Business Economics and Finance with MATLAB, GIS, and Simulation Models, Anderson, Patrick L.
Автор: Train Kenneth E Название: Discrete Choice Methods with Simulation ISBN: 0521747384 ISBN-13(EAN): 9780521747387 Издательство: Cambridge Academ Рейтинг: Цена: 7445.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book describes the new generation of discrete choice methods, focusing on the many advances that are made possible by simulation. Each of the major models is covered including logit, generalized extreme value, or GEV, probit, and mixed logit, plus a variety of specifications that build on these basics.
Автор: Guo, Xin , Lai, Tze Leung , Shek, Howard , Wong Название: Quantitative Trading ISBN: 0367871815 ISBN-13(EAN): 9780367871819 Издательство: Taylor&Francis Рейтинг: Цена: 9492.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The first part of this book discusses institutions and mechanisms of algorithmic trading, market microstructure, high-frequency data and stylized facts, time and event aggregation, order book dynamics, trading strategies and algorithms, transaction costs, market impact and execution strategies, risk analysis, and management. The second part cove
Автор: Noel Boka Название: Autokorrelationen in der historischen Simulation ISBN: 3658211075 ISBN-13(EAN): 9783658211073 Издательство: Springer Рейтинг: Цена: 6529.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Konzepte der barwertigen Zinsrisikomessung.- Determinanten der Autokorrelation in der historischen Simulation.- Autokorrelation unter Verwendung unterschiedlicher Zinskurven und Vorgehensweisen.- Analyse der Prognosegьte vor dem Hintergrund verschiedener Autokorrelationseffekte.- Bereinigung von Autokorrelationen.
Автор: Wang, Hui Название: Monte carlo simulation with applications to finance ISBN: 0367381354 ISBN-13(EAN): 9780367381356 Издательство: Taylor&Francis Рейтинг: Цена: 9798.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Developed from the author's course on Monte Carlo simulation at Brown University, Monte Carlo Simulation with Applications to Finance provides a self-contained introduction to Monte Carlo methods in financial engineering. It is suitable for advanced undergraduate and graduate students taking a one-semester course or for practitioners in the financial industry.
The author first presents the necessary mathematical tools for simulation, arbitrary free option pricing, and the basic implementation of Monte Carlo schemes. He then describes variance reduction techniques, including control variates, stratification, conditioning, importance sampling, and cross-entropy. The text concludes with stochastic calculus and the simulation of diffusion processes.
Only requiring some familiarity with probability and statistics, the book keeps much of the mathematics at an informal level and avoids technical measure-theoretic jargon to provide a practical understanding of the basics. It includes a large number of examples as well as MATLAB(R) coding exercises that are designed in a progressive manner so that no prior experience with MATLAB is needed.
Автор: Raghavendra, Srinivas , Piiroinen, Petri T. Название: An Introduction to Economic Dynamics ISBN: 0367341891 ISBN-13(EAN): 9780367341893 Издательство: Taylor&Francis Рейтинг: Цена: 7348.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: An Introduction to Economic Dynamics provides a framework for students to appreciate and understand the basic intuition behind economic models and to experiment with those models using simulation techniques in MATLAB.
Автор: Raghavendra, Srinivas , Piiroinen, Petri T. Название: An Introduction to Economic Dynamics ISBN: 0367341905 ISBN-13(EAN): 9780367341909 Издательство: Taylor&Francis Рейтинг: Цена: 19906.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: An Introduction to Economic Dynamics provides a framework for students to appreciate and understand the basic intuition behind economic models and to experiment with those models using simulation techniques in MATLAB.
Автор: Wang, Hui Название: Monte Carlo Simulation with Applications to Finance ISBN: 1439858241 ISBN-13(EAN): 9781439858240 Издательство: Taylor&Francis Рейтинг: Цена: 27562.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Автор: Denise Pumain; Romain Reuillon Название: Urban Dynamics and Simulation Models ISBN: 3319464957 ISBN-13(EAN): 9783319464954 Издательство: Springer Рейтинг: Цена: 16769.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This monograph presents urban simulation methods that help in better understanding urban dynamics. The high frequency and intensity of interactions between cities explain that urban systems all over the world exhibit large similarities in their hierarchical and functional structure and rather regular dynamics.
Автор: Nicola Bellomo; Pierre Degond; Eitan Tadmor Название: Active Particles, Volume 1 ISBN: 3319499947 ISBN-13(EAN): 9783319499949 Издательство: Springer Рейтинг: Цена: 15372.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This volume collects ten surveys on the modeling, simulation, and applications of active particles using methods ranging from mathematical kinetic theory to nonequilibrium statistical mechanics.
Автор: Martin Treiber; Arne Kesting; Martin Treiber; Chri Название: Traffic Flow Dynamics ISBN: 3642447961 ISBN-13(EAN): 9783642447969 Издательство: Springer Рейтинг: Цена: 9794.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This comprehensive and instructive book presents accessible coverage of vehicular traffic flow dynamics and modeling, offering numerous figures and problems with solutions, helping the reader quickly understand and put into practice the concepts presented.
Автор: Nick T. Thomopoulos Название: Essentials of Monte Carlo Simulation ISBN: 1489986081 ISBN-13(EAN): 9781489986085 Издательство: Springer Рейтинг: Цена: 15372.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book focuses on the fundamentals of Monte Carlo methods using basic computer simulation techniques. It illustrates the best ways to select input distributions and parameters with or without sample data.
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