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Semi-Markov Risk Models for Finance, Insurance and Reliability, Janssen Jacques, Manca Raimondo



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Цена: 12539р.
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Автор: Janssen Jacques, Manca Raimondo
Название:  Semi-Markov Risk Models for Finance, Insurance and Reliability
Издательство: Springer
Классификация:
Макроэкономика
Финансы и бухгалтерский учет
Финансы
Численный анализ
Вероятность и статистика
Прикладная математика

ISBN: 0387707298
ISBN-13(EAN): 9780387707297
ISBN: 0-387-70729-8
ISBN-13(EAN): 978-0-387-70729-7
Обложка/Формат: Hardback
Страницы: 448
Вес: 0.802 кг.
Дата издания: 28.03.2007
Язык: English
Иллюстрации: Biography
Размер: 23.39 x 15.60 x 2.54
Читательская аудитория: Professional & vocational
Ссылка на Издательство: Link
Рейтинг:
Поставляется из: Германии
Описание: This book presents applications of semi-Markov processes in finance, insurance and reliability, using real-life problems as examples. After a presentation of the main probabilistic tools necessary for understanding of the book, the authors show how to apply semi-Markov processes in finance, starting from the axiomatic definition and continuing eventually to the most advanced financial tools, particularly in insurance and in risk-and-ruin theories. Also considered are reliability problems that interact with credit risk theory in finance. The unique approach of this book is to solve finance and insurance problems with semi-Markov models in a complete way and furthermore present real-life applications of semi-Markov processes.
Дополнительное описание: Формат: 235x155
Круг читателей: Applied mathematicians, statisticians, financial intermediaries, actuaries, engineers, operations researchers
Ключевые слова:
Язык: eng





Diffusions, Markov Processes and Martingales

Автор: L. C. G. Rogers
Название: Diffusions, Markov Processes and Martingales
ISBN: 0521775930 ISBN-13(EAN): 9780521775939
Издательство: Cambridge Academ
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Цена: 6901 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Now available in paperback, this celebrated book has been prepared with readers’ needs in mind, remaining a systematic treatment of the subject whilst retaining its vitality. The second volume follows on from the first, concentrating on stochastic integrals, stochastic differential equations, excursion theory and the general theory of processes. Much effort has gone into making these subjects as accessible as possible by providing many concrete examples that illustrate techniques of calculation, and by treating all topics from the ground up, starting from simple cases. Many of the examples and proofs are new; some important calculational techniques appeared for the first time in this book. Together with its companion volume, this book helps equip graduate students for research into a subject of great intrinsic interest and wide application in physics, biology, engineering, finance and computer science.

Semi-Markov Models

Автор: Yuriy E Obzherin
Название: Semi-Markov Models
ISBN: 0128022124 ISBN-13(EAN): 9780128022122
Издательство: Elsevier Science
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Цена: 7519 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Featuring previously unpublished results, Semi-Markov Models: Control of Restorable Systems with Latent Failures describes valuable methodology which can be used by readers to build mathematical models of a wide class of systems for various applications. In particular, this information can be applied to build models of reliability, queuing systems, and technical control. . Beginning with a brief introduction to the area, the book covers semi-Markov models for different control strategies in one-component systems, defining their stationary characteristics of reliability and efficiency, and utilizing the method of asymptotic phase enlargement developed by V.S. Korolyuk and A.F. Turbin. The work then explores semi-Markov models of latent failures control in two-component systems. Building on these results, solutions are provided for the problems of optimal periodicity of control execution. Finally, the book presents a comparative analysis of analytical and imitational modeling of some one- and two-component systems, before discussing practical applications of the results

Applied Semi-Markov Processes

Автор: Janssen Jacques, Manca Raimondo
Название: Applied Semi-Markov Processes
ISBN: 038729547X ISBN-13(EAN): 9780387295473
Издательство: Springer
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Цена: 11494 р.
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Описание: Aims to give to the reader the tools necessary to apply semi-Markov processes in real-life problems.The book is self-contained and, starting from a low level of probability concepts, gradually brings the reader to a deep knowledge of semi-Markov processes.Presents homogeneous and non-homogeneous semi-Markov processes, as well as Markov and semi-Markov rewards processes.The concepts are fundamental for many applications, but they are not as thoroughly presented in other books on the subject as they are here.

