Автор: Moreno-Bromberg Santiago, Rochet Jean-Charles Название: Continuous-Time Models in Corporate Finance: A User`s Guide ISBN: 0691176523 ISBN-13(EAN): 9780691176529 Издательство: Wiley Рейтинг: Цена: 7128.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Continuous-Time Models in Corporate Finance synthesizes four decades of research to show how stochastic calculus can be used in corporate finance. Combining mathematical rigor with economic intuition, Santiago Moreno-Bromberg and Jean-Charles Rochet analyze corporate decisions such as dividend distribution, the issuance of securities, and capital structure and default. They pay particular attention to financial intermediaries, including banks and insurance companies.
The authors begin by recalling the ways that option-pricing techniques can be employed for the pricing of corporate debt and equity. They then present the dynamic model of the trade-off between taxes and bankruptcy costs and derive implications for optimal capital structure. The core chapter introduces the workhorse liquidity-management model--where liquidity and risk management decisions are made in order to minimize the costs of external finance. This model is used to study corporate finance decisions and specific features of banks and insurance companies. The book concludes by presenting the dynamic agency model, where financial frictions stem from the lack of interest alignment between a firm's manager and its financiers. The appendix contains an overview of the main mathematical tools used throughout the book. Requiring some familiarity with stochastic calculus methods, Continuous-Time Models in Corporate Finance will be useful for students, researchers, and professionals who want to develop dynamic models of firms' financial decisions.
Автор: Doukhan, Paul Название: Stochastic models for time series ISBN: 3319769375 ISBN-13(EAN): 9783319769370 Издательство: Springer Рейтинг: Цена: 11878.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book presents essential tools for modelling non-linear time series.
Автор: Christophe Chorro; Dominique Gu?gan; Florian Ielpo Название: A Time Series Approach to Option Pricing ISBN: 3662450364 ISBN-13(EAN): 9783662450369 Издательство: Springer Рейтинг: Цена: 13974.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The Black Scholes framework is introduced and by underlining its shortcomings, an alternative approach is presented that has emerged over the past ten years of academic research, an approach that is much more grounded on a realistic statistical analysis of data rather than on ad hoc tractable continuous time option pricing models.
Автор: Philip Hans Franses Название: Non-linear time series models in empirical finance ISBN: 0521779650 ISBN-13(EAN): 9780521779654 Издательство: Cambridge Academ Рейтинг: Цена: 8237.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: An accessible guide to one of the fastest growing areas in financial analysis by one of Europes`s leading teaching and researching teams, first published in 2000. This classroom-tested advanced undergraduate and graduate textbook provides an in-depth treatment of non-linear models, including regime-switching and artificial neural networks.
Автор: Franses Название: Time Series Models for Business and Economic Forecasting ISBN: 0521817706 ISBN-13(EAN): 9780521817707 Издательство: Cambridge Academ Рейтинг: Цена: 14890.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: With a new author team contributing decades of practical experience, this fully updated second edition textbook summarises the most critical decisions, techniques and steps in creating effective forecasting models. Includes all new theoretical and practical exercises geared at guiding students through the steps of creating forecasting models on their own.
Автор: Deistler Название: Time Series Models ISBN: 3031132122 ISBN-13(EAN): 9783031132124 Издательство: Springer Рейтинг: Цена: 12577.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This textbook provides a self-contained presentation of the theory and models of time series analysis. Putting an emphasis on weakly stationary processes and linear dynamic models, it describes the basic concepts, ideas, methods and results in a mathematically well-founded form and includes numerous examples and exercises. The first part presents the theory of weakly stationary processes in time and frequency domain, including prediction and filtering. The second part deals with multivariate AR, ARMA and state space models, which are the most important model classes for stationary processes, and addresses the structure of AR, ARMA and state space systems, Yule-Walker equations, factorization of rational spectral densities and Kalman filtering. Finally, there is a discussion of Granger causality, linear dynamic factor models and (G)ARCH models. The book provides a solid basis for advanced mathematics students and researchers in fields such as data-driven modeling, forecasting and filtering, which are important in statistics, control engineering, financial mathematics, econometrics and signal processing, among other subjects.
Автор: Cox, D.R. Название: Time Series Models ISBN: 041272930X ISBN-13(EAN): 9780412729300 Издательство: Taylor&Francis Рейтинг: Цена: 24499.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Автор: Meleard Sylvie Название: Stochastic Models for Structured Populations ISBN: 3319217100 ISBN-13(EAN): 9783319217109 Издательство: Springer Рейтинг: Цена: 5589.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Stochastic Models for Structured Populations
Описание: The theory of time series models has been well developed over the last thirt,y years. The most interesting feature of such a model is that its second order covariance analysis is ve~ similar to that for a linear model. This demonstrates the importance of higher order covariance analysis for nonlinear models.
Автор: Frantisek Stulajter Название: Predictions in Time Series Using Regression Models ISBN: 1441929657 ISBN-13(EAN): 9781441929655 Издательство: Springer Рейтинг: Цена: 15372.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book will interest and assist people who are dealing with the problems of predictions of time series in higher education and research. It will greatly assist people who apply time series theory to practical problems in their work and also serve as a textbook for postgraduate students in statistics economics and related subjects.
Описание: Proceedings of the International Conference held in Tucson, AZ, from 11-13 April 1996
Автор: H. Tong Название: Threshold Models in Non-linear Time Series Analysis ISBN: 0387909184 ISBN-13(EAN): 9780387909189 Издательство: Springer Рейтинг: Цена: 16769.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: In the last two years or so, I was most fortunate in being given opportunities of lecturing on a new methodology to a variety of audiences in Britain, China, Finland, France and Spain.
ООО "Логосфера " Тел:+7(495) 980-12-10 www.logobook.ru