Probability and Statistics for Economists, Hansen, Bruce
Автор: Gallager Название: Stochastic Processes ISBN: 1107039754 ISBN-13(EAN): 9781107039759 Издательство: Cambridge Academ Рейтинг: Цена: 11246.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This definitive textbook provides a solid introduction to stochastic processes, covering both theory and applications. It is written by one of the world`s leading information theorists, evolving over twenty years of graduate classroom teaching, and is accompanied by over 300 exercises, with online solutions for instructors.
Автор: Bergomi Название: Stochastic Volatility Modeling ISBN: 1482244063 ISBN-13(EAN): 9781482244069 Издательство: Taylor&Francis Рейтинг: Цена: 13473.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Packed with insights, Lorenzo Bergomi's Stochastic Volatility Modeling explains how stochastic volatility is used to address issues arising in the modeling of derivatives, including:
Which trading issues do we tackle with stochastic volatility?
How do we design models and assess their relevance?
How do we tell which models are usable and when does calibration make sense?
This manual covers the practicalities of modeling local volatility, stochastic volatility, local-stochastic volatility, and multi-asset stochastic volatility. In the course of this exploration, the author, Risk's 2009 Quant of the Year and a leading contributor to volatility modeling, draws on his experience as head quant in Soci t G n rale's equity derivatives division. Clear and straightforward, the book takes readers through various modeling challenges, all originating in actual trading/hedging issues, with a focus on the practical consequences of modeling choices.
Автор: Ghosal, Subhashis. Название: Fundamentals of Nonparametric Bayesian Inference ISBN: 0521878268 ISBN-13(EAN): 9780521878265 Издательство: Cambridge Academ Рейтинг: Цена: 12989.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Written by top researchers, this self-contained text is the authoritative account of Bayesian nonparametrics, a nearly universal framework for inference in statistics and machine learning, with practical use in all areas of science, including economics and biostatistics. Appendices with prerequisites and numerous exercises support its use for graduate courses.
Описание: Econophysics has been used to study a range of economic and financial systems. This book uses the econophysical perspective to focus on the income distributive dynamics of economic systems. It will be of interest to physicists interested in economic problems, economists who deal with inequality issues, statisticians and applied mathematicians.
Автор: Roy Название: Statistical Survey Design and Evaluating Impact ISBN: 1107146453 ISBN-13(EAN): 9781107146457 Издательство: Cambridge Academ Рейтинг: Цена: 9186.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Sample surveys are a popular and viable alternative to official statistics and censuses. This book discusses some important methodologies for developing statistical designs, sample surveys and evaluation designs. Solved examples are included to illustrate each technique covered.
Автор: Hong Yongmiao Название: Probability And Statistics For Economists ISBN: 9813228814 ISBN-13(EAN): 9789813228818 Издательство: World Scientific Publishing Рейтинг: Цена: 16474.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Probability and Statistics have been widely used in various fields of science, including economics. Like advanced calculus and linear algebra, probability and statistics are indispensable mathematical tools in economics. Statistical inference in economics, namely econometric analysis, plays a crucial methodological role in modern economics, particularly in empirical studies in economics.
This textbook covers probability theory and statistical theory in a coherent framework that will be useful in graduate studies in economics, statistics and related fields. As a most important feature, this textbook emphasizes intuition, explanations and applications of probability and statistics from an economic perspective.
Автор: Gross, Benedict H., Название: Fat chance : ISBN: 1108728189 ISBN-13(EAN): 9781108728188 Издательство: Cambridge Academ Рейтинг: Цена: 3802.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Designed for the intellectually curious, this book provides a solid foundation in basic probability theory in a charming style, without technical jargon. This text will immerse the reader in a mathematical view of the world, and teach them techniques to solve real-world problems both inside and outside the casino.
Автор: Azzalini Adelchi Название: The Skew-Normal and Related Families ISBN: 1108461131 ISBN-13(EAN): 9781108461139 Издательство: Cambridge Academ Рейтинг: Цена: 5702.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Blending theory and practice, this will be the standard resource for statisticians and applied researchers. Assuming only basic knowledge of (non-measure-theoretic) probability and statistical inference, it is accessible to the wide range of researchers who use statistical modelling techniques. The author`s complementary R package helps readers put theory into practice.
Автор: Andrew Gelman, Jennifer Hill, Aki Vehtari Название: Regression and Other Stories ISBN: 1107676517 ISBN-13(EAN): 9781107676510 Издательство: Cambridge Academ Рейтинг: Цена: 6494.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Real statistical problems are complex and subtle. This text is about using regression to solve real problems of comparison, estimation, prediction, and causal inference, based on real stories from the authors` experience. It offers practical advice for understanding assumptions and implementing methods through graphics and computing in R and Stan.
Автор: Chris Chatfield, Haipeng Xing Название: The Analysis of Time Series: An Introduction with R ISBN: 1138066133 ISBN-13(EAN): 9781138066137 Издательство: Taylor&Francis Рейтинг: Цена: 26796.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This new edition of this classic title, now in its seventh edition, presents a balanced and comprehensive introduction to the theory, implementation, and practice of time series analysis.
Автор: Dokuchaev Название: Pathwise Estimation and Inference for Diffusion Market Models ISBN: 1138591645 ISBN-13(EAN): 9781138591646 Издательство: Taylor&Francis Рейтинг: Цена: 17609.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book discusses contemporary techniques for inferring, from options and bond prices, the market participants` aggregate view on important financial parameters such as implied volatility, discount rate, and future interest rate, and their uncertainty thereof.
Автор: Brian J. Reich, Sujit K. Ghosh Название: Bayesian Statistical Methods ISBN: 0815378645 ISBN-13(EAN): 9780815378648 Издательство: Taylor&Francis Рейтинг: Цена: 13779.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Designed to provide a good balance of theory and computational methods that will appeal to students and practitioners with minimal mathematical and statistical background and no experience in Bayesian statistics to students and practitioners looking for advanced methodologies.
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