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Semiparametric Modeling of Implied Volatility
ISBN: 9783540262343 / Angielski / Miękka / 224 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Yet that weakness is also its greatest strength. People like the model because they can easily understand its assumptions. The model is often good as a ?rst approximation, and if you can see the holes in the assumptions you can use the model in more sophisticated ways. Black (1992) Expected volatility as a measure of risk involved in economic decision making isakeyingredientinmodern?nancialtheory: therational, risk-averseinvestor will seek to balance the tradeo? between the risk he bears and the return he expects. The more volatile the asset is, i.e. the more it is prone to exc- sive price...
Yet that weakness is also its greatest strength. People like the model because they can easily understand its assumptions. The model is often good as ...
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cena:
305,43 |
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Market-Conform Valuation of Options
ISBN: 9783540308379 / Angielski / Miękka / 106 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. 1. 1 The Area of Research In this thesis, we will investigate the 'market-conform' pricing of newly issued contingent claims. A contingent claim is a derivative whose value at any settlement date is determined by the value of one or more other underlying assets, e. g., forwards, futures, plain-vanilla or exotic options with European or American-style exercise features. Market-conform pricing means that prices of existing actively traded securities are taken as given, and then the set of equivalent martingale measures that are consistent with the initial prices of the traded securities is...
1. 1 The Area of Research In this thesis, we will investigate the 'market-conform' pricing of newly issued contingent claims. A contingent claim is a ...
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cena:
203,61 |
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Handbook on Optimal Growth 1: Discrete Time
ISBN: 9783540323082 / Angielski / Twarda / 477 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The problem of e?cient or optimal allocation of resources is a fundamental concern of economic analysis. The theory of optimal economic growth can be viewedasanaspectofthiscentraltheme, whichemphasizesingeneraltheissues arising in the allocation of resources over an in?nite time horizon, and in p- ticular the consumption-investment decision process in models in which there is no natural terminal date . This broad scope of optimal growth theory is one which has evolved over time, as economists have discovered new interp- tations of its central results, as well as new applications of its basic...
The problem of e?cient or optimal allocation of resources is a fundamental concern of economic analysis. The theory of optimal economic growth can be ...
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cena:
610,90 |
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Infinite Dimensional Analysis: A Hitchhiker's Guide
ISBN: 9783540326960 / Angielski / Miękka / 704 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This new edition of The Hitchhiker s Guide has bene?tted from the comments of many individuals, which have resulted in the addition of some new material, and the reorganization of some of the rest. The most obvious change is the creation of a separate Chapter 7 on convex analysis. Parts of this chapter appeared in elsewhere in the second edition, but much of it is new to the third edition. In particular, there is an expanded discussion of support points of convex sets, and a new section on subgradients of convex functions. There is much more material on the special properties of convex sets...
This new edition of The Hitchhiker s Guide has bene?tted from the comments of many individuals, which have resulted in the addition of some new materi...
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cena:
285,06 |
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The Knowledge Ahead Approach to Risk: Theory and Experimental Evidence
ISBN: 9783540384724 / Angielski / Miękka / 232 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The joint work of Robin Pope, Johannes Leitner and Ulrike Leopold- Wildburger presented in this little book makes a strong point for a new approach to decision making under risk. It emphasizes aspects of risk preferences largely neglected in the theoretical and experimental lite- ture. Before the outcome of a risky decision is known a decision maker may feel worries or thrills about what will happen at the end. It is c- vincingly argued that the anticipation of such secondary satisfactions is, and should be, an important in?uence on the decision. The questi- naire data and the experiments...
The joint work of Robin Pope, Johannes Leitner and Ulrike Leopold- Wildburger presented in this little book makes a strong point for a new approach to...
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cena:
203,61 |
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Introductory Operations Research: Theory and Applications
ISBN: 9783540401384 / Angielski / Twarda / 581 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Each concept is discussed from the basics and supported by sufficient mathematical background and worked examples. Suitable for individual or group learning, the book offers numerous end-of-chapter problems for study and review.
Each concept is discussed from the basics and supported by sufficient mathematical background and worked examples. Suitable for individual or gr... |
cena:
203,61 |
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Credit Risk Pricing Models: Theory and Practice
ISBN: 9783540404668 / Angielski / Twarda / 383 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Credit Risk Pricing Models - now in its second edition - gives a deep insight into the latest basic and advanced credit risk modelling techniques covering not only the standard structural, reduced form and hybrid approaches but also showing how these methods can be applied to practice. The text covers a broad range of financial instruments, including all kinds of defaultable fixed and floating rate debt, credit derivatives and collateralised debt obligations.This volume will be a valuable source for the financial community involved in pricing credit linked financial instruments.... Credit Risk Pricing Models - now in its second edition - gives a deep insight into the latest basic and advanced credit risk modelling tec... |
cena:
733,09 |
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Dynamic Nonlinear Econometric Models: Asymptotic Theory
ISBN: 9783540628576 / Angielski / Twarda / 312 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Many relationships in economics, and also in other fields, are both dynamic and nonlinear. A major advance in econometrics over the last fifteen years has been the development of a theory of estimation and inference for dy- namic nonlinear models. This advance was accompanied by improvements in computer technology that facilitate the practical implementation of such estimation methods. In two articles in Econometric Reviews, i.e., Potscher and Prucha {1991a, b), we provided -an expository discussion of the basic structure of the asymptotic theory of M-estimators in dynamic nonlinear models...
