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Author : Stuart McDonald
Publisher :
ISBN 13 :
Total Pages : 32 pages
Book Rating : 4.3/5 (91 download)
Download or read book Numerical Simulation of the Term Structure of Interest Rates Using a Random Field written by Stuart McDonald and published by . This book was released on 2002 with total page 32 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Stuart McDonald
Publisher :
ISBN 13 :
Total Pages : 36 pages
Book Rating : 4.3/5 (91 download)
Download or read book Using Simulated Annealing to Compute the Trembles of Trembling Hand Perfection written by Stuart McDonald and published by . This book was released on 2002 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Howard E. Doran
Publisher :
ISBN 13 :
Total Pages : 38 pages
Book Rating : 4.3/5 (91 download)
Download or read book Imposing Observation-varying Equality Constraints Using Generalised Restricted Least Squares written by Howard E. Doran and published by . This book was released on 2003 with total page 38 pages. Available in PDF, EPUB and Kindle. Book excerpt: Solves the problem of Restricted Least Squares by developing a new estimator that collapses RLS in cases where the restrictions are observation invariant.
Author : Jiro Akahori
Publisher : World Scientific
ISBN 13 : 9814483095
Total Pages : 410 pages
Book Rating : 4.8/5 (144 download)
Download or read book Stochastic Processes And Applications To Mathematical Finance - Proceedings Of The Ritsumeikan International Symposium written by Jiro Akahori and published by World Scientific. This book was released on 2004-07-06 with total page 410 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains 17 articles on stochastic processes (stochastic calculus and Malliavin calculus, functionals of Brownian motions and Lévy processes, stochastic control and optimization problems, stochastic numerics, and so on) and their applications to problems in mathematical finance.The proceedings have been selected for coverage in:• Index to Scientific & Technical Proceedings® (ISTP® / ISI Proceedings)• Index to Scientific & Technical Proceedings (ISTP CDROM version / ISI Proceedings)• Index to Social Sciences & Humanities Proceedings® (ISSHP® / ISI Proceedings)• Index to Social Sciences & Humanities Proceedings (ISSHP CDROM version / ISI Proceedings)• CC Proceedings — Engineering & Physical Sciences
Author : Ole E. Barndorff-Nielsen
Publisher : Springer
ISBN 13 : 3319941291
Total Pages : 418 pages
Book Rating : 4.3/5 (199 download)
Download or read book Ambit Stochastics written by Ole E. Barndorff-Nielsen and published by Springer. This book was released on 2018-11-01 with total page 418 pages. Available in PDF, EPUB and Kindle. Book excerpt: Drawing on advanced probability theory, Ambit Stochastics is used to model stochastic processes which depend on both time and space. This monograph, the first on the subject, provides a reference for this burgeoning field, complete with the applications that have driven its development. Unique to Ambit Stochastics are ambit sets, which allow the delimitation of space-time to a zone of interest, and ambit fields, which are particularly well-adapted to modelling stochastic volatility or intermittency. These attributes lend themselves notably to applications in the statistical theory of turbulence and financial econometrics. In addition to the theory and applications of Ambit Stochastics, the book also contains new theory on the simulation of ambit fields and a comprehensive stochastic integration theory for Volterra processes in a non-semimartingale context. Written by pioneers in the subject, this book will appeal to researchers and graduate students interested in empirical stochastic modelling.
Author :
Publisher : World Scientific
ISBN 13 : 9812702857
Total Pages : 410 pages
Book Rating : 4.8/5 (127 download)
Download or read book Stochastic Processes and Applications to Mathematical Finance written by and published by World Scientific. This book was released on 2004 with total page 410 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains 17 articles on stochastic processes (stochastic calculus and Malliavin calculus, functionals of Brownian motions and L(r)vy processes, stochastic control and optimization problems, stochastic numerics, and so on) and their applications to problems in mathematical finance.The proceedings have been selected for coverage in: OCo Index to Scientific & Technical Proceedings- (ISTP- / ISI Proceedings)OCo Index to Scientific & Technical Proceedings (ISTP CDROM version / ISI Proceedings)OCo Index to Social Sciences & Humanities Proceedings- (ISSHP- / ISI Proceedings)OCo Index to Social Sciences & Humanities Proceedings (ISSHP CDROM version / ISI Proceedings)OCo CC Proceedings OCo Engineering & Physical Sciences"
Author : Jiro Akahori
Publisher : World Scientific
ISBN 13 : 9812387781
Total Pages : 410 pages
Book Rating : 4.8/5 (123 download)
Download or read book Stochastic Processes and Applications to Mathematical Finance written by Jiro Akahori and published by World Scientific. This book was released on 2004 with total page 410 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains articles on stochastic processes (stochastic calculus and Malliavin calculus, functionals of Brownian motions and Levy processes, stochastic control and optimization problems, stochastic numerics, and so on) and their applications to problems in mathematical finance. Examples of topics are applications of Malliavin calculus and numerical analysis to a new simulation scheme for calculating the price of financial derivatives, applications of the asymptotic expansion method in Malliavin calculus to financial problems, semimartingale decompositions under an enlargement of filtrations in connection with insider problems, and the problem of transaction costs in connection with stochastic control and optimization problems.
Author : Guy R. West
Publisher :
ISBN 13 :
Total Pages : 66 pages
Book Rating : 4.3/5 (91 download)
Download or read book Structural Change, Intersectoral Linkages and Hollowing-out in the Taiwanese Economy, 1976-1994 written by Guy R. West and published by . This book was released on 2003 with total page 66 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Erwin Bolthausen
Publisher : Birkhäuser
ISBN 13 : 3034870264
Total Pages : 392 pages
Book Rating : 4.0/5 (348 download)
Download or read book Seminar on Stochastic Analysis, Random Fields and Applications written by Erwin Bolthausen and published by Birkhäuser. This book was released on 2012-12-06 with total page 392 pages. Available in PDF, EPUB and Kindle. Book excerpt: Pure and applied stochastic analysis and random fields form the subject of this book. The collection of articles on these topics represent the state of the art of the research in the field, with particular attention being devoted to stochastic models in finance. Some are review articles, others are original papers; taken together, they will apprise the reader of much of the current activity in the area.
