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Author : Wolfgang Härdle
Publisher :
ISBN 13 :
Total Pages : 68 pages
Book Rating : 4.3/5 ( download)
Download or read book How Sensitive are Average Derivatives? written by Wolfgang Härdle and published by . This book was released on 1992 with total page 68 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : United States. Congress. Senate. Committee on Banking, Housing, and Urban Affairs. Subcommittee on Securities
Publisher : DIANE Publishing
ISBN 13 : 9780788182693
Total Pages : 450 pages
Book Rating : 4.1/5 (826 download)
Download or read book Derivatives Disclosure and Accounting written by United States. Congress. Senate. Committee on Banking, Housing, and Urban Affairs. Subcommittee on Securities and published by DIANE Publishing. This book was released on 1999-08 with total page 450 pages. Available in PDF, EPUB and Kindle. Book excerpt: Hearing on financial derivatives and the new SEC's regulations and the FASB's proposal concerning derivatives. Witnesses: Thomas Logan and Patrick Montgomery, Treasury Mgmt. Assoc.; Kenneth Lehn, Prof., U. of Pittsburgh, former Deputy Chief Economist, SEC; William Miller, Assoc. for Invest. Mgmt. and Research; Joseph Bauman, International Swaps and Derivatives Assoc., Inc.; Stephen Wallman, Commissioner, SEC, and Michael Sutton and Eric Sirri; Kenneth Wolfe, Hershey Foods Corp.; Alex Pollock, Fed. Home Loan Bank of Chicago; William Roberts, Amer. Bankers Assoc.; and Edmund Jenkins, chmn., Financial Accounting Standards Board.
Author : Qi Li
Publisher : Princeton University Press
ISBN 13 : 1400841062
Total Pages : 769 pages
Book Rating : 4.4/5 (8 download)
Download or read book Nonparametric Econometrics written by Qi Li and published by Princeton University Press. This book was released on 2011-10-09 with total page 769 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive, up-to-date textbook on nonparametric methods for students and researchers Until now, students and researchers in nonparametric and semiparametric statistics and econometrics have had to turn to the latest journal articles to keep pace with these emerging methods of economic analysis. Nonparametric Econometrics fills a major gap by gathering together the most up-to-date theory and techniques and presenting them in a remarkably straightforward and accessible format. The empirical tests, data, and exercises included in this textbook help make it the ideal introduction for graduate students and an indispensable resource for researchers. Nonparametric and semiparametric methods have attracted a great deal of attention from statisticians in recent decades. While the majority of existing books on the subject operate from the presumption that the underlying data is strictly continuous in nature, more often than not social scientists deal with categorical data—nominal and ordinal—in applied settings. The conventional nonparametric approach to dealing with the presence of discrete variables is acknowledged to be unsatisfactory. This book is tailored to the needs of applied econometricians and social scientists. Qi Li and Jeffrey Racine emphasize nonparametric techniques suited to the rich array of data types—continuous, nominal, and ordinal—within one coherent framework. They also emphasize the properties of nonparametric estimators in the presence of potentially irrelevant variables. Nonparametric Econometrics covers all the material necessary to understand and apply nonparametric methods for real-world problems.
Author : Donald W. K. Andrews
Publisher : Cambridge University Press
ISBN 13 : 1139444603
Total Pages : 589 pages
Book Rating : 4.1/5 (394 download)
Download or read book Identification and Inference for Econometric Models written by Donald W. K. Andrews and published by Cambridge University Press. This book was released on 2005-07-04 with total page 589 pages. Available in PDF, EPUB and Kindle. Book excerpt: This 2005 volume contains the papers presented in honor of the lifelong achievements of Thomas J. Rothenberg on the occasion of his retirement. The authors of the chapters include many of the leading econometricians of our day, and the chapters address topics of current research significance in econometric theory. The chapters cover four themes: identification and efficient estimation in econometrics, asymptotic approximations to the distributions of econometric estimators and tests, inference involving potentially nonstationary time series, such as processes that might have a unit autoregressive root, and nonparametric and semiparametric inference. Several of the chapters provide overviews and treatments of basic conceptual issues, while others advance our understanding of the properties of existing econometric procedures and/or propose others. Specific topics include identification in nonlinear models, inference with weak instruments, tests for nonstationary in time series and panel data, generalized empirical likelihood estimation, and the bootstrap.
