Practitioner`s guide to discrete-time yield curve modelling, Nyholm, Ken (european Central Bank, Frankfurt)
Автор: Chadha Название: Developments in Macro-Finance Yield Curve Modelling ISBN: 1316623165 ISBN-13(EAN): 9781316623169 Издательство: Cambridge Academ Рейтинг: Цена: 7762.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Bringing together senior central bank economists and leading academic monetary economists, this book offers a state-of-the-art analysis of how the financial crisis has changed the way in which macroeconomic policymakers model longer term interest rates, and the challenges posed to the conduct of monetary policy.
Автор: Stander, Yolanda Название: Yield curve modelling ISBN: 1403947260 ISBN-13(EAN): 9781403947260 Издательство: Springer Рейтинг: Цена: 27950.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book will give the reader insight into how to model yield curves in our incomplete and imperfect financial markets. Using actual market instruments, these models are then applied and the different yield curves are compared. Creating a yield curve model has some implications in risk management.
Автор: Riccardo Rebonato Название: Bond Pricing and Yield Curve Modeling ISBN: 1107165857 ISBN-13(EAN): 9781107165854 Издательство: Cambridge Academ Рейтинг: Цена: 11880.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Rebonato gives an authoritative, clear, and up-to-date explanation of the cutting-edge innovations in affine modeling for government bonds.
Автор: Henrard Marc Название: Interest Rate Modelling in the Multi-Curve Framework ISBN: 1137374659 ISBN-13(EAN): 9781137374653 Издательство: Springer Рейтинг: Цена: 10480.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Following the financial crisis dramatic market changes, a new standard in interest rate modelling emerged, called the multi-curve framework. The author provides a detailed analysis of the framework, through its foundations, evolution and implementation. The book also covers recent extensions to collateral and stochastic spreads modelling.
Автор: M. Henrard Название: Interest Rate Modelling in the Multi-Curve Framework ISBN: 1349477044 ISBN-13(EAN): 9781349477043 Издательство: Springer Рейтинг: Цена: 10760.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Following the financial crisis dramatic market changes, a new standard in interest rate modelling emerged, called the multi-curve framework. The author provides a detailed analysis of the framework, through its foundations, evolution and implementation. The book also covers recent extensions to collateral and stochastic spreads modelling.
Автор: Y. Stander Название: Yield Curve Modeling ISBN: 134952428X ISBN-13(EAN): 9781349524280 Издательство: Springer Рейтинг: Цена: 27950.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book will give the reader insight into how to model yield curves in our incomplete and imperfect financial markets. Using actual market instruments, these models are then applied and the different yield curves are compared. Creating a yield curve model has some implications in risk management.
Автор: Lazlo Gy?rfi; Wolfgang H?rdle; Pascal Sarda; Phili Название: Nonparametric Curve Estimation from Time Series ISBN: 0387971742 ISBN-13(EAN): 9780387971742 Издательство: Springer Рейтинг: Цена: 16070.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Because of the sheer size and scope of the plastics industry, the title Developments in Plastics Technology now covers an incredibly wide range of subjects or topics.
Автор: Mirman Название: Growth Curve Analysis and Visualization Using R ISBN: 1466584327 ISBN-13(EAN): 9781466584327 Издательство: Taylor&Francis Рейтинг: Цена: 13779.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Learn How to Use Growth Curve Analysis with Your Time Course Data An increasingly prominent statistical tool in the behavioral sciences, multilevel regression offers a statistical framework for analyzing longitudinal or time course data. It also provides a way to quantify and analyze individual differences, such as developmental and neuropsychological, in the context of a model of the overall group effects. To harness the practical aspects of this useful tool, behavioral science researchers need a concise, accessible resource that explains how to implement these analysis methods. Growth Curve Analysis and Visualization Using R provides a practical, easy-to-understand guide to carrying out multilevel regression/growth curve analysis (GCA) of time course or longitudinal data in the behavioral sciences, particularly cognitive science, cognitive neuroscience, and psychology. With a minimum of statistical theory and technical jargon, the author focuses on the concrete issue of applying GCA to behavioral science data and individual differences. The book begins with discussing problems encountered when analyzing time course data, how to visualize time course data using the ggplot2 package, and how to format data for GCA and plotting. It then presents a conceptual overview of GCA and the core analysis syntax using the lme4 package and demonstrates how to plot model fits. The book describes how to deal with change over time that is not linear, how to structure random effects, how GCA and regression use categorical predictors, and how to conduct multiple simultaneous comparisons among different levels of a factor. It also compares the advantages and disadvantages of approaches to implementing logistic and quasi-logistic GCA and discusses how to use GCA to analyze individual differences as both fixed and random effects. The final chapter presents the code for all of the key examples along with samples demonstrating how to report GCA results. Throughout the book, R code illustrates how to implement the analyses and generate the graphs. Each chapter ends with exercises to test your understanding. The example datasets, code for solutions to the exercises, and supplemental code and examples are available on the author’s website.
Автор: Ratan Dasgupta Название: Growth Curve Models and Applications ISBN: 3319876635 ISBN-13(EAN): 9783319876634 Издательство: Springer Рейтинг: Цена: 13974.00 р. Наличие на складе: Поставка под заказ.
Описание: In recent times, venture capital and private equity funds have become household names, but so far little has been written for the investors in such funds, the so--called limited partners. There is far more to the management of a portfolio of venture capital and private equity funds than usually perceived.
Автор: Diebold Francis Название: Yield Curve Modeling and Forecasting? ISBN: 0691146802 ISBN-13(EAN): 9780691146805 Издательство: Wiley Рейтинг: Цена: 7128.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Offers an understanding of the dynamic evolution of the yield curve is critical to many financial tasks, including pricing financial assets and their derivatives, managing financial risk, allocating portfolios, structuring fiscal debt, and valuing capital goods. This title contains essential tools for academics, central banks, and more.
Автор: Alfred J. Menezes Название: Elliptic Curve Public Key Cryptosystems ISBN: 0792393686 ISBN-13(EAN): 9780792393689 Издательство: Springer Рейтинг: Цена: 19591.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Elliptic curve cryptosystems provide equivalent security to the existing public key schemes, but with shorter key lengths. This book examines various issues which arise in the secure and implementation of elliptic curve systems. It is for researchers in academia, government and industry who are concerned with issues of data security.
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