Author : Peter D. Congdon
Publisher : CRC Press
ISBN 13 : 0429532903
Total Pages : 487 pages
Book Rating : 4.4/5 (295 download)
Download or read book Bayesian Hierarchical Models written by Peter D. Congdon and published by CRC Press. This book was released on 2019-09-16 with total page 487 pages. Available in PDF, EPUB and Kindle. Book excerpt: An intermediate-level treatment of Bayesian hierarchical models and their applications, this book demonstrates the advantages of a Bayesian approach to data sets involving inferences for collections of related units or variables, and in methods where parameters can be treated as random collections. Through illustrative data analysis and attention to statistical computing, this book facilitates practical implementation of Bayesian hierarchical methods. The new edition is a revision of the book Applied Bayesian Hierarchical Methods. It maintains a focus on applied modelling and data analysis, but now using entirely R-based Bayesian computing options. It has been updated with a new chapter on regression for causal effects, and one on computing options and strategies. This latter chapter is particularly important, due to recent advances in Bayesian computing and estimation, including the development of rjags and rstan. It also features updates throughout with new examples. The examples exploit and illustrate the broader advantages of the R computing environment, while allowing readers to explore alternative likelihood assumptions, regression structures, and assumptions on prior densities. Features: Provides a comprehensive and accessible overview of applied Bayesian hierarchical modelling Includes many real data examples to illustrate different modelling topics R code (based on rjags, jagsUI, R2OpenBUGS, and rstan) is integrated into the book, emphasizing implementation Software options and coding principles are introduced in new chapter on computing Programs and data sets available on the book’s website
Author : Rodney Beard
Publisher :
ISBN 13 :
Total Pages : 30 pages
Book Rating : 4.3/5 (91 download)
Download or read book Comparing Income Distributions Between Economies that Reward Innovation and Those that Reward Knowledge written by Rodney Beard and published by . This book was released on 2002 with total page 30 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Cheng-Few Lee
Publisher : Springer Science & Business Media
ISBN 13 : 0387771174
Total Pages : 1700 pages
Book Rating : 4.3/5 (877 download)
Download or read book Handbook of Quantitative Finance and Risk Management written by Cheng-Few Lee and published by Springer Science & Business Media. This book was released on 2010-06-14 with total page 1700 pages. Available in PDF, EPUB and Kindle. Book excerpt: Quantitative finance is a combination of economics, accounting, statistics, econometrics, mathematics, stochastic process, and computer science and technology. Increasingly, the tools of financial analysis are being applied to assess, monitor, and mitigate risk, especially in the context of globalization, market volatility, and economic crisis. This two-volume handbook, comprised of over 100 chapters, is the most comprehensive resource in the field to date, integrating the most current theory, methodology, policy, and practical applications. Showcasing contributions from an international array of experts, the Handbook of Quantitative Finance and Risk Management is unparalleled in the breadth and depth of its coverage. Volume 1 presents an overview of quantitative finance and risk management research, covering the essential theories, policies, and empirical methodologies used in the field. Chapters provide in-depth discussion of portfolio theory and investment analysis. Volume 2 covers options and option pricing theory and risk management. Volume 3 presents a wide variety of models and analytical tools. Throughout, the handbook offers illustrative case examples, worked equations, and extensive references; additional features include chapter abstracts, keywords, and author and subject indices. From "arbitrage" to "yield spreads," the Handbook of Quantitative Finance and Risk Management will serve as an essential resource for academics, educators, students, policymakers, and practitioners.
Author : J. J. Robinson
Publisher :
ISBN 13 :
Total Pages : 40 pages
Book Rating : 4.3/5 (91 download)
Download or read book Estimating Preferences for Water Quality Improvements Using a Citizens' Jury and Choice Modelling written by J. J. Robinson and published by . This book was released on 2002 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt: The study informed members of the community about water quality issues in the catchment and then solicited their opinions about whether more resources should be devoted towards it.
Author : A. J. Makin
Publisher :
ISBN 13 :
Total Pages : 28 pages
Book Rating : 4.3/5 (91 download)
Download or read book Feasible Limits for External Deficits and Debt written by A. J. Makin and published by . This book was released on 2003 with total page 28 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : R. Bandara
Publisher :
ISBN 13 :
Total Pages : 34 pages
Book Rating : 4.3/5 (91 download)
Download or read book Does the Economic Value of the Asian Elephant to Urban Dwellers Exceed Their Cost to the Farmers? written by R. Bandara and published by . This book was released on 2003 with total page 34 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : James Laurenceson
Publisher :
ISBN 13 :
Total Pages : 26 pages
Book Rating : 4.3/5 (91 download)
Download or read book Economic Integration Between China and ASEAN written by James Laurenceson and published by . This book was released on 2003 with total page 26 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Rajna Gibson
Publisher : Now Publishers Inc
ISBN 13 : 1601983727
Total Pages : 171 pages
Book Rating : 4.6/5 (19 download)
Download or read book Modeling the Term Structure of Interest Rates written by Rajna Gibson and published by Now Publishers Inc. This book was released on 2010 with total page 171 pages. Available in PDF, EPUB and Kindle. Book excerpt: Modeling the Term Structure of Interest Rates provides a comprehensive review of the continuous-time modeling techniques of the term structure applicable to value and hedge default-free bonds and other interest rate derivatives.
