówienia: ok. 22 dni roboczych. An in-depth guide to understanding probability distributions and financial modeling for the purposes of investment management
In Financial Models with Levy Processes and Volatility Clustering, the expert author team provides a framework to model the behavior of stock returns in both a univariate and a multivariate setting, providing you with practical applications to option pricing and portfolio management. They also explain the reasons for working with non-normal distribution in financial modeling and the best methodologies for employing it. The book's framework includes the... An in-depth guide to understanding probability distributions and financial modeling for the purposes of investment management
In Financial Model... |
cena:
469,46 zł |
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Approximation, Probability, and Related Fields
ISBN: 9781461360636 / Angielski / Miękka / 2012 / 454 str. Termin realizacji zamówienia: ok. 20 dni roboczych. These proceedings contain selected papers presented at the Conference on Approximation, Probability and Related Fields held in Santa Barbara, California, on May 20-22, 1993. The main topics of the conference were: 1) approximation of functions by polynomials, splines, and operators, and applications to stochastics 2) numerical methods for approximation of deterministic and stochastic integrals 3) orthogonal polynomials and stochastic processes 4) positive linear operators and related deterministic and stochastic inequalities 5) multivariate approximation and interpolation 6) rate of...
These proceedings contain selected papers presented at the Conference on Approximation, Probability and Related Fields held in Santa Barbara, Californ...
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cena:
194,97 zł |
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Bayesian Methods in Finance
ISBN: 9780471920830 / Angielski / Twarda / 2008 / 329 str. Termin realizacji zamówienia: ok. 13-18 dni roboczych (Dostawa przed świętami) Bayesian Methods in Finance provides a detailed overview of the theory of Bayesian methods and explains their real-world applications to financial modeling. While the principles and concepts explained throughout the book can be used in financial modeling and decision making in general, the authors focus on portfolio management and market risk management--since these are the areas in finance where Bayesian methods have had the greatest penetration to date.
Bayesian Methods in Finance provides a detailed overview of the theory of Bayesian methods and explains their real-world applications to financ...
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cena:
412,97 zł |
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A Probability Metrics Approach to Financial Risk Measures
ISBN: 9781405183697 / Angielski / Twarda / 2011 / 392 str. Termin realizacji zamówienia: ok. 22 dni roboczych. A Probability Metrics Approach to Financial Risk Measures relates the field of probability metrics and risk measures to one another and applies them to finance for the first time.
A Probability Metrics Approach to Financial Risk Measures relates the field of probability metrics and risk measures to one another and applies...
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cena:
883,41 zł |
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Optimal Portfolio Management in Highly Volatile Markets
ISBN: 9783639514131 / Angielski / Miękka / 2013 / 244 str. Termin realizacji zamówienia: ok. 10-14 dni roboczych. In this book, we consider the static problem of portfolio selection in highly volatile markets. From the point of view of risk forecasting, we focus on expected tail loss (ETL) and the more general family of spectral risk measures when the underlying distribution is heavy-tailed. From an optimization perspective, we concentrate on objectives of reward-risk ratio type and how the optimization problem can be simplified depending on the properties of the risk and the reward measures. Finally, we explore the impact of a risk forecasting model, that is a combination of a distributional assumption...
In this book, we consider the static problem of portfolio selection in highly volatile markets. From the point of view of risk forecasting, we focus o...
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cena:
412,50 zł |
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