Author : Andreas Griewank
Publisher : SIAM
ISBN 13 : 0898716594
Total Pages : 448 pages
Book Rating : 4.8/5 (987 download)
Download or read book Evaluating Derivatives written by Andreas Griewank and published by SIAM. This book was released on 2008-11-06 with total page 448 pages. Available in PDF, EPUB and Kindle. Book excerpt: This title is a comprehensive treatment of algorithmic, or automatic, differentiation. The second edition covers recent developments in applications and theory, including an elegant NP completeness argument and an introduction to scarcity.
Author : Andrea Saltelli
Publisher : John Wiley & Sons
ISBN 13 : 0471998923
Total Pages : 515 pages
Book Rating : 4.4/5 (719 download)
Download or read book Sensitivity Analysis written by Andrea Saltelli and published by John Wiley & Sons. This book was released on 2000-10-03 with total page 515 pages. Available in PDF, EPUB and Kindle. Book excerpt: Sensitivity analysis is used to ascertain how a given model output depends upon the input parameters. This is an important method for checking the quality of a given model, as well as a powerful tool for checking the robustness and reliability of its analysis. The topic is acknowledged as essential for good modelling practice, and is an implicit part of any modelling field. · Offers an accessible introduction to sensitivity analysis · Covers all the latest research · Illustrates concepts with numerous examples, applications and case studies · Includes contributions form the leading researchers active in developing strategies for sensitivity analysis The principles of sensitivity analysis area carefully described, and suitable methods for approaching many types of problems are given. The book introduces the modeller to the entire causal assessment chain, from data to predictions, whilst explaining the impact of source uncertainties and framing assumptions. A 'hitch-hiker's guide' is included to allow the more experienced reader to readily access specific applications. Modellers from a wide range of disciplines, including biostatistics, economics, environmental impact assessment, chemistry and engineering will benefit greatly form the numerous examples and applications.
Author : Adonis Yatchew
Publisher : Cambridge University Press
ISBN 13 : 9780521012263
Total Pages : 238 pages
Book Rating : 4.0/5 (122 download)
Download or read book Semiparametric Regression for the Applied Econometrician written by Adonis Yatchew and published by Cambridge University Press. This book was released on 2003-06-02 with total page 238 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an accessible collection of techniques for analyzing nonparametric and semiparametric regression models. Worked examples include estimation of Engel curves and equivalence scales, scale economies, semiparametric Cobb-Douglas, translog and CES cost functions, household gasoline consumption, hedonic housing prices, option prices and state price density estimation. The book should be of interest to a broad range of economists including those working in industrial organization, labor, development, urban, energy and financial economics. A variety of testing procedures are covered including simple goodness of fit tests and residual regression tests. These procedures can be used to test hypotheses such as parametric and semiparametric specifications, significance, monotonicity and additive separability. Other topics include endogeneity of parametric and nonparametric effects, as well as heteroskedasticity and autocorrelation in the residuals. Bootstrap procedures are provided.
