Ditapis dengan
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
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Planning and Scheduling in Manufacturing and Services
Preliminaries -- Manufacturing Models -- Service Models -- Planning and Scheduling in Manufacturing -- Project Planning and Scheduling -- Machine Scheduling and Job Shop Scheduling -- Scheduling of Flexible Assembly Systems -- Economic Lot Scheduling -- Planning and Scheduling in Supply Chains -- Planning and Scheduling in Services -- Interval Scheduling, Reservations, and Timetabling -- Schedu…
- Edisi
- 1st ed. 2005.
- ISBN/ISSN
- 9780387273990
- Deskripsi Fisik
- XVI, 506 p.online resource.
- Judul Seri
- -
- No. Panggil
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Permutation, Parametric, and Bootstrap Tests of Hypotheses
A Wide Range of Applications -- Optimal Procedures -- Testing Hypotheses -- Distributions -- Multiple Tests -- Experimental Designs -- Multifactor Designs -- Categorical Data -- Multivariate Analysis -- Clustering in Time and Space -- Coping with Disaster -- Solving the Unsolved and the Insolvable -- Publishing Your Results -- Increasing Computational Efficiency.This text will equip both practi…
- Edisi
- 3rd ed. 2005.
- ISBN/ISSN
- 9780387271583
- Deskripsi Fisik
- XX, 316 p. 14 illus.online resource.
- Judul Seri
- -
- No. Panggil
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New Developments in Classification and Data Analysis
Classification and Clustering -- Multi-Class Budget Exploratory Trees -- Methods to Compare Nonparametric Classifiers and to Select the Predictors -- Variable Selection in Cell Classification Problems: A Strategy Based on Independent Component Analysis -- Simplifying Classification Trees Through Consensus Methods -- Selecting the Training Set in Classification Problems with Rare Events -- A Cla…
- Edisi
- 1st ed. 2005.
- ISBN/ISSN
- 9783540273738
- Deskripsi Fisik
- X, 370 p. 92 illus.online resource.
- Judul Seri
- -
- No. Panggil
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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
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Modeling Longitudinal Data
to Longitudinal Data -- Plots -- Simple Analyses -- Critiques of Simple Analyses -- The Multivariate Normal Linear Model -- Tools and Concepts -- Specifying Covariates -- Modeling the Covariance Matrix -- Random Effects Models -- Residuals and Case Diagnostics -- Discrete Longitudinal Data -- Missing Data -- Analyzing Two Longitudinal Variables -- Further Reading.Longitudinal data are ubiquitou…
- Edisi
- 1st ed. 2005.
- ISBN/ISSN
- 9780387283142
- Deskripsi Fisik
- XXII, 432 p.online resource.
- Judul Seri
- -
- No. Panggil
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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
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Towards Zero Waste
1 -- TOWARDS ZERO WASTE, CIRCULAR ECONOMY BOOST: WASTE TO RESOURCES (Introduction) -- A -- CIRCULAR ECONOMY AND ZERO WASTE -- 2. Potentials and challenges for a circular economy in Mexico (Hans Dieleman & Concepción Martínez) -- 3. Solid waste management for circular economy. Challenges and opportunities in Romania – The case study of Iasi County 4. - Feasibility analysis of a Cap-and–Tr…
- Edisi
- 1st ed.
- ISBN/ISSN
- 9783319929316
- Deskripsi Fisik
- XIV, 273 p. 50 illus., 12 illus. in color.online resource.
- Judul Seri
- -
- No. Panggil
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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
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Innovations in Classification, Data Science, and Information Systems
Discrimination and Clustering -- Probability Models and Statistical Methods -- Pattern Recognition and Computational Learning -- Time Series Analysis -- Marketing, Retailing, and Marketing Research -- Finance, Capital Markets, and Risk Management -- Production, Logistics, and Controlling -- Medicine and Health Services.
- Edisi
- 1st ed. 2005.
- ISBN/ISSN
- 9783540269816
- Deskripsi Fisik
- XII, 616 p. 143 illus.online resource.
- Judul Seri
- -
- No. Panggil
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Karya Umum 
Filsafat 
Agama 
Ilmu-ilmu Sosial 
Bahasa 
Ilmu-ilmu Murni 
Ilmu-ilmu Terapan 
Kesenian, Hiburan, dan Olahraga 
Kesusastraan 
Geografi dan Sejarah