Information-Spectrum Methods in Information Theory, H. Koga; Te Sun Han

Автор: Cover, T.m. Thomas, Joy A.
Название: Elements of information theory
ISBN: 0471241954 ISBN-13(EAN): 9780471241959
Издательство: Wiley
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Цена: 16307.00 р.
Наличие на складе: Заказано в издательстве.

Описание: The latest edition of this classic is updated with new problem sets and material The Second Edition of this fundamental textbook maintains the book`s tradition of clear, thought-provoking instruction. Readers are provided once again with an instructive mix of mathematics, physics, statistics, and information theory.

Автор: Nikolai Dokuchaev
Название: Dynamic Portfolio Strategies: quantitative methods and empirical rules for incomplete information
ISBN: 079237648X ISBN-13(EAN): 9780792376484
Издательство: Springer
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Цена: 19564.00 р.
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Описание: Investigates optimal investment problems for stochastic financial market models. This work is intended for academics and students who are interested in the mathematics of finance, stochastic processes, and optimal control, and also for practitioners in risk management and quantitative analysis.

Автор: Barucci Emilio
Название: Financial Markets Theory / Equilibrium, Efficiency and Information
ISBN: 185233469X ISBN-13(EAN): 9781852334697
Издательство: Springer
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Цена: 11872.00 р.
Наличие на складе: Поставка под заказ.

Описание: Financial Markets Theory presents classical asset pricing theory, a theory composed of milestones such as portfolio selection, risk aversion, fundamental asset pricing theorem, portfolio frontier, CAPM, CCAPM, APT, the Modigliani-Miller Theorem, no arbitrage/risk neutral evaluation and information in financial markets. Starting from an analysis of the empirical tests of the above theories, the author provides a discussion of the most recent literature, pointing out the main advancements within classical asset pricing theory and the new approaches designed to address open problems (e.g. behavioural finance). It is the only textbook to address the economic foundations of financial markets theory from a mathematically rigorous standpoint, and to offer a self-contained critical discussion, based on empirical results. Financial Markets Theory is an advanced book, well-suited for a first graduate course in financial markets, economics or financial mathematics. It is self-contained and introduces topics in a setting accessible to economists and practitioners equipped with a basic mathematical background. For those not acquainted with standard microeconomic theory, the tools needed to follow the analysis are presented early in the book. The approach makes this a vital handbook for practitioners in insurance, banking, investment funds and financial consultancy, as well as an excellent graduate-reference textbook.