Many relationships in economics, and also in other fields, are both dynamic and nonlinear. A major advance in econometrics over the last fifteen years...
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cena:
814,55 |
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The Core of Economies with Asymmetric Information
ISBN: 9783540660286 / Angielski / Miękka / 147 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. and should therefore constitute a part of every area of economic 3 theory. The spectrum covered by information economics today ranges from Stigler's search theory4 to industrial economics, including oligopoly theory, innovation, as well as research and develop 5 ment. However, the area information economics is most closely connected with is the theory of optimal contracts, mainly ana 6 lyzed in principal-agent models. Contract theory deals primar ily with the question of how optimal arrangements (contracts) for the purchase and sale of commodities and services between two or more agents...
and should therefore constitute a part of every area of economic 3 theory. The spectrum covered by information economics today ranges from Stigler's s...
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cena:
203,61 |
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Advanced Intelligent Paradigms in Computer Games
ISBN: 9783540727040 / Angielski / Twarda / 201 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The evolution of technologies has greatly changed the basic structure of our industry and nature of our daily lives. Industries which did not exist several decades ago have made remarkable progress in recent years and ?ourished. One of the most typical examples is the computer game industry. This book presents a sample of the most recent research concerning the application of computational intelligence techniques and internet technology in computer games. This book contains eight chapters. The ?rst chapter, by N. Baba and H. Handa, is on utilization of evolutionary algorithms to increase...
The evolution of technologies has greatly changed the basic structure of our industry and nature of our daily lives. Industries which did not exist se...
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cena:
610,90 |
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Linear Models and Generalizations: Least Squares and Alternatives
ISBN: 9783540742265 / Angielski / Twarda / 572 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Thebookisbasedonseveralyearsofexperienceofbothauthorsinteaching linear models at various levels. It gives an up-to-date account of the theory and applications of linear models. The book can be used as a text for courses in statistics at the graduate level and as an accompanying text for courses in other areas. Some of the highlights in this book are as follows. A relatively extensive chapter on matrix theory (Appendix A) provides the necessary tools for proving theorems discussed in the text and o?ers a selectionofclassicalandmodernalgebraicresultsthatareusefulinresearch work in econometrics,...
Thebookisbasedonseveralyearsofexperienceofbothauthorsinteaching linear models at various levels. It gives an up-to-date account of the theory and appl...
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cena:
488,71 |
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Propositional, Probabilistic and Evidential Reasoning: Integrating Numerical and Symbolic Approaches
ISBN: 9783790814149 / Angielski / Twarda / 274 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. How to draw plausible conclusions from uncertain and conflicting sources of evidence is one of the major intellectual challenges of Artificial Intelligence. It is a prerequisite of the smart technology needed to help humans cope with the information explosion of the modern world. In addition, computational modelling of uncertain reasoning is a key to understanding human rationality. Previous computational accounts of uncertain reasoning have fallen into two camps: purely symbolic and numeric. This book represents a major advance by presenting a unifying framework which unites these opposing...
How to draw plausible conclusions from uncertain and conflicting sources of evidence is one of the major intellectual challenges of Artificial Intelli...
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cena:
407,25 |
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Frontiers in Statistical Quality Control 8
ISBN: 9783790816860 / Angielski / Miękka / 351 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This volume treats the three main categories of Statistical Quality Control: General Aspects of SQC Methodology, On-line Control including Sampling Plans, Control Charts and Monitoring, and Off-line Control including Data Analysis, Calibration and Experimental Design. Experts with international reputation present their newest contributions.
This volume treats the three main categories of Statistical Quality Control: General Aspects of SQC Methodology, On-line Control including Sampling... |
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407,25 |
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Science, Decision and Value
ISBN: 9789027702395 / Angielski / Twarda / 213 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This volume grew out of the papers and comments presented at the Fifth University of Western Ontario Philosophy Colloquium, October 31- November 2, 1969. The colloquium papers were delivered by P. Suppes, R. B. Braithwaite, C. W. Churchman, and J. S. Minas. Comments are provided from others attending the colloquium, with one reply by P. Suppes. Also included are papers recently published elsewhere by A. Michalos, P. Fishburn and H. -N. Castaneda. The editors express thanks to these authors and to the editors of the following respective journals for per- mission to publish: Theory and...