Hidden Markov Models in Finance

Автор: Mamon Rogemar S., Elliott Robert J.
Название: Hidden Markov Models in Finance
ISBN: 0387710817 ISBN-13(EAN): 9780387710815
Издательство: Springer
Рейтинг:
Цена: 14629 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: A number of methodologies have been employed to provide decision making solutions to a whole assortment of financial problems in today's globalized markets. Hidden Markov Models in Finance by Mamon and Elliott will be the first systematic application of these methods to some special kinds of financial problems; namely, pricing options and variance swaps, valuation of life insurance policies, interest rate theory, credit risk modeling, risk management, analysis of future demand and inventory level, testing foreign exchange rate hypothesis, and early warning systems for currency crises. This book provides researchers and practitioners with analyses that allow them to sort through the random "noise" of financial markets (i.e., turbulence, volatility, emotion, chaotic events, etc.) and analyze the fundamental components of economic markets. Hence, Hidden Markov Models in Finance provides decision makers with a clear, accurate picture of core financial components by filtering out the random noise in financial markets. 

Nonlinear Workbook, The: Chaos, Fractals, Cellular Automata, Genetic Algorithms, Gene Expression Programming, Support Vector Machine, Wavelets, Hidden Markov Models, Fuzzy Logic With C++, Java And Symbolicc++ Programs (5Th Edition)

Автор: Steeb Willi-Hans
Название: Nonlinear Workbook, The: Chaos, Fractals, Cellular Automata, Genetic Algorithms, Gene Expression Programming, Support Vector Machine, Wavelets, Hidden Markov Models, Fuzzy Logic With C++, Java And Symbolicc++ Programs (5Th Edition)
ISBN: 9814335770 ISBN-13(EAN): 9789814335775
Издательство: World Scientific Publishing
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Цена: 12999 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Provides a comprehensive treatment of all the techniques in nonlinear dynamics together with C++, Java and SymbolicC++ implementations. This book not only covers the theoretical aspects of the topics but also provides the practical tools. To understand the material, it includes more than 100 worked out examples and 150 ready to run programs.

Hidden Markov Models for Bioinformatics

Автор: Koski T.
Название: Hidden Markov Models for Bioinformatics
ISBN: 1402001355 ISBN-13(EAN): 9781402001352
Издательство: Springer
Рейтинг:
Цена: 13584 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: The purpose of this book is to give a thorough and systematic introduction to probabilistic modeling in bioinformatics. The book contains a mathematically strict and extensive presentation of the kind of probabilistic models that have turned out to be useful in genome analysis. Questions of parametric inference, selection between model families, and various architectures are treated. Several examples are given of known architectures (e.g., profile HMM) used in genome analysis. Audience: This book will be of interest to advanced undergraduate and graduate students with a fairly limited background in probability theory, but otherwise well trained in mathematics and already familiar with at least some of the techniques of algorithmic sequence analysis.

Hidden Markov Models for Time Series

Автор: Zucchini
Название: Hidden Markov Models for Time Series
ISBN: 1482253836 ISBN-13(EAN): 9781482253832
Издательство: Taylor&Francis
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Цена: 7968 р.
Наличие на складе: Поставка под заказ.

Описание:

Hidden Markov Models for Time Series: An Introduction Using R, Second Edition illustrates the great flexibility of hidden Markov models (HMMs) as general-purpose models for time series data. The book provides a broad understanding of the models and their uses.

After presenting the basic model formulation, the book covers estimation, forecasting, decoding, prediction, model selection, and Bayesian inference for HMMs. Through examples and applications, the authors describe how to extend and generalize the basic model so that it can be applied in a rich variety of situations.

The book demonstrates how HMMs can be applied to a wide range of types of time series: continuous-valued, circular, multivariate, binary, bounded and unbounded counts, and categorical observations. It also discusses how to employ the freely available computing environment R to carry out the computations.

Features

  1. Presents an accessible overview of HMMs
  2. Explores a variety of applications in ecology, finance, epidemiology, climatology, and sociology
  3. Includes numerous theoretical and programming exercises
  4. Provides most of the analysed data sets online

New to the second edition

  1. A total of five chapters on extensions, including HMMs for longitudinal data, hidden semi-Markov models and models with continuous-valued state process
  2. New case studies on animal movement, rainfall occurrence and capture-recapture data
Hidden Markov Models for Bioinformatics

Автор: Koski T.
Название: Hidden Markov Models for Bioinformatics
ISBN: 1402001363 ISBN-13(EAN): 9781402001369
Издательство: Springer
Цена: 9922 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: The purpose of this book is to give a thorough and systematic introduction to probabilistic modeling in bioinformatics. The book contains a mathematically strict and extensive presentation of the kind of probabilistic models that have turned out to be useful in genome analysis. Questions of parametric inference, selection between model families, and various architectures are treated. Several examples are given of known architectures (e.g., profile HMM) used in genome analysis. Audience: This book will be of interest to advanced undergraduate and graduate students with a fairly limited background in probability theory, but otherwise well trained in mathematics and already familiar with at least some of the techniques of algorithmic sequence analysis.

