Описание: This handbook brings together a comprehensive collection of mathematical material in one location. It also offers a variety of new results interpreted in a form that is particularly useful to engineers, scientists, and applied mathematicians.
Автор: Ahsanullah Название: Extreme Value Distributions ISBN: 9462392218 ISBN-13(EAN): 9789462392212 Издательство: Springer Рейтинг: Цена: 10760.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The aim of the book is to give a through account of the basic theory of extreme value distributions. The book cover a wide range of materials available to date. The central ideas and results of extreme value distributions are presented. The book rwill be useful o applied statisticians as well statisticians interrested to work in the area of extremen value distributions.vmonograph presents the central ideas and results of extreme value distributions.The monograph gives self-contained of theory and applications of extreme value distributions.
Автор: Simon Название: Distributions ISBN: 1786300109 ISBN-13(EAN): 9781786300102 Издательство: Wiley Рейтинг: Цена: 22010.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
This book is the second of a set dedicated to the mathematical tools used in partial differential equations derived from physics. It presents the properties of continuous functions, which are useful for solving partial differential equations, and, more particularly, for constructing distributions valued in a Neumann space. The author examines partial derivatives, the construction of primitives, integration and the weighting of value functions in a Neumann space. Many of them are new generalizations of classical properties for values in a Banach space. Simple methods, semi-norms, sequential properties and others are discussed, making these tools accessible to the greatest number of students - doctoral students, postgraduate students - engineers and researchers, without restricting or generalizing the results.
Автор: Jondeau Eric Название: Financial Modeling Under Non-Gaussian Distributions ISBN: 1849965994 ISBN-13(EAN): 9781849965996 Издательство: Springer Цена: 12577.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Practitioners and researchers who have handled financial market data know that asset returns do not behave according to the bell-shaped curve, associated with the Gaussian or normal distribution. Indeed, the use of Gaussian models when the asset return distributions are not normal could lead to a wrong choice of portfolio, the underestimation of extreme losses or mispriced derivative products. Consequently, non-Gaussian models and models based on processes with jumps, are gaining popularity among financial market practitioners.
Non-Gaussian distributions are the key theme of this book which addresses the causes and consequences of non-normality and time dependency in both asset returns and option prices. One of the main aims is to bridge the gap between the theoretical developments and the practical implementations of what many users and researchers perceive as "sophisticated" models or black boxes. The book is written for non-mathematicians who want to model financial market prices so the emphasis throughout is on practice. There are abundant empirical illustrations of the models and techniques described, many of which could be equally applied to other financial time series, such as exchange and interest rates.
The authors have taken care to make the material accessible to anyone with a basic knowledge of statistics, calculus and probability, while at the same time preserving the mathematical rigor and complexity of the original models.
This book will be an essential reference for practitioners in the finance industry, especially those responsible for managing portfolios and monitoring financial risk, but it will also be useful for mathematicians who want to know more about how their mathematical tools are applied in finance, and as a text for advanced courses in empirical finance; financial econometrics and financial derivatives.
Автор: Duangkamon Chotikapanich Название: Modeling Income Distributions and Lorenz Curves ISBN: 1441924930 ISBN-13(EAN): 9781441924933 Издательство: Springer Рейтинг: Цена: 29209.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The parameterization of income distributions using Lorenz Curves is a useful technique to analyze the characteristics of income inequality within a given population. This book brings together classic papers in the field including cutting-edge contributions.
Автор: Johnson, N.L. Название: Continuous Univariate Distributions ISBN: 0471584940 ISBN-13(EAN): 9780471584940 Издательство: Wiley Рейтинг: Цена: 36424.00 р. Наличие на складе: Поставка под заказ.
Описание: This volume presents a detailed description of the statistical distributions that are commonly applied to such fields as engineering, business, economics and the behavioural, biological and environmental sciences.
Автор: Johnson, N.L. Название: Continuous Univariate Distributions ISBN: 0471584959 ISBN-13(EAN): 9780471584957 Издательство: Wiley Рейтинг: Цена: 36424.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This volume contains a detailed description of the statistical distributions that are commonly used in various applied areas, such as engineering, business, economics and the behavioural, biological and environmental sciences. It covers general and specific continuous distributions.
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