Ditapis dengan
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
- -
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
- -
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
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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
- -
Inference in Hidden Markov Models
Main Definitions and Notations -- Main Definitions and Notations -- State Inference -- Filtering and Smoothing Recursions -- Advanced Topics in Smoothing -- Applications of Smoothing -- Monte Carlo Methods -- Sequential Monte Carlo Methods -- Advanced Topics in Sequential Monte Carlo -- Analysis of Sequential Monte Carlo Methods -- Parameter Inference -- Maximum Likelihood Inference, Part I: Op…
- Edisi
- 1st ed. 2005.
- ISBN/ISSN
- 9780387289823
- Deskripsi Fisik
- XVII, 653 p.online resource.
- Judul Seri
- -
- No. Panggil
- -
Inference for Change Point and Post Change Means After a CUSUM Test
CUSUM Procedure -- Change-Point Estimation -- Confidence Interval for Change-Point -- Inference for Post-Change Mean -- Estimation After False Signal -- Inference with Change in Variance -- Sequential Classification and Segmentation -- An Adaptive CUSUM Procedure -- Dependent Observation Case -- Other Methods and Remarks.This monograph is the first to systematically study the bias of estimators…
- Edisi
- 1st ed. 2005.
- ISBN/ISSN
- 9780387262697
- Deskripsi Fisik
- XIII, 158 p.online resource.
- Judul Seri
- -
- No. Panggil
- -
Estimation in Conditionally Heteroscedastic Time Series Models
Some Mathematical Tools -- Financial Time Series: Facts and Models -- Parameter Estimation: An Overview -- Quasi Maximum Likelihood Estimation in Conditionally Heteroscedastic Time Series Models: A Stochastic Recurrence Equations Approach -- Maximum Likelihood Estimation in Conditionally Heteroscedastic Time Series Models -- Quasi Maximum Likelihood Estimation in a Generalized Conditionally Het…
- Edisi
- 1st ed. 2005.
- ISBN/ISSN
- 9783540269786
- Deskripsi Fisik
- XVI, 228 p.online resource.
- Judul Seri
- -
- No. Panggil
- -
A Course in Derivative Securities
to Option Pricing -- Asset Pricing Basics -- Continuous-Time Models -- Black-Scholes -- Estimating and Modelling Volatility -- to Monte Carlo and Binomial Models -- Advanced Option Pricing -- Foreign Exchange -- Forward, Futures, and Exchange Options -- Exotic Options -- More on Monte Carlo and Binomial Valuation -- Finite Difference Methods -- Fixed Income -- Fixed Income Concepts -- to Fixed …
- Edisi
- 1st ed. 2005.
- ISBN/ISSN
- 9783540279006
- Deskripsi Fisik
- XVI, 356 p.online resource.
- Judul Seri
- -
- No. Panggil
- -
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