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Mathematical Portfolio Theory and Analysis, Chakrabarty


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Цена: 7685.00р.
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Автор: Chakrabarty
Название:  Mathematical Portfolio Theory and Analysis
ISBN: 9789811985430
Издательство: Springer
Классификация:



ISBN-10: 981198543X
Обложка/Формат: Soft cover
Страницы: 150
Вес: 0.26 кг.
Дата издания: 05.03.2023
Серия: Compact Textbooks in Mathematics
Язык: English
Издание: 1st ed. 2023
Иллюстрации: 1 tables, color; 10 illustrations, color; 1 illustrations, black and white; xiii, 150 p. 11 illus., 10 illus. in color.
Размер: 235 x 155
Читательская аудитория: Professional & vocational
Основная тема: Mathematics
Ссылка на Издательство: Link
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Поставляется из: Германии
Описание: Designed as a self-contained text, this book covers a wide spectrum of topics on portfolio theory. It covers both the classical-mean-variance portfolio theory as well as non-mean-variance portfolio theory. The book covers topics such as optimal portfolio strategies, bond portfolio optimization and risk management of portfolios. In order to ensure that the book is self-contained and not dependent on any pre-requisites, the book includes three chapters on basics of financial markets, probability theory and asset pricing models, which have resulted in a holistic narrative of the topic. Retaining the spirit of the classical works of stalwarts like Markowitz, Black, Sharpe, etc., this book includes various other aspects of portfolio theory, such as discrete and continuous time optimal portfolios, bond portfolios and risk management. The increase in volume and diversity of banking activities has resulted in a concurrent enhanced importance of portfolio theory, both in terms of management perspective (including risk management) and the resulting mathematical sophistication required. Most books on portfolio theory are written either from the management perspective, or are aimed at advanced graduate students and academicians. This book bridges the gap between these two levels of learning. With many useful solved examples and exercises with solutions as well as a rigorous mathematical approach of portfolio theory, the book is useful to undergraduate students of mathematical finance, business and financial management.
Дополнительное описание: Chapter 1. Mechanisms of Financial Markets.- Chapter 2. Fundamentals of Probability Theory.- Chapter 3. Asset Pricing Models.- Chapter 4. Mean-Variance Portfolio Theory.- Chapter 5. Utility Theory.- Chapter 6. Non-Mean-Variance Portfolio Theory.- Chapter



All the Math You Missed

Автор: Thomas A. Garrity
Название: All the Math You Missed
ISBN: 1009009192 ISBN-13(EAN): 9781009009195
Издательство: Cambridge Academ
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Цена: 3960.00 р.
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Описание: The second edition of this bestselling book provides an overview of the key topics in undergraduate mathematics, allowing beginning graduate students to fill in any gaps in their knowledge. With numerous examples, exercises and suggestions for further reading, it is a must-have for anyone looking to learn some serious mathematics quickly.

A Primer on Fourier Analysis for the Geosciences

Автор: Crockett, Robin (university Of Northampton)
Название: A Primer on Fourier Analysis for the Geosciences
ISBN: 1316600246 ISBN-13(EAN): 9781316600245
Издательство: Cambridge Academ
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Цена: 6019.00 р.
Наличие на складе: Нет в наличии.

Описание: An intuitive introduction to basic Fourier theory, with an emphasis on geoscience applications. Numerous worked examples from R are used to illustrate the theory, making this an ideal practical guide for graduate students and researchers who are using time-series analysis to quantify periodic features in geoscience data.

Spectral Analysis for Univariate Time Series

Автор: Donald B. Percival, Andrew T. Walden
Название: Spectral Analysis for Univariate Time Series
ISBN: 1107028140 ISBN-13(EAN): 9781107028142
Издательство: Cambridge Academ
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Цена: 14573.00 р.
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Описание: Spectral analysis is an important technique for interpreting time series data. This book uses the R language and real world examples to show data analysts interested in time series in the environmental, engineering and physical sciences how to bridge the gap between the statistical theory behind spectral analysis and its application to actual data.

Numerical Analysis for Engineers and Scientists

Автор: Miller
Название: Numerical Analysis for Engineers and Scientists
ISBN: 1107021081 ISBN-13(EAN): 9781107021082
Издательство: Cambridge Academ
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Цена: 10613.00 р.
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Описание: Striking a balance between theory and practice, this graduate-level text is perfect for students in the applied sciences. It provides full coverage of classical methods with a clear explanation of how they work, together with sample programs and many practical examples to help students get started.