Author : Jean-Philippe Bouchaud
Publisher : Cambridge University Press
ISBN 13 : 9780521819169
Total Pages : 410 pages
Book Rating : 4.8/5 (191 download)
Download or read book Theory of Financial Risk and Derivative Pricing written by Jean-Philippe Bouchaud and published by Cambridge University Press. This book was released on 2003-12-11 with total page 410 pages. Available in PDF, EPUB and Kindle. Book excerpt: Risk control and derivative pricing have become of major concern to financial institutions, and there is a real need for adequate statistical tools to measure and anticipate the amplitude of the potential moves of the financial markets. Summarising theoretical developments in the field, this 2003 second edition has been substantially expanded. Additional chapters now cover stochastic processes, Monte-Carlo methods, Black-Scholes theory, the theory of the yield curve, and Minority Game. There are discussions on aspects of data analysis, financial products, non-linear correlations, and herding, feedback and agent based models. This book has become a classic reference for graduate students and researchers working in econophysics and mathematical finance, and for quantitative analysts working on risk management, derivative pricing and quantitative trading strategies.
Author : Mark J. P. Anson
Publisher : John Wiley & Sons
ISBN 13 : 9781883249694
Total Pages : 202 pages
Book Rating : 4.2/5 (496 download)
Download or read book Accounting and Tax Rules for Derivatives written by Mark J. P. Anson and published by John Wiley & Sons. This book was released on 1999-11-09 with total page 202 pages. Available in PDF, EPUB and Kindle. Book excerpt: Derivatives and credit derivatives have emerged as significant areas of interest in portfolio planning and risk management. In this book, Mark Anson examines the accounting and taxation implications of these instruments, including the new accounting rules for derivative instruments promulgated by the financial Accounting Standards in the United States, the Accounting Standards Board in Great Britain, and the International Accounting Standards Committee. Regulatory requirements for disclosing derivatives and tax considerations for derivative instruments are discussed (including TRA-97.) Additionally, the book reviews the regulatory accounting deadlines introduced by the Securities and Exchange Commission and the Commodity Futures Trading Commission.
Author : Markus Bouziane
Publisher : Springer Science & Business Media
ISBN 13 : 3540770666
Total Pages : 207 pages
Book Rating : 4.5/5 (47 download)
Download or read book Pricing Interest-Rate Derivatives written by Markus Bouziane and published by Springer Science & Business Media. This book was released on 2008-03-18 with total page 207 pages. Available in PDF, EPUB and Kindle. Book excerpt: The author derives an efficient and accurate pricing tool for interest-rate derivatives within a Fourier-transform based pricing approach, which is generally applicable to exponential-affine jump-diffusion models.
Author :
Publisher :
ISBN 13 :
Total Pages : 408 pages
Book Rating : 4.3/5 (91 download)
Download or read book Mathematical Methods of Statistics written by and published by . This book was released on 2007 with total page 408 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Matthew Boelkins
Publisher : Createspace Independent Publishing Platform
ISBN 13 : 9781724458322
Total Pages : 560 pages
Book Rating : 4.4/5 (583 download)
Download or read book Active Calculus 2018 written by Matthew Boelkins and published by Createspace Independent Publishing Platform. This book was released on 2018-08-13 with total page 560 pages. Available in PDF, EPUB and Kindle. Book excerpt: Active Calculus - single variable is a free, open-source calculus text that is designed to support an active learning approach in the standard first two semesters of calculus, including approximately 200 activities and 500 exercises. In the HTML version, more than 250 of the exercises are available as interactive WeBWorK exercises; students will love that the online version even looks great on a smart phone. Each section of Active Calculus has at least 4 in-class activities to engage students in active learning. Normally, each section has a brief introduction together with a preview activity, followed by a mix of exposition and several more activities. Each section concludes with a short summary and exercises; the non-WeBWorK exercises are typically involved and challenging. More information on the goals and structure of the text can be found in the preface.
Author : Randall L. Eubank
Publisher : CRC Press
ISBN 13 : 9780824793371
Total Pages : 368 pages
Book Rating : 4.7/5 (933 download)
Download or read book Nonparametric Regression and Spline Smoothing, Second Edition written by Randall L. Eubank and published by CRC Press. This book was released on 1999-02-09 with total page 368 pages. Available in PDF, EPUB and Kindle. Book excerpt: Provides a unified account of the most popular approaches to nonparametric regression smoothing. This edition contains discussions of boundary corrections for trigonometric series estimators; detailed asymptotics for polynomial regression; testing goodness-of-fit; estimation in partially linear models; practical aspects, problems and methods for confidence intervals and bands; local polynomial regression; and form and asymptotic properties of linear smoothing splines.
