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: Jondeau Название: Financial Modeling Under Non-Gaussian Distributions ISBN: 1846284198 ISBN-13(EAN): 9781846284199 Издательство: Springer Рейтинг: Цена: 13974.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: 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. This book deals with the non-Gaussian distributions and addresses the consequences of non-normality and time dependency in asset returns and option prices.
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: 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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