Ditemukan 10 dokumen yang sesuai dengan query
Hardle, Wolfgang Karl, author
Focusing on applications this book presents the tools and concepts of multivariate data analysis in a way that is understandable for non-mathematicians and practitioners who need to analyze statistical data. The book surveys the basic principles of multivariate statistical data analysis and emphasizes both exploratory and inferential statistics. ...
Berlin: Springer, 2012
e20420175
eBooks Universitas Indonesia Library
Capasso, Vincenzo, author
[This book is an introduction to the theory of continuous-time stochastic processes. A balance of theory and applications, the work features concrete examples of modeling real-world problems from biology, medicine, finance, and insurance using stochastic methods. This textbook, offers a rigorous and self-contained introduction to the theory of continuous-time stochastic...
Boston: [Springer, ], 2012
e20395147
eBooks Universitas Indonesia Library
Asymptotic analysis of stochastic stock price models is the central topic of the present volume. Special examples of such models are stochastic volatility models, that have been developed as an answer to certain imperfections in a celebrated Black-Scholes model of option pricing. In a stock price model with stochastic volatility,...
Berlin: [Springer-Verlag, ], 2012
e20419048
eBooks Universitas Indonesia Library
Xidonas, Panos, author
The primary purpose in this book is to present an integrated and innovative methodological approach for the construction and selection of equity portfolios. The approach takes into account the inherent multidimensional nature of the problem, while allowing the decision makers to incorporate specified preferences in the decision processes....
New York: [Springer, ], 2012
e20419559
eBooks Universitas Indonesia Library
Cummins, Mark, editor
Presenting state-of-the-art methods in the area, the book begins with a presentation of weak discrete time approximations of jump-diffusion stochastic differential equations for derivatives pricing and risk measurement. Using a moving least squares reconstruction, a numerical approach is then developed that allows for the construction of arbitrage-free surfaces. Free boundary...
New York: [Springer, ], 2012
e20419496
eBooks Universitas Indonesia Library
This book represents the refereed proceedings of the Ninth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of Warsaw (Poland) in August 2010. These biennial conferences are major events for Monte Carlo and the premiere event for quasi-Monte Carlo research....
Berlin: Springer, 2012
e20420501
eBooks Universitas Indonesia Library
Hardle, Wolfgang Karl, author
Most of the observable phenomena in the empirical sciences are of a multivariate nature. In financial studies, assets are observed simultaneously and their joint development is analysed to better understand general risk and to track indices. In medicine recorded observations of subjects in different locations are the basis...
London: Springer , 2012
e20419192
eBooks Universitas Indonesia Library
Roman, Steven, author
This book concentrates on discrete derivative pricing models, culminating in a careful and complete derivation of the Black-Scholes option pricing formulas as a limiting case of the Cox-Ross-Rubinstein discrete model. In this edition the material on probability has been condensed into fewer chapters, and the material on the capital asset...
New York: Springer-Verlag, 2012
e20419593
eBooks Universitas Indonesia Library
Gunther, Michael, editor
ECMI, the European Consortium for Mathematics in Industry, is the European brand associated with applied mathematics for industry and organizes highly successful biannual conferences. In this series, the ECMI 2010, the 16th European Conference on Mathematics for Industry, was held in the historic city hall of Wuppertal in Germany. It...
Berlin: Springer, 2012
e20420515
eBooks Universitas Indonesia Library
Hult, Henrik, author
In Risk and portfolio analysis the authors present sound principles and useful methods for making investment and risk management decisions in the presence of hedgeable and non-hedgeable risks using the simplest possible principles, methods, and models that still capture the essential features of the real-world problems. They use rigorous, yet...
New York: [Springer Science, ], 2012
e20419358
eBooks Universitas Indonesia Library