This volume grew out of the papers and comments presented at the Fifth University of Western Ontario Philosophy Colloquium, October 31- November 2, 19...
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cena:
679,72 |
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Papers in Game Theory
ISBN: 9789027713612 / Angielski / Twarda / 260 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This volume contains twelve of my game-theoretical papers, published in the period of 1956-80. It complements my Essays on Ethics, Social Behavior, and Scientific Explanation, Reidel, 1976, and my Rational Behavior and Bargaining Equilibrium in Games and Social Situations, Cambridge University Press, 1977. These twelve papers deal with a wide range of game-theoretical problems. But there is a common intellectual thread going though all of them: they are all parts of an attempt to generalize and combine various game-theoretical solution concepts into a unified solution theory yielding...
This volume contains twelve of my game-theoretical papers, published in the period of 1956-80. It complements my Essays on Ethics, Social Behavior, an...
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cena:
679,72 |
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Computational Aspects of General Equilibrium Theory: Refutable Theories of Value
ISBN: 9783540765905 / Angielski / Miękka / 204 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This monograph presents a general equilibrium methodology for microeconomic policy analysis. It is intended to serve as an alternative to the now classical, axiomatic general equilibrium theory as exposited in Debreus Theory of Value (1959) or Arrow and Hahns General Competitive Analysis (1971). The monograph consists of several essays written over the last decade. It also contains an appendix by Charles Steinhorn on the elements of O-minimal structures. This monograph presents a general equilibrium methodology for microeconomic policy analysis. It is intended to serve as an alternative to the now c... |
cena:
407,25 |
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Der Informationsgehalt Von Optionspreisen
ISBN: 9783790800364 / Niemiecki / Miękka / 308 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Die Preise, zu denen Aktienindexoptionen an den internationalen Terminborsen gehandelt werden, weichen in der Regel systematisch von den Implikationen des von Black, Scholes und Merton entwickelten Standartmodells der Optionsbewertung ab. Zur Erklarung dieses als "Smile-Effekt" bekannten Phanomens existieren verschiedene Hypothesen, die in dieser Arbeit diskutiert und anhand von Transaktionsdaten fur die DAX-Option empirisch uberpruft werden. Unter bestimmten Bedingungen kann die umfangreiche Datenbasis genutzt werden, um Informationen uber die den Preisen zugrunde liegende Kursverteilung... Die Preise, zu denen Aktienindexoptionen an den internationalen Terminborsen gehandelt werden, weichen in der Regel systematisch von den Implikatio... |
cena:
228,21 |
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Advances in Mathematical Economics
ISBN: 9784431000037 / Angielski / Twarda / 200 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. A lot of economic problems can formulated as constrained optimizations and equilibration of their solutions. Various mathematical theories have been supplying economists with indispensable machineries for these problems arising in economic theory. Conversely, mathematicians have been stimulated by various mathematical difficulties raised by economic theories. The series is designed to bring together those mathematicians who were seriously interested in getting new challenging stimuli from economic theories with those economists who are seeking for effective mathematical tools for their...
A lot of economic problems can formulated as constrained optimizations and equilibration of their solutions. Various mathematical theories have been s...
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cena:
407,25 |
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Fixed Point Theory and Best Approximation: The Kkm-Map Principle
ISBN: 9780792347583 / Angielski / Twarda / 222 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The aim of this volume is to make available to a large audience recent material in nonlinear functional analysis that has not been covered in book format before. Here, several topics of current and growing interest are systematically presented, such as fixed point theory, best approximation, the KKM-map principle, and results related to optimization theory, variational inequalities and complementarity problems. Illustrations of suitable applications are given, the links between results in various fields of research are highlighted, and an up-to-date bibliography is included to assist readers...
The aim of this volume is to make available to a large audience recent material in nonlinear functional analysis that has not been covered in book for...
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cena:
407,25 |
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Ensembles Ordonnés Finis: Concepts, Résultats Et Usages
ISBN: 9783540737551 / Francuski / Miękka / 342 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Les buts principaux de cet ouvrage qui comble un vide sont de: - donner les concepts et resultats fondamentaux sur les ensembles ordonnes finis, - presenter leurs usages dans des domaines varies (de la RO ou l IA a la micro-economie), - signaler un certain nombre de resultats et de recherches en cours. "
Les buts principaux de cet ouvrage qui comble un vide sont de: - donner les concepts et resultats fondamentaux sur les ensembles ordonnes finis,... |
cena:
203,61 |
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