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Quantitative Finance for Physicists : An Introduction
ISBN: 9780120884643 / Angielski / Twarda / 184 str. Termin realizacji zamówienia: ok. 22-25 dni roboczych. With more and more physicists and physics students exploring the possibility of utilizing their advanced math skills for a career in the finance industry, this much-needed book quickly introduces them to fundamental and advanced finance principles and methods. Quantitative Finance for Physicists provides a short, straightforward introduction for those who already have a background in physics. Find out how fractals, scaling, chaos, and other physics concepts are useful in analyzing financial time series. Learn about key topics in quantitative finance such as option pricing,... With more and more physicists and physics students exploring the possibility of utilizing their advanced math skills for a career in the finance in... |
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293,51 zł |
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Time Series, Unit Roots, and Cointegration
ISBN: 9780122146954 / Angielski / Twarda / 524 str. Termin realizacji zamówienia: ok. 22 dni roboczych. This book addresses the need for a high-level analysis of unit roots and cointegration. "Time Series, Unit Roots, and Cointegration" integrates the theory of stationary sequences and issues arising in the estimation of their parameters, distributed lags, spectral density function, and cointegration. The book also includes topics that are important for understanding recent developments in the estimation and testing of cointegrated nonstationary sequences, such as Brownian motion, stochastic integration, and central limit theorems. It explores an important topic in time-series econometrics. It...
This book addresses the need for a high-level analysis of unit roots and cointegration. "Time Series, Unit Roots, and Cointegration" integrates the th...
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cena:
759,08 zł |
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An Introduction to Wavelets and Other Filtering Methods in Finance and Economics
ISBN: 9780122796708 / Angielski / Twarda / 359 str. Termin realizacji zamówienia: ok. 22-25 dni roboczych. An Introduction to Wavelets and Other Filtering Methods in Finance and Economics presents a unified view of filtering techniques with a special focus on wavelet analysis in finance and economics. It emphasizes the methods and explanations of the theory that underlies them. It also concentrates on exactly what wavelet analysis (and filtering methods in general) can reveal about a time series. It offers testing issues which can be performed with wavelets in conjunction with the multi-resolution analysis. The descriptive focus of the book avoids proofs and provides easy access to a wide...
An Introduction to Wavelets and Other Filtering Methods in Finance and Economics presents a unified view of filtering techniques with a special...
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cena:
538,20 zł |
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Comparative Performance of US Econometric Models
ISBN: 9780195057720 / Angielski / Twarda / 336 str. Termin realizacji zamówienia: ok. 22 dni roboczych. This volume compares strategic properties of the leading macroeconometric models of the United States. It summarizes the work of an ongoing seminar supported by the National Science Foundation and chaired by Lawrence R. Klein of the University of Pennsylvania. The Seminar meets three times annually. Comparisons are made across models for such characteristics as conventional multipliers (fiscal, monetary, and supply side shocks), J-curve response to dollar depreciation, and forecast performance under consistent assumptions. There are in-depth comparisons of some models and investigation of use...
This volume compares strategic properties of the leading macroeconometric models of the United States. It summarizes the work of an ongoing seminar su...
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cena:
823,33 zł |
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Increasing Returns and Economic Efficiency
ISBN: 9780195065534 / Angielski / Twarda / 176 str. Termin realizacji zamówienia: ok. 22 dni roboczych. Increasing returns to scale is an area in economics that has recently become the focus of much attention. While most firms operate under constant or decreasing return to scale on their relevant range of production, some firms produce goods or services with a technology which exhibits increasing returns to scale at levels of production which are large relative to the market. These goods are an important component of economic activity in a modern economy and are typically commodities produced either by a public sector or, as in the U.S., by regulated utilities. In this study, the author...
Increasing returns to scale is an area in economics that has recently become the focus of much attention. While most firms operate under constant or d...
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cena:
735,79 zł |
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An Introduction to Classical Econometric Theory
ISBN: 9780195111644 / Angielski / Twarda / 976 str. Termin realizacji zamówienia: ok. 25-30 dni roboczych. In An Introduction to Classical Econometric Theory Paul A. Ruud shows the practical value of an intuitive approach to econometrics. Students learn not only why but how things work. Through geometry, seemingly distinct ideas are presented as the result of one common principle, making econometrics more than mere recipes or special tricks. In doing this, the author relies on such concepts as the linear vector space, orthogonality, and distance. Parts I and II introduce the ordinary least squares fitting method and the classical linear regression model, separately rather than...
In An Introduction to Classical Econometric Theory Paul A. Ruud shows the practical value of an intuitive approach to econometrics. Students ...
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cena:
1041,44 zł |
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Econometric Theory and Methods
ISBN: 9780195123722 / Angielski / Twarda / 768 str. Termin realizacji zamówienia: ok. 25-30 dni roboczych. Econometric Theory and Methods provides a unified treatment of modern econometric theory and practical econometric methods. The geometrical approach to least squares is emphasized, as is the method of moments, which is used to motivate a wide variety of estimators and tests. Simulation methods, including the bootstrap, are introduced early and used extensively.
