Understand Up-to-Date Statistical Techniques for Financial and Actuarial ApplicationsSince the first edition was published, statistical techniques, such as reliability measurement, simulation, regression, and Markov chain m...Lasīt vairāk
Developed from the Second International Congress on Actuarial Science and Quantitative Finance, this volume showcases the latest progress in all theoretical and empirical aspects of actuarial science and quantitative finance. Held at the Universid...Lasīt vairāk
In Mathematical Finance, the authors consider a mathematical model for the pricing of emissions permits. The model has particular applicability to the European Union Emissions Trading System (EU ETS) but could also be used to consider the modeling...Lasīt vairāk
Wolfgang Karl Hardle, Cathy Yi-Hsuan Chen, Ludger Overbeck
Sērija : Statistics and Computing
(Izdošanas datums: 05-Aug-2017, Hardback, Izdevniecība: Springer-Verlag Berlin and Heidelberg GmbH & Co. K, ISBN-13: 9783662544853)
This volume provides practical solutions and introduces recent theoretical developments in risk management, pricing of credit derivatives, quantification of volatility and copula modeling. This third edition is devoted to modern risk analysis base...Lasīt vairāk
This book presents a broad range of statistical techniques to address emerging needs in the field of repeated measures. It also provides a comprehensive overview of extensions of generalized linear models for the bivariate exponential family of di...Lasīt vairāk
This book introduces multivariate regression models and provides examples to help understand theory underpinning the model. The book presents the fundamentals of multivariate regression and then moves on to examine several related techniques that ha...Lasīt vairāk
It is not intuitive to accept that there exists a link between quantum physical systems and cognitive systems. However, recent research has shown that cognitive systems and collective (social) systems, including biology, exhibit uncertainty which...Lasīt vairāk
This book gathers invited presentations from the 2nd Symposium of the ICSA- CANADA Chapter held at the University of Calgary from August 4-6, 2015. The aim of this Symposium was to promote advanced statistical methods in big-data sciences and to...Lasīt vairāk
This Festschrift resulted from a workshop on Advanced Modelling in Mathematical Finance held in honour of Ernst Eberleins 70th birthday, from 20 to 22 May 2015 in Kiel, Germany. It includes contributions by several invited speakers at the workshop...Lasīt vairāk
This volume presents an innovative study of the rise of unmarried cohabitation in the Americas, from Canada to Argentina. Using an extensive sample of individual census data for nearly all countries on the continent, it offers a cross-national, compa...Lasīt vairāk
This guide for practicing statisticians and data scientists who use IBM SPSS for statistical analysis of big data in business and finance is the first of a two-part guide to SPSS for Windows, introducing data entry into SPSS, along with elementary st...Lasīt vairāk
This handbook presents a systematic overview of approaches to, diversity, and problems involved in interdisciplinary rating methodologies. Historically, the purpose of ratings is to achieve information transparency regarding a given bodys activit...Lasīt vairāk
Focusing on life insurance and pensions, this book addresses variousaspects of modelling in modern insurance: insurance liabilities;asset-liability management; securitization, hedging, and investment strategies.With contributions from internationa...Lasīt vairāk
This book explains the standard Real Options Analysis (ROA) literature in a straightforward, step by step manner without the use of complex mathematics. A lot of ROA literature is described through partial differential equations, probability densi...Lasīt vairāk
This book discusses equi-quantile values and their use in generating decision alternatives under the twofold complexities of uncertainty and dependence, offering scope for surrogating between two alternative portfolios when they are correlated. Th...Lasīt vairāk
Topics covered in this volume (large deviations, differential geometry, asymptotic expansions, central limit theorems) give a full picture of the current advances in the application of asymptotic methods in mathematical finance, and thereby provid...Lasīt vairāk
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This book is a comprehensive introduction to financial modeling that teaches advanced undergraduate and graduate students in finance and economics how to use R to analyze financial data and implement financial models. This text will show students...Lasīt vairāk
This book is a complete introduction to the power of R for marketing research practitioners. The text describes statistical models from a conceptual point of view with a minimal amount of mathematics, presuming only an introductory knowledg...Lasīt vairāk
Jürgen Franke, Wolfgang Karl Härdle, Christian Matthias Hafner
Sērija : Universitext
(Izdošanas datums: 11-Feb-2015, Paperback / softback, Izdevniecība: Springer-Verlag Berlin and Heidelberg GmbH & Co. K, ISBN-13: 9783642545382)
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This book introduces statistical application in finance, with methods of evaluating option contracts, analyzing financial time series, choosing portfolios and managing risks. The 4th edition offers new chapters on long memory models, copulae and CDO...Lasīt vairāk
