Financial Econometrics: Bayesian Analysis, Quantum Uncertainty, and Related Topics, Ngoc Thach

Автор: Van-Nam Huynh; Vladik Kreinovich; Songsak Sriboonc
Название: Uncertainty Analysis in Econometrics with Applications
ISBN: 3642354424 ISBN-13(EAN): 9783642354427
Издательство: Springer
Рейтинг:
Цена: 26122.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Unlike uncertain dynamical systems in physical sciences where models for prediction are somewhat given to us by physical laws, uncertain dynamical systems in economics need statistical models.

Автор: Campbell, John W.
Название: The econometrics of financial markets
ISBN: 0691043019 ISBN-13(EAN): 9780691043012
Издательство: Wiley
Рейтинг:
Цена: 11088.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Covers the spectrum of empirical finance, including the predictability of asset returns, tests of the Random Walk Hypothesis, the microstructure of securities markets, event analysis, the Capital Asset Pricing Model and the Arbitrage Pricing Theory, and the term structure of interest rates, dynamic models of economic equilibrium.

Автор: G. Gregoriou; R. Pascalau
Название: Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models
ISBN: 1349328960 ISBN-13(EAN): 9781349328963
Издательство: Springer
Рейтинг:
Цена: 13974.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: This book investigates several competing forecasting models for interest rates, financial returns, and realized volatility, addresses the usefulness of nonlinear models for hedging purposes, and proposes new computational techniques to estimate financial processes.

Автор: Kadane
Название: Pragmatics Of Uncertainty
ISBN: 1498719848 ISBN-13(EAN): 9781498719841
Издательство: Taylor&Francis
Рейтинг:
Цена: 16078.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: A fair question to ask of an advocate of subjective Bayesianism (which the author is) is "how would you model uncertainty?" In this book, the author writes about how he has done it using real problems from the past, and offers additional comments about the context in which he was working.

Автор: Ngoc Thach, Nguyen, Kreinovich, Vladik, Trung, Ngu
Название: Data Science for Financial Econometrics
ISBN: 3030488527 ISBN-13(EAN): 9783030488529
Издательство: Springer
Рейтинг:
Цена: 27950.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: To catch up, many application areas have begun relying on data science, i.e., on techniques for extracting models from data, such as data mining, machine learning, and innovative statistics.

Автор: Ngoc Thach Nguyen, Ha Doan Thanh, Trung Nguyen Duc
Название: Prediction and Causality in Econometrics and Related Topics
ISBN: 3030770931 ISBN-13(EAN): 9783030770938
Издательство: Springer
Цена: 27950.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: This book provides the ultimate goal of economic studies to predict how the economy develops-and what will happen if we implement different policies.

Автор: Ngoc Thach
Название: Prediction and Causality in Econometrics and Related Topics
ISBN: 3030770966 ISBN-13(EAN): 9783030770969
Издательство: Springer
Рейтинг:
Цена: 27950.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: This book provides the ultimate goal of economic studies to predict how the economy develops-and what will happen if we implement different policies.

Автор: Hansen Lars Peter
Название: Uncertainty within Economic Models
ISBN: 9814578118 ISBN-13(EAN): 9789814578110
Издательство: World Scientific Publishing
Рейтинг:
Цена: 24552.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Written by Lars Peter Hansen (Nobel Laureate in Economics, 2013) and Thomas Sargent (Nobel Laureate in Economics, 2011), Uncertainty within Economic Models includes articles adapting and applying robust control theory to problems in economics and finance. This book extends rational expectations models by including agents who doubt their models and adopt precautionary decisions designed to protect themselves from adverse consequences of model misspecification. This behavior has consequences for what are ordinarily interpreted as market prices of risk, but big parts of which should actually be interpreted as market prices of model uncertainty. The chapters discuss ways of calibrating agents' fears of model misspecification in quantitative contexts.

Автор: Compte Olivier, Postlewaite Andrew
Название: Ignorance and Uncertainty
ISBN: 1108422020 ISBN-13(EAN): 9781108422024
Издательство: Cambridge Academ
Рейтинг:
Цена: 15682.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Compte and Postlewaite propose novel methods to incorporate ignorance and uncertainty into economic modeling, without complex mathematics. An accessible text that proposes a constructive critique of the discipline, and that will find a broad audience with readers who build or use economic models, and those just interested in the discipline.

Автор: Compte Olivier, Postlewaite Andrew
Название: Ignorance and Uncertainty
ISBN: 1108434495 ISBN-13(EAN): 9781108434492
Издательство: Cambridge Academ
Рейтинг:
Цена: 5386.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Compte and Postlewaite propose novel methods to incorporate ignorance and uncertainty into economic modeling, without complex mathematics. An accessible text that proposes a constructive critique of the discipline, and that will find a broad audience with readers who build or use economic models, and those just interested in the discipline.

Автор: Islam
Название: Applied Financial Econometrics in E-Commerce
ISBN: 0444513086 ISBN-13(EAN): 9780444513083
Издательство: Elsevier Science
Рейтинг:
Цена: 14001.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Deals with the investigation of the contemporary financial issues of the e-commerce market.

Автор: Capi?ski
Название: Discrete Models of Financial Markets
ISBN: 0521175720 ISBN-13(EAN): 9780521175722
Издательство: Cambridge Academ
Рейтинг:
Цена: 6019.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: This book explains in simple settings the fundamental ideas of financial market modelling and derivative pricing, using the no-arbitrage principle. All proofs are written in a user-friendly, step-by-step manner and following a natural flow of thought. In this way the student learns how to tackle new problems.