Inference in Hidden Markov Models

Автор: Capp?
Название: Inference in Hidden Markov Models
ISBN: 0387402640 ISBN-13(EAN): 9780387402642
Издательство: Springer
Рейтинг:
Цена: 18809 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Hidden Markov models have become a widely used class of statistical models with applications in diverse areas such as communications engineering, bioinformatics, finance and many more. This book is a comprehensive treatment of inference for hidden Markov models, including both algorithms and statistical theory. Topics range from filtering and smoothing of the hidden Markov chain to parameter estimation, Bayesian methods and estimation of the number of states.In a unified way the book covers both models with finite state spaces, which allow for exact algorithms for filtering, estimation etc. and models with continuous state spaces (also called state-space models) requiring approximate simulation-based algorithms that are also described in detail. Simulation in hidden Markov models is addressed in five different chapters that cover both Markov chain Monte Carlo and sequential Monte Carlo approaches. Many examples illustrate the algorithms and theory. The book also carefully treats Gaussian linear state-space models and their extensions and it contains a chapter on general Markov chain theory and probabilistic aspects of hidden Markov models.This volume will suit anybody with an interest in inference for stochastic processes, and it will be useful for researchers and practitioners in areas such as statistics, signal processing, communications engineering, control theory, econometrics, finance and more. The algorithmic parts of the book do not require an advanced mathematical background, while the more theoretical parts require knowledge of probability theory at the measure-theoretical level.From the reviews:"By providing an overall survey of results obtained so far in a very readable manner, and also presenting some new ideas, this well-written book will appeal to academic researchers in the field of HMMs, with PhD students working on related topics included. It will also appeal to practitioners and researchers from other fields by guiding them through the computational steps needed for making inference HMMs and/or by providing them with the relevant underlying statistical theory. In the reviewer's opinion this book will shortly become a reference work in its field." MathSciNet"This monograph is a valuable resource. It provides a good literature review, an excellent account of the state of the art research on the necessary theory and algorithms, and ample illustrations of numerous applications of HMM. It goes much beyond the earlier resources on HMM...I anticipate this work to serve well many Technometrics readers in the coming years." Haikady N. Nagaraja for Technometrics, November 2006

Hidden Markov Models

Автор: Elliott
Название: Hidden Markov Models
ISBN: 0387943641 ISBN-13(EAN): 9780387943640
Издательство: Springer
Рейтинг:
Цена: 15674 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: As more applications are found, interest in Hidden Markov Models continues to grow.

Inference in Hidden Markov Models

Автор: Olivier Capp?; Eric Moulines; Tobias Ryden
Название: Inference in Hidden Markov Models
ISBN: 1441923195 ISBN-13(EAN): 9781441923196
Издательство: Springer
Рейтинг:
Цена: 20376 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: This book is a comprehensive treatment of inference for hidden Markov models, including both algorithms and statistical theory. The book builds on recent developments, both at the foundational level and the computational level, to present a self-contained view.

Hidden Markov Models / Applications to Financial Economics

Автор: Bhar R., Hamori Shigeyuki
Название: Hidden Markov Models / Applications to Financial Economics
ISBN: 1402078994 ISBN-13(EAN): 9781402078996
Издательство: Springer
Рейтинг:
Цена: 17241 р.
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Описание: Markov chains have increasingly become useful way of capturing stochastic nature of many economic and financial variables. Although the hidden Markov processes have been widely employed for some time in many engineering applications e.g. speech recognition, its effectiveness has now been recognized in areas of social science research as well. The main aim of Hidden Markov Models: Applications to Financial Economics is to make such techniques available to more researchers in financial economics. As such we only cover the necessary theoretical aspects in each chapter while focusing on real life applications using contemporary data mainly from OECD group of countries. The underlying assumption here is that the researchers in financial economics would be familiar with such application although empirical techniques would be more traditional econometrics. Keeping the application level in a more familiar level, we focus on the methodology based on hidden Markov processes. This will, we believe, help the reader to develop more in-depth understanding of the modeling issues thereby benefiting their future research.


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