Modelling the Survival of Financial and Industrial Enterprises, D. Chorafas
Автор: Musiela Marek Название: Martingale Methods in Financial Modelling ISBN: 3540209662 ISBN-13(EAN): 9783540209669 Издательство: Springer Рейтинг: Цена: 11738.00 р. 16769.00-30% Наличие на складе: Есть (1 шт.) Описание: In the 2nd edition some sections of Part I are omitted for better readability, and a brand new chapter is devoted to volatility risk. As a consequence, hedging of plain-vanilla options and valuation of exotic options are no longer limited to the Black-Scholes framework with constant volatility. The theme of stochastic volatility also reappears systematically in the second part of the book, which has been revised fundamentally, presenting much more detailed analyses of the various interest-rate models available: the authors' perspective throughout is that the choice of a model should be based on the reality of how a particular sector of the financial market functions, never neglecting to examine liquid primary and derivative assets and identifying the sources of trading risk associated. This long-awaited new edition of an outstandingly successful, well-established book, concentrating on the most pertinent and widely accepted modelling approaches, provides the reader with a text focused on practical rather than theoretical aspects of financial modelling.
Автор: Emmanuel Haven and Philip Molyneux Название: The Handbook of Post Crisis Financial Modelling ISBN: 1137494484 ISBN-13(EAN): 9781137494481 Издательство: Springer Рейтинг: Цена: 12577.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The 2008 financial crisis was a watershed moment which clearly influenced the public`s perception of the role of `finance` in society. This is the first comprehensive handbook to look at financial modelling post crisis from the legal/historical; empirical modelling; stochastic; and non-stochastic modelling perspectives.
Автор: Alexander Zureck Название: Financial Communication in Small and Medium-Sized Enterprises ISBN: 3658074868 ISBN-13(EAN): 9783658074869 Издательство: Springer Рейтинг: Цена: 7836.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Alexander Zureck focuses on patents as an example of intangible assets and on their importance for the financial communication between SMEs and the capital market. A positive correlation between patent application and stock price development underscores the importance of patents.
Описание: A collection of papers on the determinants and consequences of foreign direct investment (FDI) in the real and financial sectors of industrial countries. Another main topic is the role of FDI in the east European accession countries.
Автор: Riccardo De Bonis; Alberto Franco Pozzolo Название: The Financial Systems of Industrial Countries ISBN: 3642430899 ISBN-13(EAN): 9783642430893 Издательство: Springer Рейтинг: Цена: 16769.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book offers a comprehensive overview of the financial systems of major industrialized countries using the statistical framework of the financial accounts, discussing household liabilities, convergence patterns and the effects of integration.
Автор: Stavros Busenberg; Vincenzo Capasso; Antonio Fasan Название: Mathematical Modelling of Industrial Processes ISBN: 3540555951 ISBN-13(EAN): 9783540555957 Издательство: Springer Рейтинг: Цена: 3487.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The 1990 CIME course on Mathematical Modelling of IndustrialProcesses set out to illustrate some advances in questionsof industrial mathematics, i.e.of the applications ofmathematics (with all its "academic" rigour) to real-lifeproblems.
Автор: J. Caldwell; R. Bradley Название: Industrial Electromagnetics Modelling ISBN: 9400969198 ISBN-13(EAN): 9789400969193 Издательство: Springer Рейтинг: Цена: 12157.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Proceedings of the Polymodel 6 Conference, Newcastle upon Tyne, May 1983
Автор: J. Caldwell; R. Bradley Название: Industrial Vibration Modelling ISBN: 9401084955 ISBN-13(EAN): 9789401084956 Издательство: Springer Рейтинг: Цена: 27944.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Proceedings of Polymodel 9, the Ninth Annual Conference of the North East Polytechnics Mathematical Modelling & Computer Simulation Group, Newcastle upon Tyne, UK, May 21-22, 1986.
Автор: Abdol S. Soofi; Liangyue Cao Название: Modelling and Forecasting Financial Data ISBN: 1461353106 ISBN-13(EAN): 9781461353102 Издательство: Springer Рейтинг: Цена: 41925.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Modelling and Forecasting Financial Data brings together a coherent and accessible set of chapters on recent research results on this topic.
Автор: Jaap Spronk; Benedetto Matarazzo Название: Modelling for Financial Decisions ISBN: 364276763X ISBN-13(EAN): 9783642767630 Издательство: Springer Рейтинг: Цена: 18167.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: In Cooperation with the Editorial Board of the Rivista di Matematica per le Scienze Economiche et Sociali
Описание: The comprehensive, broadly-applicable, real-world guide to financial modelling Financial Modelling in Practice, Second Edition covers the full spectrum of financial modelling tools and techniques to provide practical skills grounded in real-world scenarios.
The book conclusively solves problems associated with the control and estimation of nonlinear and chaotic dynamics in financial systems when these are described in the form of nonlinear ordinary differential equations. It then addresses problems associated with the control and estimation of financial systems governed by partial differential equations (e.g. the Black-Scholes partial differential equation (PDE) and its variants). Lastly it an offers optimal solution to the problem of statistical validation of computational models and tools used to support financial engineers in decision making.
The application of state-space models in financial engineering means that the heuristics and empirical methods currently in use in decision-making procedures for finance can be eliminated. It also allows methods of fault-free performance and optimality in the management of assets and capitals and methods assuring stability in the functioning of financial systems to be established.
Covering the following key areas of financial engineering: (i) control and stabilization of financial systems dynamics, (ii) state estimation and forecasting, and (iii) statistical validation of decision-making tools, the book can be used for teaching undergraduate or postgraduate courses in financial engineering. It is also a useful resource for the engineering and computer science community
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