Cambridge Series in Statistical and Probabilistic Mathematic, Wainwright Martin J
Автор: Joshi, Mark S. Название: Concepts and practice of mathematical finance ISBN: 0521514088 ISBN-13(EAN): 9780521514088 Издательство: Cambridge Academ Рейтинг: Цена: 10611.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The second edition of a successful text providing the working knowledge needed to become a good quantitative analyst. An ideal introduction to mathematical finance, readers will gain a clear understanding of the intuition behind derivatives pricing, how models are implemented, and how they are used and adapted in practice.
Автор: Spokoiny Vladimir, Dickhaus Thorsten Название: Basics of moderm mathematical Statistics ISBN: 366251348X ISBN-13(EAN): 9783662513484 Издательство: Springer Рейтинг: Цена: 7825.00 р. 11179.00-30% Наличие на складе: Есть (1 шт.) Описание: The present book provides a fully self-contained introduction to the world of modern mathematical statistics, collecting the basic knowledge, concepts and findings needed for doing further research in the modern theoretical and applied statistics.
Автор: Joshi Название: Introduction to Mathematical Portfolio Theory ISBN: 1107042313 ISBN-13(EAN): 9781107042315 Издательство: Cambridge Academ Рейтинг: Цена: 9029.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: A concise yet comprehensive guide to the mathematics of portfolio theory from a modelling perspective, with discussion of the assumptions, limitations and implementations of the models as well as the theory underlying them. Aimed at advanced undergraduates, this book can be used for self-study or as a course text.
Автор: Srdjan Stojanovic Название: Computational Financial Mathematics using MATHEMATICA® ISBN: 146126586X ISBN-13(EAN): 9781461265863 Издательство: Springer Рейтинг: Цена: 11878.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Given the explosion of interest in mathematical methods for solving problems in finance and trading, a great deal of research and development is taking place in universities, large brokerage firms, and in the supporting trading software industry. Mathematical advances have been made both analytically and numerically in finding practical solutions.
This book provides a comprehensive overview of existing and original material, about what mathematics when allied with Mathematica can do for finance. Sophisticated theories are presented systematically in a user-friendly style, and a powerful combination of mathematical rigor and Mathematica programming. Three kinds of solution methods are emphasized: symbolic, numerical, and Monte-- Carlo. Nowadays, only good personal computers are required to handle the symbolic and numerical methods that are developed in this book.
Key features: * No previous knowledge of Mathematica programming is required * The symbolic, numeric, data management and graphic capabilities of Mathematica are fully utilized * Monte--Carlo solutions of scalar and multivariable SDEs are developed and utilized heavily in discussing trading issues such as Black--Scholes hedging * Black--Scholes and Dupire PDEs are solved symbolically and numerically * Fast numerical solutions to free boundary problems with details of their Mathematica realizations are provided * Comprehensive study of optimal portfolio diversification, including an original theory of optimal portfolio hedging under non-Log-Normal asset price dynamics is presented
The book is designed for the academic community of instructors and students, and most importantly, will meet the everyday trading needs of quantitatively inclined professional and individual investors.
Автор: Vershynin, Roman (university Of Michigan, Ann Arbor) Название: Cambridge series in statistical and probabilistic mathematics ISBN: 1108415199 ISBN-13(EAN): 9781108415194 Издательство: Cambridge Academ Рейтинг: Цена: 9029.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The data sciences are moving fast, and probabilistic methods are both the foundation and a driver. This highly motivated text brings beginners up to speed quickly and provides working data scientists with powerful new tools. Ideal for a basic second course in probability with a view to data science applications, it is also suitable for self-study.
Finance and insurance companies are facing a wide range of parametric statistical problems. Statistical experiments generated by a sample of independent and identically distributed random variables are frequent and well understood, especially those consisting of probability measures of an exponential type. However, the aforementioned applications also offer non-classical experiments implying observation samples of independent but not identically distributed random variables or even dependent random variables.
Three examples of such experiments are treated in this book. First, the Generalized Linear Models are studied. They extend the standard regression model to non-Gaussian distributions. Statistical experiments with Markov chains are considered next. Finally, various statistical experiments generated by fractional Gaussian noise are also described.
In this book, asymptotic properties of several sequences of estimators are detailed. The notion of asymptotical efficiency is discussed for the different statistical experiments considered in order to give the proper sense of estimation risk. Eighty examples and computations with R software are given throughout the text.
Examines a range of statistical inference methods in the context of finance and insurance applications
Presents the LAN (local asymptotic normality) property of likelihoods
Combines the proofs of LAN property for different statistical experiments that appears in financial and insurance mathematics
Provides the proper description of such statistical experiments and invites readers to seek optimal estimators (performed in R) for such statistical experiments
Автор: Marco Corazza; Cira Perna; Marilena Sibillo; Flore Название: Mathematical and Statistical Methods for Actuarial Sciences and Finance ISBN: 3319502336 ISBN-13(EAN): 9783319502335 Издательство: Springer Рейтинг: Цена: 13974.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This volume gathers selected peer-reviewed papers presented at the "International MAF Conference 2016 - Mathematical and Statistical Methods for Actuarial Sciences and Finance" held in Paris at the University of Paris-Dauphine from March 30 to April 1, 2016.
Описание: Intended for use in a rigorous introductory PhD level course in econometrics, or a field course in econometric theory, this book covers the measure-theoretical foundation of probability theory, the multivariate normal distribution with its application to classical linear regression analysis, various laws of large numbers, and more.
Автор: Gerber Hans U Название: Life Insurance Mathematics ISBN: 3642082858 ISBN-13(EAN): 9783642082856 Издательство: Springer Рейтинг: Цена: 6981.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: From the reviews: "The highly esteemed 1990 first edition of this book now appears in a much expanded second edition. ....As already hinted at above, this book provides the ideal bridge between the classical (deterministic) life insurance theory and the emerging dynamic models based on stochastic processes and the modern theory of finance.
Автор: Straub Название: Non-Life Insurance Mathematics ISBN: 3540187871 ISBN-13(EAN): 9783540187875 Издательство: Springer Рейтинг: Цена: 9357.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The book gives a comprehensive overview of modern non-life actuarial science. It starts with a verbal description (i.e. without using mathematical formulae) of
the main actuarial problems to be solved in non-life practice.
Then in an extensive second chapter all the mathematical tools needed to solve these problems are dealt with -
now in mathematical notation. The rest of the book is devoted to the exact formulation of various problems and their possible solutions. Being a good mixture of practical problems and
their actuarial solutions, the book addresses above all two types of readers: firstly students (of mathematics, probability and statistics, informatics, economics) having some mathematical
knowledge, and secondly insurance practitioners who remember mathematics only from some distance.
Prerequisites are basic calculus and probability theory.
Автор: Keyfitz Название: Applied Mathematical Demography ISBN: 0387225374 ISBN-13(EAN): 9780387225371 Издательство: Springer Рейтинг: Цена: 15372.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Focuses on applications of demographic models, extending to matrix models for stage-classified populations. This book introduces the life table to describe age-specific mortality, and develops theory for stable populations and the rate of population increase. It also introduces reproductive value and the stable equivalent population.
Описание: This book describes a system of mathematical models and methods that can be used to analyze real economic and managerial decisions and to improve their effectiveness.
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