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Credit Risk Valuation / Methods, Models, and Applications, Ammann Manuel


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Цена: 15894р.
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Наличие: Поставка под заказ.  Есть в наличии на складе поставщика.
Склад Англия: 8 шт.  Склад Америка: 124 шт.  
При оформлении заказа до: 10 дек 2019
Ориентировочная дата поставки: начало Февраля

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Автор: Ammann Manuel
Название:  Credit Risk Valuation / Methods, Models, and Applications
Издательство: Springer
Классификация:
Финансы
Управление и методы управления
Прикладная математика

ISBN: 3540678050
ISBN-13(EAN): 9783540678052
ISBN: 3-540-67805-0
ISBN-13(EAN): 978-3-540-67805-2
Обложка/Формат: Hardback
Страницы: 268
Вес: 0.553 кг.
Дата издания: 25.02.2002
Серия: Springer Finance
Язык: ENG
Издание: 2nd ed. 2001. corr.
Иллюстрации: 17 black & white illustrations, 23 black & white t
Размер: 24.38 x 16.36 x 1.98 cm
Читательская аудитория: Professional & vocational
Подзаголовок: Methods, models and applications
Ссылка на Издательство: Link
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Поставляется из: Германии
Описание: This book offers an advanced introduction to the models of credit risk valuation. It concentrates on firm-value and reduced-form approaches and their applications in practice. Additionally, the book includes new models for valuing derivative securities with credit risk, focussing on options and forward contracts subject to counterparty default risk, but also treating options on credit-risky bonds and credit derivatives. The text provides detailed descriptions of the state-of-the-art martingale methods and advanced numerical implementations based on multi-variate trees used to price derivative credit risk. Numerical examples illustrate the effects of credit risk on the prices of financial derivatives.
Дополнительное описание: Формат: 235x155
Илюстрации: 17
Круг читателей: Scientists and researchers, lecturers
Ключевые слова: Bewertung
Counterparty Risk
Credit Risk
Derivative
Derivatives
Insolvenzrisiko
Kreditrisiko
Martingales
Pricing
Valuation
Язык: eng
Издание: 2nd ed. 2001. Corr. 2nd p
Оглавление: Introduction.- Contingent Claim Valuation.- Credit Risk Models.- A Firm Value Pricing Model for Derivatives with Counterparty Default Risk.- A Hybrid Pricing Model for Contingent Claims with Credit Risk.- Pricing Credit Derivatives.- Conclusion.- Useful Tools from Martingale Theory.- References.- List of Figures.- List of Tables.- Index.





Mathematical methods and models for economists

Автор: Fuente, Angel de la.
Название: Mathematical methods and models for economists
ISBN: 0521585295 ISBN-13(EAN): 9780521585293
Издательство: Cambridge Academ
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Цена: 4891 р.
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Описание: This book is intended as a textbook for a first-year PhD course in mathematics for economists and as a reference for graduate students in economics. It provides a self-contained, rigorous treatment of most of the concepts and techniques required to follow the standard first-year theory sequence in micro and macroeconomics. The topics covered include an introduction to analysis in metric spaces, differential calculus, comparative statics, convexity, static optimization, dynamical systems and dynamic optimization. The book includes a large number of applications to standard economic models and over two hundred fully worked-out problems.

Nonclassical Thermoelastic Problems in Nonlinear Dynamics of Shells / Applications of the Bubnov-Galerkin and Finite Difference Numerical Methods

Автор: Awrejcewicz Jan, Krysko Vadim A.
Название: Nonclassical Thermoelastic Problems in Nonlinear Dynamics of Shells / Applications of the Bubnov-Galerkin and Finite Difference Numerical Methods
ISBN: 3540438807 ISBN-13(EAN): 9783540438809
Издательство: Springer
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Цена: 14024 р.
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Описание: This monograph, addressing researchers as well as engineers, is devoted to nonclassical thermoelastic modelling of the nonlinear dynamics of shells. Differential equations of different dimensionality and different type have to be combined and nonlinearities of different geometrical, physical or elasto-plastic categories are addressed. Special emphasis is given to the Bubnov--Galerkin method. It can be applied to many problems in the theory of plates and shells, even those with very complex geometries, holes and various boundary conditions. The authors made every effort to keep the text intelligible for both practitioners and graduate students, although they offer a rigorous treatment of both purely mathematical and numerical approaches presented so that the reader can understand, analyse and track the nonlinear dynamics of spatial systems (shells) with thermomechanical behaviours.