The book deals with a large number of modern topics. In addition to bootstrap and Monte Carlo tests, these include sandwich covariance matrix estimators, artificial regressions, estimating functions and the generalized... Econometric Theory and Methods provides a unified treatment of modern econometric theory and practical econometric methods. The geometrical a...
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cena:
818,27 zł |
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The Economy As an Evolving Complex System III : Current Perspectives and Future Directions
ISBN: 9780195162592 / Angielski / Miękka / 392 str. Termin realizacji zamówienia: ok. 22 dni roboczych. Derived from the 2001 Santa Fe Institute Conference, "The Economy as an Evolving Complex System III," represents scholarship from the leading figures in th area of economics and complexity. The subject, a perennial centerpiece of the SFI program of studies has gained a wide range of followers for its methods of employing empirical evidence in the development of analytical economic theories. Accordingly, the chapters in this volume addresses a wide variety of issues in the fields of economics and complexity, accessing eclectic techniques from many disciplines, provided that they shed light on...
Derived from the 2001 Santa Fe Institute Conference, "The Economy as an Evolving Complex System III," represents scholarship from the leading figures ...
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cena:
519,86 zł |
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Long-Run Economic Relationships : Readings in Cointegration
ISBN: 9780198283393 / Angielski / Miękka / 312 str. Termin realizacji zamówienia: ok. 22 dni roboczych. In this interesting survey of recent developments in the field of cointegration, the authors discuss how cointegration (the linking of long run components of a pair or of a group or series), can be used to discuss some types of equilibrium and to introduce those equilibria into time-series models in a fairly uncontroversial way. The authors discuss the basic ideas in their introduction and the final chapters review the most recent developments in the field in a non-technical manner.
About the Series Advanced Texts in Econometrics is a distinguished and rapidly expanding series in which... In this interesting survey of recent developments in the field of cointegration, the authors discuss how cointegration (the linking of long run compon...
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cena:
473,17 zł |
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Happiness Quantified : A Satisfaction Calculus Approach
ISBN: 9780198286547 / Angielski / Twarda / 370 str. Termin realizacji zamówienia: ok. 22 dni roboczych. How do we measure happiness? This important and long-awaited book presents a new and unified approach to the analysis of subjective satisfaction and income evaluation. Drawing on empirical analyses of German, British, Dutch, and Russian data, it develops new methodology to establish a model of well-being which includes satisfaction with life as a whole and with various domains of life. This method is applied to study individual and collective norms, to construct family-equivalence scales, to estimate health damages, compensation for externalities, and the construction of tax tariffs, and to...
How do we measure happiness? This important and long-awaited book presents a new and unified approach to the analysis of subjective satisfaction and i...
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cena:
910,86 zł |
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Econometrics: Alchemy or Science? : Essays in Econometric Methodology
ISBN: 9780198293545 / Angielski / Miękka / 560 str. Termin realizacji zamówienia: ok. 22 dni roboczych. Since the first edition of this book was published in 1993, David Hendry's work on econometric methodology has become increasingly influential. In this edition he presents a brand new paper which compellingly explains the logic of his general approach to econometric modeling and describes recent major advances in computer-automated modeling, which establish the success of the proposed strategy. Empirical studies of consumers' expenditure and money demands illustrate the methods in action. The breakthrough presented here will make econometric testing much easier.
Since the first edition of this book was published in 1993, David Hendry's work on econometric methodology has become increasingly influential. In thi...
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cena:
461,50 zł |
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Cointegration, Causality, and Forecasting : Festschrift in Honour of Clive W. J. Granger
ISBN: 9780198296836 / Angielski / Twarda / 504 str. Termin realizacji zamówienia: ok. 22 dni roboczych. This book is a collection of essays in honor of Clive Granger by some of the world's leading econometricians, all of whom have collaborated with or studied with Granger. It reflects central themes in Granger's work with attention to tests for unit roots and cointegration, tests of misspecification, forecasting models and forecasting evaluation, and non-linear and non-parametric econometric techniques.
This book is a collection of essays in honor of Clive Granger by some of the world's leading econometricians, all of whom have collaborated with or st...
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cena:
1406,92 zł |
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Bayesian Inference in Dynamic Econometric Models
ISBN: 9780198773122 / Angielski / Twarda / 376 str. Termin realizacji zamówienia: ok. 22 dni roboczych. This book offers an up-to-date coverage of the basic principles and tools of Bayesian inference in econometrics, with an emphasis on dynamic models. It shows how to treat Bayesian inference in non linear models, by integrating the useful developments of numerical integration techniques based on simulations, and the long available analytical results of Bayesian inference for linear regression models.
About the Series Advanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic... This book offers an up-to-date coverage of the basic principles and tools of Bayesian inference in econometrics, with an emphasis on dynamic models. I...