Author : Ronald Cools
Publisher : Springer
ISBN 13 : 3319335073
Total Pages : 624 pages
Book Rating : 4.3/5 (193 download)
Download or read book Monte Carlo and Quasi-Monte Carlo Methods written by Ronald Cools and published by Springer. This book was released on 2016-06-13 with total page 624 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents the refereed proceedings of the Eleventh International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of Leuven (Belgium) in April 2014. These biennial conferences are major events for Monte Carlo and quasi-Monte Carlo researchers. The proceedings include articles based on invited lectures as well as carefully selected contributed papers on all theoretical aspects and applications of Monte Carlo and quasi-Monte Carlo methods. Offering information on the latest developments in these very active areas, this book is an excellent reference resource for theoreticians and practitioners interested in solving high-dimensional computational problems, arising, in particular, in finance, statistics and computer graphics.
Author : Ilya Shmulevich
Publisher : SIAM
ISBN 13 : 0898717639
Total Pages : 277 pages
Book Rating : 4.8/5 (987 download)
Download or read book Probabilistic Boolean Networks written by Ilya Shmulevich and published by SIAM. This book was released on 2010-01-01 with total page 277 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the first comprehensive treatment of probabilistic Boolean networks (PBNs), an important model class for studying genetic regulatory networks. This book covers basic model properties, including the relationships between network structure and dynamics, steady-state analysis, and relationships to other model classes." "Researchers in mathematics, computer science, and engineering are exposed to important applications in systems biology and presented with ample opportunities for developing new approaches and methods. The book is also appropriate for advanced undergraduates, graduate students, and scientists working in the fields of computational biology, genomic signal processing, control and systems theory, and computer science.
Author : Robert G. Parr
Publisher : Oxford University Press
ISBN 13 : 0195357736
Total Pages : 344 pages
Book Rating : 4.1/5 (953 download)
Download or read book Density-Functional Theory of Atoms and Molecules written by Robert G. Parr and published by Oxford University Press. This book was released on 1994-05-26 with total page 344 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a rigorous, unified account of the fundamental principles of the density-functional theory of the electronic structure of matter and its applications to atoms and molecules. Containing a detailed discussion of the chemical potential and its derivatives, it provides an understanding of the concepts of electronegativity, hardness and softness, and chemical reactivity. Both the Hohenberg-Kohn-Sham and the Levy-Lieb derivations of the basic theorems are presented, and extensive references to the literature are included. Two introductory chapters and several appendices provide all the background material necessary beyond a knowledge of elementary quantum theory. The book is intended for physicists, chemists, and advanced students in chemistry.
Author : George Bebis
Publisher : Springer Nature
ISBN 13 : 3030337235
Total Pages : 609 pages
Book Rating : 4.0/5 (33 download)
Download or read book Advances in Visual Computing written by George Bebis and published by Springer Nature. This book was released on 2019-10-25 with total page 609 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the 14th International Symposium on Visual Computing, ISVC 2019, held in Lake Tahoe, NV, USA in October 2019. The 100 papers presented in this double volume were carefully reviewed and selected from 163 submissions. The papers are organized into the following topical sections: Deep Learning I; Computer Graphics I; Segmentation/Recognition; Video Analysis and Event Recognition; Visualization; ST: Computational Vision, AI and Mathematical methods for Biomedical and Biological Image Analysis; Biometrics; Virtual Reality I; Applications I; ST: Vision for Remote Sensing and Infrastructure Inspection; Computer Graphics II; Applications II; Deep Learning II; Virtual Reality II; Object Recognition/Detection/Categorization; and Poster.
