Fundamentals of the Theory of Structured Dependence between Stochastic Processes: Consistencies and Copulae, Tomasz R. Bielecki, Jacek Jakubowski, Mariusz Niew?glowski
Автор: Malevergne Yannick, Sornette Didier Название: Extreme Financial Risks / From Dependence to Risk Management ISBN: 354027264X ISBN-13(EAN): 9783540272649 Издательство: Springer Рейтинг: Цена: 9781.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Portfolio analysis and optimization, together with the associated risk assessment and management, require knowledge of the likely distributions of returns at different time scales and insights into the nature and properties of dependences between the different assets.This book offers an original and thorough treatment of these two domains, focusing mainly on the concepts and tools that remain valid for large and extreme price moves. Strong emphasis is placed on the theory of copulas and their empirical testing and calibration, because they offer intrinsic and complete measures of dependences.Extreme Financial Risks will be useful to: students looking for a general and in-depth introduction to the field; financial engineers, economists, econometricians, actuarial professionals; researchers and mathematicians looking for a synoptic view comparing the pros and cons of different modelling strategies; andquantitative practitioners for the insights offered on the subtleties and the many dimensional components of both risk and dependence. In toto, the content of this book will also be useful to a broader scientific community interested in quantifying the complexity of many natural and artificial processes in which a growing emphasis is on the role and importance of extreme phenomena.
Автор: R. Szekli Название: Stochastic Ordering and Dependence in Applied Probability ISBN: 0387944508 ISBN-13(EAN): 9780387944500 Издательство: Springer Рейтинг: Цена: 14673.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This textbook has been designed as an introduction to stochastic orderings and dependence, and their applications to queues and the networks of queues. It is assumed that readers have a firm grounding in Lebesgue measure, conditional expectation and martingales.
Автор: Chin Diew Lai; R.E. Barlow; Min Xie Название: Stochastic Ageing and Dependence for Reliability ISBN: 144192129X ISBN-13(EAN): 9781441921291 Издательство: Springer Рейтинг: Цена: 18167.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: A panoramic view of theory and applications of Ageing and Dependence in the use of mathematical methods in reliability and survival analysis. This book has applications, exercises, and examples, and serves as reference book for professors and researchers.
Автор: Kinkyo Takuji Et Al Название: Financial Linkages, Remittances, And Resource Dependence In East Asia ISBN: 9814713392 ISBN-13(EAN): 9789814713399 Издательство: World Scientific Publishing Рейтинг: Цена: 15523.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The Purpose Of This Book Is To Empirically Analyse The Multifaceted Nature Of Financial Linkages In East Asia And To Discuss The Key Policy Challenges Faced By The Region'S Economies. Although The Emphasis Is Placed On East Asia, Some Of The Chapters Cover A Broader Area Of Countries Depending On The Aim Of The Study. Particular Areas Of Focus In These Studies Include: The Evolution Of Cross-Border Financial Linkages In East Asia; Long-Run Economic Consequences Of Remittance Inflows And Natural Resource Dependence; And Policy Priorities For The Financial Integration And Management Of Resource-Rich Economies.
Автор: A.V. Valdman Название: Drug Dependence and Emotional Behavior ISBN: 1468416588 ISBN-13(EAN): 9781468416589 Издательство: Springer Рейтинг: Цена: 6986.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Traditional Soviet approaches to animal psychology are here coupled with sophisticated latter-day neurochemistry and neurophysiology and, in the process, provide us with new insights into the molecular bases of animal responses to environment and to certain drugs.
Описание: Offers readers a unique and progressive approach for preparing prospective and inservice teachers, and graduate students, to effectively teach the literacy skills to K-12 students that are needed for eventual college and career success. The book`s focus is on engaging teachers, as adult learners, in professional learning that is collaborative, substantive, situated, dynamic, intense, and personal.
Автор: Manuel ?beda Flores; Enrique de Amo Artero; Fabriz Название: Copulas and Dependence Models with Applications ISBN: 3319642200 ISBN-13(EAN): 9783319642208 Издательство: Springer Рейтинг: Цена: 16769.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book presents contributions and review articles on the theory of copulas and their applications.
Автор: David J.K. Balfour; Marcus R. Munaf? Название: The Neuropharmacology of Nicotine Dependence ISBN: 3319134817 ISBN-13(EAN): 9783319134819 Издательство: Springer Рейтинг: Цена: 19564.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The primary purpose of this book and its companion volume The Behavioral Genetics of Nicotine and Tobacco is to explore the ways in which recent studies on nicotine and its role in tobacco addiction have opened our eyes to the psychopharmacological properties of this unique and fascinating drug. While The Behavioral Genetics of Nicotine and Tobacco considers the molecular and genetic factors which influence behavioral responses to nicotine and how these may impact on the role of nicotine in tobacco dependence, the present book focuses on the complex neural and psychological mechanisms that mediate nicotine dependence in experimental animal models and their relationship to tobacco addiction in humans. These volumes will provide readers a contemporary overview of current research on nicotine psychopharmacology and its role in tobacco dependence from leaders in this field of researchand will hopefully prove valuable to those who are developing their own research programmes in this important topic.
Автор: Joe Harry Название: Dependence Modeling with Copulas ISBN: 1466583223 ISBN-13(EAN): 9781466583221 Издательство: Taylor&Francis Рейтинг: Цена: 14545.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Dependence Modeling with Copulas covers the substantial advances that have taken place in the field during the last 15 years, including vine copula modeling of high-dimensional data. Vine copula models are constructed from a sequence of bivariate copulas. The book develops generalizations of vine copula models, including common and structured factor models that extend from the Gaussian assumption to copulas. It also discusses other multivariate constructions and parametric copula families that have different tail properties and presents extensive material on dependence and tail properties to assist in copula model selection.
The author shows how numerical methods and algorithms for inference and simulation are important in high-dimensional copula applications. He presents the algorithms as pseudocode, illustrating their implementation for high-dimensional copula models. He also incorporates results to determine dependence and tail properties of multivariate distributions for future constructions of copula models.
Автор: Jan Odelstad Название: Invariance and Structural Dependence ISBN: 354055260X ISBN-13(EAN): 9783540552604 Издательство: Springer Рейтинг: Цена: 12157.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: For instance, a physical law states that one physical aspect is structurally dependent on one or more other aspects. Structural dependence is closely related to the mathematical idea of functional dependence. However, struc- tural dependence is primarily thought of as a relation holding between aspects rather than between their measures.
Автор: Sydney N. Afriat Название: Linear Dependence ISBN: 1461369193 ISBN-13(EAN): 9781461369196 Издательство: Springer Рейтинг: Цена: 6986.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Also dealt with is what is believed to be a completely new idea, of the `alternant`, a function associated with the affine space the way the determinant is with the linear space, with n+1 vector arguments, as the determinant has n.
Автор: David J.K. Balfour; Marcus R. Munaf? Название: The Neuropharmacology of Nicotine Dependence ISBN: 3319367072 ISBN-13(EAN): 9783319367071 Издательство: Springer Рейтинг: Цена: 16977.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The primary purpose of this book and its companion volume The Behavioral Genetics of Nicotine and Tobacco is to explore the ways in which recent studies on nicotine and its role in tobacco addiction have opened our eyes to the psychopharmacological properties of this unique and fascinating drug.
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