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Pricing in (In)complete Markets / Structural Analysis and Applications, Esser Angelika


Варианты приобретения
Цена: 7199р.
Кол-во:
Наличие: Поставка под заказ.  Есть в наличии на складе поставщика.
Склад Англия: 696 шт.  Склад Америка: 58 шт.  
При оформлении заказа до: 6 дек 2019
Ориентировочная дата поставки: середина Января

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Автор: Esser Angelika
Название:  Pricing in (In)complete Markets / Structural Analysis and Applications
Издательство: Springer
Классификация:
Микроэкономика
Финансы
Вероятность и статистика
Прикладная математика

ISBN: 3540208178
ISBN-13(EAN): 9783540208174
ISBN: 3-540-20817-8
ISBN-13(EAN): 978-3-540-20817-4
Обложка/Формат: Paperback
Страницы: 122
Вес: 0.207 кг.
Дата издания: 2004
Серия: Lecture Notes in Economics and Mathematical Systems
Издание: Softcover reprint of
Иллюстрации: 2 black & white illustrations, 1 black & white tables, biography
Размер: 234 x 156 x 7
Читательская аудитория: Postgraduate, research & scholarly
Подзаголовок: Structural analysis and applications
Ссылка на Издательство: Link
Рейтинг:
Поставляется из: Германии
Описание: In this book, the authors investigate structural aspects of no arbitrage pricing of contingent claims and applications of the general pricing theory in the context of incomplete markets. A quasi-closed form pricing equation in terms of artificial probabilities is derived for arbitrary payoff structures. Moreover, a comparison between continuous and discrete models is presented, highlighting the major similarities and key differences. As applications, two sources of market incompleteness are considered, namely stochastic volatility and stochastic liquidity. Firstly, the general theory discussed before is applied to the pricing of power options in a stochastic volatility model. Secondly, the issue of liquidity risk is considered by focusing on the aspect of how asset price dynamics are affected by the trading strategy of a large investor.
Дополнительное описание: Формат: 235x155
Илюстрации: 3
Круг читателей: Researchers
Ключевые слова: Martingale Pricing
Incomplete Markets
Stochastic Volatility
Power Options
Stochastic Liquidity
Язык: eng





Asset pricing: a structural theory and its applications

Название: Asset pricing: a structural theory and its applications
ISBN: 9812704558 ISBN-13(EAN): 9789812704559
Издательство: World Scientific Publishing
Рейтинг:
Цена: 7893 р.
Наличие на складе: Поставка под заказ.

Описание: Asset pricing models play a central role in finance and economic theory and applications. This book introduces a structural theory to evaluate these asset pricing models and throws light on the existence of Equity Premium Puzzle.

Applied nonlinear time series analysis: applications in physics, physiology and finance

Название: Applied nonlinear time series analysis: applications in physics, physiology and finance
ISBN: 981256117X ISBN-13(EAN): 9789812561176
Издательство: World Scientific Publishing
Рейтинг:
Цена: 12629 р.
Наличие на складе: Поставка под заказ.

Описание: Nonlinear time series methods have developed rapidly over a quarter of a century and have reached an advanced state of maturity during the last decade. Implementations of these methods for experimental data are now widely accepted and fairly routine; however, genuinely useful applications remain rare. This book focuses on the practice of applying these methods to solve real problems.

To illustrate the usefulness of these methods, a wide variety of physical and physiological systems are considered. The technical tools utilized in this book fall into three distinct, but interconnected areas: quantitative measures of nonlinear dynamics, Monte-Carlo statistical hypothesis testing, and nonlinear modeling. Ten highly detailed applications serve as case studies of fruitful applications and illustrate the mathematical techniques described in the text.

Spectral theory and nonlinear analysis with applications to spatial ecology

Название: Spectral theory and nonlinear analysis with applications to spatial ecology
ISBN: 9812565140 ISBN-13(EAN): 9789812565143
Издательство: World Scientific Publishing
Рейтинг:
Цена: 17607 р.
Наличие на складе: Поставка под заказ.

