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Ditemukan 38 dokumen yang sesuai dengan query

Econophysics : background and applications in economics, finance, and sociophysics / edited by Gheorghe Savoiu

The remarkable evolution of econophysics research has brought the deep synthesis of ideas derived from economics and physics to subjects as diverse as education, banking, finance, and the administration of large institutions. The original papers in this collection present a broad summary of these advances, written by interdisciplinary specialists....

Oxford, UK: Academic Press, 2013

e20427115

eBooks Universitas Indonesia Library

Roberts, A. J., author

Elementary calculus of financial mathematics

Modern financial mathematics relies on the theory of random processes in time, reflecting the erratic fluctuations in financial markets.This book introduces the fascinating area of financial mathematics and its calculus in an accessible manner geared toward undergraduate students. Using little high-level mathematics, the author presents the basic methods for evaluating...

Philadelphia: Society for Industrial and Applied Mathematics, 2009

e20450758

eBooks Universitas Indonesia Library

Soubeiga, Eric, author

Mastering financial modeling : a professional's guide to building financial models in Excel

Summary: All the precision of financial modeling - and none of the complexity. Evidence-based decision making is only as good as the external evidence on which it is based. This title offers a simplified method for building the fast and accurate financial models serious evidence based decision makers nee...

New York: McGraw-Hill, 2013

658.150 SOU m

Buku Teks Universitas Indonesia Library

Mantegna, Rosario N., author

An introduction to econophysics correlations and complexity in finance

Cambridge, UK: Cambridge University Press, 2004

332.01 MAN i

Buku Teks Universitas Indonesia Library

Ariane Surya Wardhani, author

Penyelesaian masalah optimisasi portofolio mean-variance menggunakan persamaan Hamilton-Jacobi-Bellman = Mean-variance portfolio optimization problem solving using the Hamilton-Jacobi-Bellman Equation

Pembentukan portofolio investasi merupakan salah satu bagian penting bagi investor untuk mengantisipasi kerugian. Untuk mendapatkan hasil investasi yang optimal, maka perlu untuk mencari portofolio yang optimal. Optimisasi portofolio mean-variance dilakukan dengan meminimumkan risiko portofolio yang diukur dari variansi portofolio dan kendala ekspektasi return portofolio sudah ditentukan. Optimisasi portofolio mean-variance dikategorikan...

Depok: Fakultas Matematika dan Ilmu Pengetahuan Alam Universitas Indonesia, 2017

S69730

UI - Skripsi (Membership) Universitas Indonesia Library

Bølviken, Erik, author

Computation and modeling in insurance and finance

Focusing on what actuaries need in practice, this introductory account provides readers with essential tools for handling complex problems and explains how simulation models can be created, used and re-used (with modifications) in related situations. The book begins by outlining the basic tools of modelling and simulation, including a discussion...

United Kingdom: Cambridge University Press, 2014

e20528025

eBooks Universitas Indonesia Library