Ditapis dengan
Activist Business Ethics
Activist Ethics in Business -- Ethical and Democratic Evolution -- Activist Business Ethics in Christianity -- Activist Business Ethics in Judaism -- Activist Business Ethics in Other Religions -- Activist Business Ethics in Philosophy -- Psychological and Psychoanalytical Aspects -- International Aspects -- The Personification of Stakeholders -- The Predominance of Values and Ethics for CEOs -…
- Edisi
- 1st ed.
- ISBN/ISSN
- 9780387229140
- Deskripsi Fisik
- IX, 200 p.online resource.
- Judul Seri
- -
- No. Panggil
- -
Statistical Tools for Finance and Insurance
Finance -- Stable Distributions -- Extreme Value Analysis and Copulas -- Tail Dependence -- Pricing of Catastrophe Bonds -- Common Functional Implied Volatility Analysis -- Implied Trinomial Trees -- Heston's Model and the Smile -- FFT-based Option Pricing -- Valuation of Mortgage Backed Securities: from Optimality to Reality -- Predicting Bankruptcy with Support Vector Machines -- Econometric …
- Edisi
- 1st ed. 2005.
- ISBN/ISSN
- 9783540273950
- Deskripsi Fisik
- IV, 518 p.online resource.
- Judul Seri
- -
- No. Panggil
- -
Semiparametric Modeling of Implied Volatility
The Implied Volatility Surface -- Smile Consistent Volatility Models -- Smoothing Techniques -- Dimension-Reduced Modeling -- Conclusion and Outlook.The implied volatility surface is a key financial variable for the pricing and the risk management of plain vanilla and exotic options portfolios alike. Consequently, statistical models of the implied volatility surface are of immediate importance …
- Edisi
- 1st ed. 2005.
- ISBN/ISSN
- 9783540305910
- Deskripsi Fisik
- XVI, 224 p. 61 illus.online resource.
- Judul Seri
- -
- No. Panggil
- -
Risk and Asset Allocation
The statistics of asset allocation -- Univariate statistics -- Multivariate statistics -- Modeling the market -- Classical asset allocation -- Estimating the distribution of the market invariants -- Evaluating allocations -- Optimizing allocations -- Accounting for estimation risk -- Estimating the distribution of the market invariants -- Evaluating allocations -- Optimizing allocations.This en…
- Edisi
- 1st ed. 2005.
- ISBN/ISSN
- 9783540279044
- Deskripsi Fisik
- XXVI, 532 p.online resource.
- Judul Seri
- -
- No. Panggil
- -
Nonlinear Optimization with Financial Applications
Portfolio Optimization -- One-Variable Optimization -- Optimal Portfolios with N Assets -- Unconstrained Optimization in N Variables -- The Steepest Descent Method -- The Newton Method -- Quasi-Newton Methods -- Conjugate Gradient Methods -- Optimal Portfolios with Restrictions -- Larger-Scale Portfolios -- Data-Fitting & The Gauss-Newton Method -- Equality Constrained Optimization -- Linear Eq…
- Edisi
- 1st ed. 2005.
- ISBN/ISSN
- 9780387241494
- Deskripsi Fisik
- XVII, 261 p.online resource.
- Judul Seri
- -
- No. Panggil
- -
Modern Portfolio Optimization with NuOPT™, S-PLUS®, and S+Bayes™
Linear and Quadratic Programming -- General Optimization With Simple -- Advanced Issues in Mean-Variance Optimization -- Resampling and Portfolio Choice -- Scenario Optimization: Addressing Non-normality -- Robust Statistical Methods for Portfolio Construction -- Bayes Methods.In recent years portfolio optimization and construction methodologies have become an increasingly critical ingredient o…
- Edisi
- 1st ed. 2005.
- ISBN/ISSN
- 9780387275864
- Deskripsi Fisik
- XXII, 406 p.online resource.
- Judul Seri
- -
- No. Panggil
- -
Mathematics of Financial Markets
Pricing by Arbitrage -- Martingale Measures -- The First Fundamental Theorem -- Complete Markets -- Discrete-time American Options -- Continuous-Time Stochastic Calculus -- Continuous-Time European Options -- The American Put Option -- Bonds and Term Structure -- Consumption-Investment Strategies -- Measures of Risk.This book presents the mathematics that underpins pricing models for derivative…
- Edisi
- 2nd ed. 2005.
- ISBN/ISSN
- 9780387226408
- Deskripsi Fisik
- XII, 354 p.online resource.
- Judul Seri
- -
- No. Panggil
- -
The Power Struggles over the Post-neoliberal Social Security System Reforms i…
Introduction -- Chapter 1. Theoretical Approach -- Chapter 2. Methodological Approach -- Chapter 3. Analysis of the Power Struggles over the Post-Neoliberal Social Security System Reform in Venezuela -- Chapter 4. Analysis of the Power Struggles over the Post-Neoliberal Social Security System Reform in Ecuador -- Chapter 5. Comparative Analysis of the Power Struggles over the Post-Neoliberal So…
- Edisi
- 1st ed.
- ISBN/ISSN
- 9783319981680
- Deskripsi Fisik
- XIX, 277 p. 5 illus., 2 illus. in color.online resource.
- Judul Seri
- -
- No. Panggil
- -
Martingale Methods in Financial Modelling
Spot and Futures Markets -- An Introduction to Financial Derivatives -- Discrete-time Security Markets -- Benchmark Models in Continuous Time -- Foreign Market Derivatives -- American Options -- Exotic Options -- Volatility Risk -- Continuous-time Security Markets -- Fixed-income Markets -- Interest Rates and Related Contracts -- Short-Term Rate Models -- Models of Instantaneous Forward Rates -…
- Edisi
- 2nd ed. 2005.
- ISBN/ISSN
- 9783540266532
- Deskripsi Fisik
- XVI, 638 p.online resource.
- Judul Seri
- -
- No. Panggil
- -
An Introduction to Continuous-Time Stochastic Processes
The Theory of Stochastic Processes -- Fundamentals of Probability -- Stochastic Processes -- The Itô Integral -- Stochastic Differential Equations -- The Applications of Stochastic Processes -- Applications to Finance and Insurance -- Applications to Biology and Medicine.This concisely written book is a rigorous and self-contained introduction to the theory of continuous-time stochastic proces…
- Edisi
- 1st ed. 2005.
- ISBN/ISSN
- 9780817644284
- Deskripsi Fisik
- XIV, 344 p. 13 illus.online resource.
- Judul Seri
- -
- No. Panggil
- -
Karya Umum 
Filsafat 
Agama 
Ilmu-ilmu Sosial 
Bahasa 
Ilmu-ilmu Murni 
Ilmu-ilmu Terapan 
Kesenian, Hiburan, dan Olahraga 
Kesusastraan 
Geografi dan Sejarah