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cena:
1290,20 zł |
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Bayesian Inference in Dynamic Econometric Models
ISBN: 9780198773139 / Angielski / Miękka / 366 str. Termin realizacji zamówienia: ok. 22 dni roboczych. This book offers an up-to-date coverage of the basic principles and tools of Bayesian inference in econometrics, with an emphasis on dynamic models. It shows how to treat Bayesian inference in non linear models, by integrating the useful developments of numerical integration techniques based on simulations, and the long available analytical results of Bayesian inference for linear regression models.
About the Series Advanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic... This book offers an up-to-date coverage of the basic principles and tools of Bayesian inference in econometrics, with an emphasis on dynamic models. I...
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cena:
449,83 zł |
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Modelling Seasonality
ISBN: 9780198773184 / Angielski / Miękka / 488 str. Termin realizacji zamówienia: ok. 22 dni roboczych. This volume brings together leading papers on the existing standard economic theory of seasonality as well as papers which apply newer statistical tools to the modelling of seasonal phenomena. It includes a discussion of the X-11 method of seasonal adjustment, as well as an assessment of recent developments in the field.
About the Series Advanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic probability, panel and time series data analysis, modeling, and cointegration. In... This volume brings together leading papers on the existing standard economic theory of seasonality as well as papers which apply newer statistical too...
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cena:
648,25 zł |
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Modelling Non-Linear Economic Relationships
ISBN: 9780198773207 / Angielski / Miękka / 198 str. Termin realizacji zamówienia: ok. 22 dni roboczych. This volume in the series Advanced Texts in Econometrics explains recent theoretical developments in the econometric modelling of relationships between different statistical series. Clive Granger and Timo Terasvirta illustrate ways of using dynamic, multivariate analysis techniques to provide models of nonlinear relationships between variables. They pay particular attention to the case of a single dependent variable modelled by a few explanatory variables and the lagged dependent variable in nonlinear form. They also discuss the division of nonlinear relationships into parametric and...
This volume in the series Advanced Texts in Econometrics explains recent theoretical developments in the econometric modelling of relationships betwee...
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cena:
473,17 zł |
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Non-Stationary Time Series Analysis and Cointegration
ISBN: 9780198773924 / Angielski / Miękka / 328 str. Termin realizacji zamówienia: ok. 22 dni roboczych. Major developments in the analysis of non-stationary time series and cointegration are described in this study. Papers include David Hendry's work on forecasting, Peter Phillip's work on Bayesian models, Svend Hylleberg's work on seasonality, and Adrian Pagan's work on real business cycle models. Other topics covered include an overview of the different estimators of cointegrating relationships, and a new test of cointegration. Applications find roots in macroeconomic series, test the Fisher Hypothesis, test money demand functions, and test for inflation bubbles.
Major developments in the analysis of non-stationary time series and cointegration are described in this study. Papers include David Hendry's work on ...
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cena:
502,35 zł |
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ARCH: Selected Readings
ISBN: 9780198774327 / Angielski / Miękka / 424 str. Termin realizacji zamówienia: ok. 22 dni roboczych. In the early 1980s, R. F. Engle pioneered the econometric technique of Auto-Regressive Conditional Heteroskedasticity (ARCH), which has subsequently generated a very considerable literature. This collection brings together readings on ARCH models, both applied and theoretical, half by Engle himself and half by other econometricians working in the field. It begins with an introduction by the editor which traces the development of the field.
About the Series Advanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent... In the early 1980s, R. F. Engle pioneered the econometric technique of Auto-Regressive Conditional Heteroskedasticity (ARCH), which has subsequently g...
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cena:
473,17 zł |
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Periodicity and Stochastic Trends in Economic Time Series
ISBN: 9780198774549 / Angielski / Miękka / 248 str. Termin realizacji zamówienia: ok. 22 dni roboczych. This book provides a self-contained account of periodic models for seasonally observed economic time series with stochastic trends. Two key concepts are periodic integration and periodic cointegration. Periodic integration implies that a seasonally varying differencing filter is required to remove a stochastic trend. Periodic cointegration amounts to allowing cointegration paort-term adjustment parameters to vary with the season. The emphasis is on useful econrameters and shometric models that explicitly describe seasonal variation and can reasonably be interpreted in terms of economic...
This book provides a self-contained account of periodic models for seasonally observed economic time series with stochastic trends. Two key concepts a...
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cena:
449,83 zł |
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Happiness Quantified : A Satisfaction Calculus Approach
ISBN: 9780199226146 / Angielski / Miękka / 392 str. Termin realizacji zamówienia: ok. 16-20 dni roboczych. How do we measure happiness? This important and long-awaited book presents a new and unified approach to the analysis of subjective satisfaction and income evaluation. Drawing on empirical analyses of German, British, Dutch, and Russian data, it develops new methodology to establish a model of well-being which includes satisfaction with life as a whole and with various domains of life. This method is applied to study individual and collective norms, to construct family-equivalence scales, to estimate health damages, compensation for externalities, and the construction of tax tariffs, and to...
How do we measure happiness? This important and long-awaited book presents a new and unified approach to the analysis of subjective satisfaction and i...
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cena:
288,30 zł |
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