Models, Methods, Concepts & Applications of the Analytic Hierarchy Process

Автор: Saaty Thomas L., Vargas Luis G.
Название: Models, Methods, Concepts & Applications of the Analytic Hierarchy Process
ISBN: 0792372670 ISBN-13(EAN): 9780792372677
Издательство: Springer
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Цена: 14488 р.
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Описание: Models, Methods, Concepts and Applications of the Analytic Hierarchy Process is a volume dedicated to selected applications of the Analytic Hierarchy Process (AHP) focused on three themes: economics, the social sciences, and the linking of measurement with human values. (1) The AHP offers economists a substantially different approach to dealing with economic problems through ratio scales. The main mathematical models on which economics has based its quantitative thinking up to now are utility theory, which uses interval scales, and linear programming. We hope that the variety of examples included here can perhaps stimulate researchers in economics to try applying this new approach. (2) The second theme is concerned with the social sciences. The AHP offers psychologists and political scientists the methodology to quantify and derive measurements for intangibles. We hope that the examples included in this book will encourage them to examine the methods of AHP in terms of the problems they seek to solve. (3) The third theme is concerned with providing people in the physical and engineering sciences with a quantitative method to link hard measurement to human values. In such a process one needs to interpret what the measurements mean. A number is useless until someone understands what it means. It can have different meanings in different problems. Ten dollars are plenty to satisfy one's hunger but are useless by themselves in buying a new car. Such measurements are only indicators of the state of a system, but do not relate to the values of the human observers of that system. AHP methods can help resolve the conflicts between hard measurement data and human values.

Microeconometrics of Banking Methods, Applications, and Results

Автор: Degryse, Hans; Kim, Moshe; Ongena, Steven
Название: Microeconometrics of Banking Methods, Applications, and Results
ISBN: 0195340477 ISBN-13(EAN): 9780195340471
Издательство: Oxford Academ
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Цена: 6141 р.
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Описание: This book provides a compendium to recent work in empirical banking. It follows the structure in "The Microeconomics of Banking" by Xavier Freixas and Jean Charles Rochet in arranging the relevant methodologies, applications and results to achieve a coherent synthesis between available theory and supporting empirics.

Extreme value methods with applications to finance

Автор: Novak, Serguei Y.
Название: Extreme value methods with applications to finance
ISBN: 1439835748 ISBN-13(EAN): 9781439835746
Издательство: Taylor&Francis
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Цена: 10135 р.
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Описание:

Extreme value theory (EVT) deals with extreme (rare) events, which are sometimes reported as outliers. Certain textbooks encourage readers to remove outliers--in other words, to correct reality if it does not fit the model. Recognizing that any model is only an approximation of reality, statisticians are eager to extract information about unknown distribution making as few assumptions as possible.

Extreme Value Methods with Applications to Finance concentrates on modern topics in EVT, such as processes of exceedances, compound Poisson approximation, Poisson cluster approximation, and nonparametric estimation methods. These topics have not been fully focused on in other books on extremes. In addition, the book covers:

  • Extremes in samples of random size
  • Methods of estimating extreme quantiles and tail probabilities
  • Self-normalized sums of random variables
  • Measures of market risk

Along with examples from finance and insurance to illustrate the methods, Extreme Value Methods with Applications to Finance includes over 200 exercises, making it useful as a reference book, self-study tool, or comprehensive course text.

A systematic background to a rapidly growing branch of modern Probability and Statistics: extreme value theory for stationary sequences of random variables.

Geometric Methods and Applications

Автор: Gallier
Название: Geometric Methods and Applications
ISBN: 1441999604 ISBN-13(EAN): 9781441999603
Издательство: Springer
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Цена: 7947 р.
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Описание: This book is an introduction to the fundamental concepts and tools needed for solving problems of a geometric nature using a computer. It attempts to fill the gap between standard geometry books, which are primarily theoretical, and applied books on computer graphics, computer vision, robotics, or machine learning.  This book covers the following topics: affine geometry, projective geometry, Euclidean geometry, convex sets, SVD and principal component analysis, manifolds and Lie groups, quadratic optimization, basics of differential geometry, and a glimpse of computational geometry (Voronoi diagrams and Delaunay triangulations). Some practical applications of the concepts presented in this book include computer vision, more specifically contour grouping, motion interpolation, and robot kinematics.  In this extensively updated second edition, more material on convex sets, Farkas’s lemma, quadratic optimization and the Schur complement have been added. The chapter on SVD has been greatly expanded and now includes a presentation of PCA.  The book is well illustrated and has chapter summaries and a large number of exercises throughout. It will be of interest to a wide audience including computer scientists, mathematicians, and engineers. Reviews of first edition: Gallier's book will be a useful source for anyone interested in applications of geometrical methods to solve problems that arise in various branches of engineering. It may help to develop the sophisticated concepts from the more advanced parts of geometry into useful tools for applications. (Mathematical Reviews, 2001) ...it will be useful as a reference book for postgraduates wishing to find the connection between their current problem and the underlying geometry. (The Australian Mathematical Society, 2001)

Bayesian Theory and Methods with Applications

Автор: Savchuk
Название: Bayesian Theory and Methods with Applications
ISBN: 9491216139 ISBN-13(EAN): 9789491216138
Издательство: Springer
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Цена: 5605 р.
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Описание: Bayesian methods are growing more and more popular, finding new practical applications in the fields of health sciences, engineering, environmental sciences, business and economics and social sciences, among others. This book explores the use of Bayesian analysis in the statistical estimation of the unknown phenomenon of interest. The contents demonstrate that where such methods are applicable, they offer the best possible estimate of the unknown. Beyond presenting Bayesian theory and methods of analysis, the text is illustrated with a variety of applications to real world problems.

