Ditapis dengan
Applied Stochastic Control of Jump Diffusions
Stochastic Calculus with Jump diffusions -- Optimal Stopping of Jump Diffusions -- Stochastic Control of Jump Diffusions -- Combined Optimal Stopping and Stochastic Control of Jump Diffusions -- Singular Control for Jump Diffusions -- Impulse Control of Jump Diffusions -- Approximating Impulse Control of Diffusions by Iterated Optimal Stopping -- Combined Stochastic Control and Impulse Control …
- Edisi
- 1st ed. 2005.
- ISBN/ISSN
- 9783540264415
- Deskripsi Fisik
- X, 214 p.online resource.
- Judul Seri
- -
- No. Panggil
- -
Empirical Techniques in Finance
Basic Probability Theory and Markov Chains -- Estimation Techniques -- Non-Parametric Method of Estimation -- Unit Root, Cointegration and Related Issues -- VAR Modeling -- Time Varying Volatility Models -- State-Space Models (I) -- State-Space Models (II) -- Discrete Time Real Asset Valuation Model -- Discrete Time Model of Interest Rate -- Global Bubbles in Stock Markets and Linkages -- Forwa…
- Edisi
- 1st ed.
- ISBN/ISSN
- 9783540276425
- Deskripsi Fisik
- XII, 243 p.online resource.
- Judul Seri
- -
- No. Panggil
- -
The Economics of Foreign Exchange and Global Finance
Foreign Exchange Markets and Foreign Exchange Rates -- Exchange Rate Regimes and International Monetary Systems -- International Parity Conditions -- Balance of Payments and International Investment Positions -- Open Economy Macroeconomics -- The Mundell-Fleming Model -- The Flexible Price Monetary Model -- The Dornbusch Model -- Global Derivatives Markets -- Currency Futures -- Currency Option…
- Edisi
- 1st ed.
- ISBN/ISSN
- 9783540285243
- Deskripsi Fisik
- XII, 352 p. 71 illus.online resource.
- Judul Seri
- -
- No. Panggil
- -
Advances in Mathematical Economics Volume 7
Research Articles -- Some variational convergence results for a class of evolution inclusions of second order using Young measures -- Law invariant convex risk measures -- A method in demand analysis connected with the Monge—Kantorovich problem -- Real indeterminacy of equilibria with real and nominal assets -- The bearing of duality on microeconomics.A lot of economic problems can be formula…
- Edisi
- 1st ed
- ISBN/ISSN
- 9784431272335
- Deskripsi Fisik
- V, 144 p.online resource.
- Judul Seri
- -
- No. Panggil
- -
Risk Management
Bank Risk Management -- Basel II and the Effects on the Banking Sector -- Conflicts of Interest and Market Discipline in Financial Services Firms -- Risk Management and Value Creation in Banks -- The New Basel Capital Accord -- Value at Rist: Regulatory and Other Applications, Methods, and Criticism -- Parsimonious Value at Risk for Fixed Income Portfolios -- Risk Budgeting with Value at Risk L…
- Edisi
- 2nd ed. 2005.
- ISBN/ISSN
- 9783540269939
- Deskripsi Fisik
- XXVII, 838 p.online resource.
- Judul Seri
- -
- No. Panggil
- -
Portfolio Management with Heuristic Optimization
Portfolio Management -- Heuristic Optimization -- Transaction Costs and Integer Constraints -- Diversification in Small Portfolios -- Cardinality Constraints for Markowitz Efficient Lines -- The Hidden Risk of Value at Risk -- Finding Relevant Risk Factors in Asset Pricing -- Concluding Remarks.Portfolio Management with Heuristic Optimization consist of two parts. The first part (Foundations) d…
- Edisi
- 1st ed. 2005.
- ISBN/ISSN
- 9780387258539
- Deskripsi Fisik
- XIV, 223 p.online resource.
- Judul Seri
- -
- No. Panggil
- -
Strategic Trading in Illiquid Markets
Modeling Feedback Effects with Stochastic Liquidity -- Optimal Liquidation Strategies -- The Navigation of an Iceberg: The Optimal Use of Hidden Orders.The Area of Research and the Object of Investigation In this thesis we will investigate trading strategies in illiquid markets from a market microstructure perspective. Market microstructure is the academic term for the branch of financial econo…
- Edisi
- 1st ed. 2005.
- ISBN/ISSN
- 9783540263159
- Deskripsi Fisik
- XIV, 118 p. 29 illus.online resource.
- Judul Seri
- -
- No. Panggil
- -
Real Options Valuation
Real Options in Theory and Practice -- Stochastic Models for the Term Structure of Interest Rates -- Real Options Valuation Tools in Corporate Finance -- Analysis of Various Real Options in Simulations and Backtesting -- Summary and Outlook.Managerial decision-making during the lifetime of a project can have im portant implications on project handling and its contribution to shareholder value…
- Edisi
- 1st ed. 2005.
- ISBN/ISSN
- 9783540285120
- Deskripsi Fisik
- XVI, 360 p.online resource.
- Judul Seri
- -
- No. Panggil
- -
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