Описание: This volume details some of the latest advances in spectral theory and nonlinear analysis through various cutting-edge theories on algebraic multiplicities, global bifurcation theory, non-linear Schrodinger equations, non-linear boundary value problems, large solutions, metasolutions, dynamical systems, and applications to spatial ecology. The main scope of the book is bringing together a series of topics that have evolved separately during the last decades around the common denominator of spectral theory and nonlinear analysis - from the most abstract developments up to the most concrete applications to population dynamics and socio-biology - in an effort to fill the ex sting gaps between these fields.

Calculus of variations and functional analysis, the: with optimal control and applications in mechanics

Название: Calculus of variations and functional analysis, the: with optimal control and applications in mechanics
ISBN: 9812385819 ISBN-13(EAN): 9789812385819
Издательство: World Scientific Publishing
Рейтинг:
Цена: 18700 р.
Наличие на складе: Поставка под заказ.

Описание: This is a book for those who want to understand the main ideas in the theory of optimal problems. It provides a good introduction to classical topics (under the heading of "the calculus of variations") and more modern topics (under the heading of "optimal control"). It employs the language and terminology of functional analysis to discuss and justify the setup of problems that are of great importance in applications.

The book is concise and self-contained, and should be suitable for readers with a standard undergraduate background in engineering mathematics.

Wavelet analysis and its applications (in 2 vols), proceedings of the third international conference on waa

Название: Wavelet analysis and its applications (in 2 vols), proceedings of the third international conference on waa
ISBN: 9812383425 ISBN-13(EAN): 9789812383426
Издательство: World Scientific Publishing
Рейтинг:
Цена: 31450 р.
Наличие на складе: Поставка под заказ.

Описание: This book captures the essence of the current state of research in wavelet analysis and its applications, and identifies the changes and opportunities — both current and future — in the field. Distinguished researchers such as Prof John Daugman from Cambridge University and Prof Victor Wickerhauser from Washington University present their research papers.

Multivariate Time Series Analysis: With R and Financial Applications

Автор: Ruey S. Tsay
Название: Multivariate Time Series Analysis: With R and Financial Applications
ISBN: 1118617908 ISBN-13(EAN): 9781118617908
Издательство: Wiley
Рейтинг:
Цена: 11600 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: An accessible guide to the multivariate time series tools used in numerous real-world applications Multivariate Time Series Analysis: With R and Financial Applications is the much anticipated sequel coming from one of the most influential and prominent experts on the topic of time series.

Propensity Score Analysis: Statistical Methods and Applications

Автор: Guo Shenyang Y., Fraser Mark W.
Название: Propensity Score Analysis: Statistical Methods and Applications
ISBN: 1452235007 ISBN-13(EAN): 9781452235004
Издательство: Sage Publications
Рейтинг:
Цена: 8006 р.
Наличие на складе: Поставка под заказ.

Описание: With a strong focus on practical applications, the authors explore various strategies for employing PSA. In addition, they discuss the use of PSA with alternative types of data and limitations of PSA under a variety of constraints. Unlike the existing textbooks on program evaluation and causal inference, Propensity Score Analysis delves into statistical concepts, formulas, and models in the context of a robust and engaging focus on application.

Recent Developments on Structural Equation Models / Theory and Applications

Автор: van Montfort Kees, Oud Johan, Satorra Albert
Название: Recent Developments on Structural Equation Models / Theory and Applications
ISBN: 1402019572 ISBN-13(EAN): 9781402019579
Издательство: Springer
Рейтинг:
Цена: 9349 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: After Karl JГ¶reskog's first presentation in 1970, Structural Equation Modelling or SEM has become a main statistical tool in many fields of science. It is the standard approach of factor analytic and causal modelling in such diverse fields as sociology, education, psychology, economics, management and medical sciences. In addition to an extension of its application area, Structural Equation Modelling also features a continual renewal and extension of its theoretical background. The sixteen contributions to this book, written by experts from many countries, present important new developments and interesting applications in Structural Equation Modelling. The book addresses methodologists and statisticians professionally dealing with Structural Equation Modelling to enhance their knowledge of the type of models covered and the technical problems involved in their formulation. In addition, the book offers applied researchers new ideas about the use of Structural Equation Modeling in solving their problems. Finally, methodologists, mathematicians and applied researchers alike are addressed, who simply want to update their knowledge of recent approaches in data analysis and mathematical modelling.