Variational Methods with Applications in Science and Engineering

Автор: Cassel
Название: Variational Methods with Applications in Science and Engineering
ISBN: 1107022584 ISBN-13(EAN): 9781107022584
Издательство: Cambridge Academ
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Цена: 8846 р.
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Описание: There is a resurgence of applications in which the calculus of variations has direct relevance. In addition to application to solid mechanics and dynamics, it is now being applied in a variety of numerical methods, numerical grid generation, modern physics, various optimization settings and fluid dynamics. Many applications, such as nonlinear optimal control theory applied to continuous systems, have only recently become tractable computationally, with the advent of advanced algorithms and large computer systems. This book reflects the strong connection between calculus of variations and the applications for which variational methods form the fundamental foundation. The mathematical fundamentals of calculus of variations (at least those necessary to pursue applications) is rather compact and is contained in a single chapter of the book. The majority of the text consists of applications of variational calculus for a variety of fields.

The Frenkel-Kontorova Model / Concepts, Methods, and Applications

Автор: Braun O.M., Kivshar Y.S.
Название: The Frenkel-Kontorova Model / Concepts, Methods, and Applications
ISBN: 3540407715 ISBN-13(EAN): 9783540407713
Издательство: Springer
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Цена: 11359 р.
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Описание: This book presents an overview of the basic concepts, methods and applications of nonlinear low-dimensional solid-state physics based on the Frenkel--Kontorova model and its generalizations. It allows a nonspecialist to acquire foundations in the interdisciplinary concepts and methods of both solid-state physics and nonlinear science. It covers many important topics such as the nonlinear dynamics of discrete systems, the dynamics of solitons and their interaction, commensurate and incommensurate systems, statistical mechanics of nonlinear systems, ratchets, and nonequilibrium dynamics of interacting many-body systems. Also treated are the principal nonlinear equations along with the properties of their localized solutions and methods for their analysis.

Strategic Corporate Finance - Applications in Valuation and Capital Structure

Автор: Pettit
Название: Strategic Corporate Finance - Applications in Valuation and Capital Structure
ISBN: 0470052643 ISBN-13(EAN): 9780470052648
Издательство: Wiley
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Цена: 6009 р.
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Описание: Gives guidance for the corporate finance professional advisor, Board Director, CFO, Treasurer, business development executive, or M&A expert to ask the right questions and make the critical decisions. This guide translates principles of corporate finance theory into practical methods for implementing them.

Design Structure Matrix Methods and Applications

Автор: Eppinger Steven D., Browning Tyson R.
Название: Design Structure Matrix Methods and Applications
ISBN: 0262528886 ISBN-13(EAN): 9780262528887
Издательство: Wiley
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Цена: 4180 р.
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Описание:

An introduction to a powerful and flexible network modeling tool for developing and understanding complex systems, with many examples from a range of industries.

Design structure matrix (DSM) is a straightforward and flexible modeling technique that can be used for designing, developing, and managing complex systems. DSM offers network modeling tools that represent the elements of a system and their interactions, thereby highlighting the system's architecture (or designed structure). Its advantages include compact format, visual nature, intuitive representation, powerful analytical capacity, and flexibility. Used primarily so far in the area of engineering management, DSM is increasingly being applied to complex issues in health care management, financial systems, public policy, natural sciences, and social systems. This book offers a clear and concise explanation of DSM methods for practitioners and researchers.

Global Asset Allocation: New Methods and Applications

Автор: Heinz Zimmermann
Название: Global Asset Allocation: New Methods and Applications
ISBN: 0471264261 ISBN-13(EAN): 9780471264262
Издательство: Wiley
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Цена: 6793 р.
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Описание: Praise for Global Asset Allocation "In the critical field of global portfolio optimization, this volume is not only a technical tour de force, but also provides excellent access to state-of-the-art concepts for practitioners. It represents an important resource for those who manage institutional and individual portfolios as it is for those who want the latest applied research in international finance." Ingo Walter, Charles Simon Professor of Applied Business Economics & Sidney Homer Director, New York University Salomon Center Stern School of Business, New York University "The authors apply modern statistical modeling of time-varying risk and return to the study of global asset allocation. They offer empirical results and methodologies that shed light on the benefits of international diversification." Prof. Bruno Solnik, Finance and Economics Department, HEC Paris "This book presents an amazing variety of empirical findings on stock and bond returns in many national markets. Combining economic intuition and econometric rigor, the academic scholar and the portfolio manager will find a treasure of important insights and get very valuable advice for global asset allocation." Prof. Gunter Franke, Universitat Konstanz, Fachbereich Wirtschaftswissenschaften


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