Handbook of Recent Advances in Commodity and Financial Modeling, Giorgio Consigli; Silvana Stefani; Giovanni Zambru
Автор: Didier Sornette; Sergey Ivliev; Hilary Woodard Название: Market Risk and Financial Markets Modeling ISBN: 3642439748 ISBN-13(EAN): 9783642439742 Издательство: Springer Рейтинг: Цена: 16769.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The current financial crisis has revealed serious flaws in models, measures and, potentially, theories, that failed to provide forward-looking expectations for upcoming losses originated from market risks.
Автор: Giorgio Consigli; Silvana Stefani; Giovanni Zambru Название: Handbook of Recent Advances in Commodity and Financial Modeling ISBN: 3319613189 ISBN-13(EAN): 9783319613185 Издательство: Springer Рейтинг: Цена: 20962.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This handbook includes contributions related to optimization, pricing and valuation problems, risk modeling and decision making problems arising in global financial and commodity markets from the perspective of Operations Research and Management Science. The book is structured in three parts, emphasizing common methodological approaches arising in the areas of interest: - Part I: Optimization techniques - Part II: Pricing and Valuation - Part III: Risk Modeling The book presents to a wide community of Academics and Practitioners a selection of theoretical and applied contributions on topics that have recently attracted increasing interest in commodity and financial markets. Within a structure based on the three parts, it presents recent state-of-the-art and original works related to: - The adoption of multi-criteria and dynamic optimization approaches in financial and insurance markets in presence of market stress and growing systemic risk; - Decision paradigms, based on behavioral finance or factor-based, or more classical stochastic optimization techniques, applied to portfolio selection problems including new asset classes such as alternative investments; - Risk measurement methodologies, including model risk assessment, recently applied to energy spot and future markets and new risk measures recently proposed to evaluate risk-reward trade-offs in global financial and commodity markets; and derivatives portfolio hedging and pricing methods recently put forward in the financial community in the aftermath of the global financial crisis.
Автор: Peter B. Dixon Название: Handbook of Computable General Equilibrium Modeling,1A ISBN: 0444536345 ISBN-13(EAN): 9780444536341 Издательство: Elsevier Science Рейтинг: Цена: 17517.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: A collection 17 articles that presents the history of modeling applications and examines competing points of view. It covers the construction of CGE databases, model solving, and computer-assisted interpretation of results. It shows how CGE modeling has made a contribution to economic policy.
Автор: Peter B. Dixon Название: Handbook of Computable General Equilibrium Modeling,1B ISBN: 0444595562 ISBN-13(EAN): 9780444595560 Издательство: Elsevier Science Рейтинг: Цена: 17391.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Presents a history of modeling applications and examines competing points of view. This title also presents coherent summaries of CGE theories that inform major model types. It covers the construction of CGE databases, model solving, and computer-assisted interpretation of results.
Автор: Hal R. Varian Название: Economic and Financial Modeling with Mathematica® ISBN: 1475722834 ISBN-13(EAN): 9781475722833 Издательство: Springer Рейтинг: Цена: 11179.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Mathematica is a computer program (software) for doing symbolic, numeric and graphical analysis of mathematical problems. In the hands of economists, financial analysts and other professionals in econometrics and the quantitative sector of economic and financial modeling, it can be an invaluable tool for modeling and simulation on a large number of issues and problems, besides easily grinding out numbers, doing statistical estimations and rendering graphical plots and visuals. Mathematica enables these individuals to do all of this in a unified environment. This book's main use is that of an applications handbook. Modeling in Economics and Finance with Mathematica is a compilation of contributed papers prepared by experienced, "hands on" users of the Mathematica program. They come from a broad spectrum of Mathematica devotees in the econometric and financial/investment community on both the professional and academic fronts. Each paper provides a set of tools and examples of Mathematica in action. These tools will also be made accessible to users via a DOS-based floppy disk which will contain Mathematica Notebooks and Packages, and be packaged with the book.
Автор: Michael Z Brooke Название: Handbook of International Financial Management ISBN: 1349117978 ISBN-13(EAN): 9781349117970 Издательство: Springer Рейтинг: Цена: 20263.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The Handbook of International Financial Management brings together a wide range of topical expertise on issues of immediate relevance to finance directors, bankers, advisers and consultants with the support of a powerful editorial board representing international financial institutions.
Автор: Ukkusuri Satish Название: Advances in Dynamic Network Modeling in Complex Transportati ISBN: 1461462428 ISBN-13(EAN): 9781461462422 Издательство: Springer Рейтинг: Цена: 25853.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book focuses on the latest in dynamic network modeling, including route guidance and traffic control in transportation systems and other complex infrastructure networks. Covers dynamic traffic assignment, flow modeling, mobile sensor deployment and more.
Автор: Duffy Название: Advances in Applied Digital Human Modeling and Simulation ISBN: 331941626X ISBN-13(EAN): 9783319416267 Издательство: Springer Рейтинг: Цена: 23757.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book focuses on the predictive capabilities derived from digital representation of humans in simulation or virtual environments. It reports on models that facilitate prediction of safety and performance, and describes both innovative visualization techniques as well as the underlying mathematics and science. Contributions cover a wealth of topics, including simulation tools and platforms, virtual interactive design, model optimization methods, ontologies and knowledge-based decision support, human-computer interaction, human augmentation, and many others. The book gives special emphasis to cutting-edge simulation applications of human system modeling and optimization, including aviation, manufacturing and service industries, automotive design, product design, healthcare, sustainability, and emergency management. Based on the AHFE 2016 International Conference on Digital Human Modeling and Simulation, held on July 27-31, 2016, in Walt Disney World®, Florida, USA, it is intended as timely survey for researchers, engineers, designers, applied mathematicians and practitioners working in the field of Human Factors and Ergonomics.
Описание: This book focuses on the latest in dynamic network modeling, including route guidance and traffic control in transportation systems and other complex infrastructure networks. Covers dynamic traffic assignment, flow modeling, mobile sensor deployment and more.
Автор: Frauke Schleer-van Gellecom Название: Advances in Non-linear Economic Modeling ISBN: 3662524619 ISBN-13(EAN): 9783662524619 Издательство: Springer Рейтинг: Цена: 15372.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: In recent years nonlinearities have gained increasing importance in economic and econometric research, particularly after the financial crisis and the economic downturn after 2007. This book contains theoretical, computational and empirical papers that incorporate nonlinearities in econometric models and apply them to real economic problems.
Автор: Frauke Schleer-van Gellecom Название: Advances in Non-linear Economic Modeling ISBN: 3642420389 ISBN-13(EAN): 9783642420382 Издательство: Springer Рейтинг: Цена: 13974.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: In recent years nonlinearities have gained increasing importance in economic and econometric research, particularly after the financial crisis and the economic downturn after 2007. This book contains theoretical, computational and empirical papers that incorporate nonlinearities in econometric models and apply them to real economic problems.
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