A Course in Modern Analysis and its Applications

Автор: Graeme L. Cohen
Название: A Course in Modern Analysis and its Applications
ISBN: 0521819962 ISBN-13(EAN): 9780521819961
Издательство: Cambridge Academ
Рейтинг:
Цена: 14051 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Designed for one-semester courses at the senior undergraduate level, this book will appeal to mathematics undergraduates, to mathematics teachers, and to others who need to learn some mathematical analysis for use in other areas such as engineering, physics, biology or finance. Topics such as completeness and compactness are approached initially through convergence of sequences in metric space, and the emphasis remains on this approach. However, the alternative topological approach is described in a separate chapter. This gives the book more flexibility, making it especially useful as an introduction to more advanced areas such as functional analysis. Nominal divisions of pure and applied mathematics have been merged, leaving enough for students of either inclination to have a feeling for what further developments might look like. Applications have been included from such fields as differential and integral equations, systems of linear algebraic equations, approximation theory, numerical analysis and quantum mechanics.

Recurrent Events Data Analysis for Product Repairs, Disease Recurrences, and Other Applications

Автор: Wayne B. Nelson
Название: Recurrent Events Data Analysis for Product Repairs, Disease Recurrences, and Other Applications
ISBN: 0898715229 ISBN-13(EAN): 9780898715224
Издательство: Eurospan
Рейтинг:
Цена: 12367 р.
Наличие на складе: Нет в наличии.

Описание: Survival data consist of a single event for each population unit, namely, end of life, which is modeled with a life distribution. In contrast, many applications involve repeated-events data, where a unit may accumulate any number of events over time. Examples include the number and cost of repairs of products, the number and treatment costs of recurrent disease episodes in patients, and the number of childbirths to statisticians. This applied book provides practitioners with basic nonparametric methods for such data, particularly the plot of the estimate of the population mean cumulative function (MCF), which yields most of the information sought. Recurrent Events Data Analysis for Product Repairs, Disease Recurrences, and Other Applications is the first book to present a simple, unified theory that includes data on costs or other ‘values’ of discrete events, not just the number of events.

A Course in Modern Analysis and its Applications

Автор: Graeme L. Cohen
Название: A Course in Modern Analysis and its Applications
ISBN: 0521526272 ISBN-13(EAN): 9780521526272
Издательство: Cambridge Academ
Рейтинг:
Цена: 5411 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Designed for one-semester courses at the senior undergraduate level, this book will appeal to mathematics undergraduates, to mathematics teachers, and to others who need to learn some mathematical analysis for use in other areas such as engineering, physics, biology or finance. Topics such as completeness and compactness are approached initially through convergence of sequences in metric space, and the emphasis remains on this approach. However, the alternative topological approach is described in a separate chapter. This gives the book more flexibility, making it especially useful as an introduction to more advanced areas such as functional analysis. Nominal divisions of pure and applied mathematics have been merged, leaving enough for students of either inclination to have a feeling for what further developments might look like. Applications have been included from such fields as differential and integral equations, systems of linear algebraic equations, approximation theory, numerical analysis and quantum mechanics.

Technical analysis applications

Автор: Luca, Cornelius
Название: Technical analysis applications
ISBN: 0071426523 ISBN-13(EAN): 9780071426527
Издательство: McGraw-Hill
Рейтинг:
Цена: 3865 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: A practical and results-oriented introduction to technical analysis and charting, this book provides you with: strategies for using technical analysis in every market - stocks, bonds, futures, and currencies; and, explanations of which tools provide the most predictive value in various markets and trading environments.


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