A First Course in Random Matrix Theory

Автор: Marc Potters, Jean-Philippe Bouchaud
Название: A First Course in Random Matrix Theory
ISBN: 1108488080 ISBN-13(EAN): 9781108488082
Издательство: Cambridge Academ
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Цена: 9186.00 р.
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Описание: Classical statistical tools that handled real-life data have become inadequate upon the emergence of Big Data. Random matrix theory and free calculus introduced here present valuable solutions to the complex challenges posed by large datasets. Real world applications make it an essential tool for physicists, engineers, data analysts and economists.

Sparse polynomial approximation of high-dimensional functions

Автор: Adcock, Ben Brugiapaglia, Simone Webster, Clayton G.
Название: Sparse polynomial approximation of high-dimensional functions
ISBN: 1611976871 ISBN-13(EAN): 9781611976878
Издательство: Mare Nostrum (Eurospan)
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Цена: 10534.00 р.
Наличие на складе: Нет в наличии.

Описание: Over seventy years ago, Richard Bellman coined the term "the curse of dimensionality" to describe phenomena and computational challenges that arise in high dimensions. These challenges, in tandem with the ubiquity of high-dimensional functions in real-world applications, have led to a lengthy, focused research effort on high-dimensional approximation—that is, the development of methods for approximating functions of many variables accurately and efficiently from data. This book provides an in-depth treatment of one of the latest installments in this long and ongoing story: sparse polynomial approximation methods. These methods have emerged as useful tools for various high-dimensional approximation tasks arising in a range of applications in computational science and engineering. It begins with a comprehensive overview of best s-term polynomial approximation theory for holomorphic, high-dimensional functions, as well as a detailed survey of applications to parametric differential equations. It then describes methods for computing sparse polynomial approximations, focusing on least squares and compressed sensing techniques.Sparse Polynomial Approximation of High-Dimensional Functions presents the first comprehensive and unified treatment of polynomial approximation techniques that can mitigate the curse of dimensionality in high-dimensional approximation, including least squares and compressed sensing. It develops main concepts in a mathematically rigorous manner, with full proofs given wherever possible, and it contains many numerical examples, each accompanied by downloadable code. The authors provide an extensive bibliography of over 350 relevant references, with an additional annotated bibliography available on the book's companion website (www.sparse-hd-book.com).This text is aimed at graduate students, postdoctoral fellows, and researchers in mathematics, computer science, and engineering who are interested in high-dimensional polynomial approximation techniques.

Practical Smoothing: The Joys of P-splines

Автор: Paul H.C. Eilers, Brian D. Marx
Название: Practical Smoothing: The Joys of P-splines
ISBN: 1108482953 ISBN-13(EAN): 9781108482950
Издательство: Cambridge Academ
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Цена: 8554.00 р.
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Описание: P-splines are widely used in statistics and machine learning for smoothing out noise in data and to avoid overtraining. This practical guide covers theory and a range of standard and non-standard applications with code in R for professionals and researchers looking for a simple, flexible and powerful smoothing tool.

Analysis with Mathematica®: Volume 1: Single Variable Calculus

Автор: Galina Filipuk, Andrzej Kozlowski
Название: Analysis with Mathematica®: Volume 1: Single Variable Calculus
ISBN: 3110590131 ISBN-13(EAN): 9783110590135
Издательство: Walter de Gruyter
Цена: 11148.00 р.
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Описание: A computer algebra system such as Mathematica is able to do much more than just numerics: This text shows how to tackle real mathematical problems from basic analysis. The reader learns how Mathematica represents domains, qualifiers and limits to implement actual proofs – a requirement to unlock the huge potential of Mathematica for a variety of applications.

An Introduction to the Numerical Simulation of Stochastic Differential Equations

Автор: Desmond J. Higham, Peter E. Kloeden
Название: An Introduction to the Numerical Simulation of Stochastic Differential Equations
ISBN: 1611976421 ISBN-13(EAN): 9781611976427
Издательство: Mare Nostrum (Eurospan)
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Цена: 9907.00 р.
Наличие на складе: Нет в наличии.

Описание: This book provides a lively and accessible introduction to the numerical solution of stochastic differential equations with the aim of making this subject available to the widest possible readership. It presents an outline of the underlying convergence and stability theory while avoiding technical details. Key ideas are illustrated with numerous computational examples and computer code is listed at the end of each chapter. The authors include 150 exercises, with solutions available online, and 40 programming tasks.Although introductory, the book covers a range of modern research topics, including It? versus Stratonovich calculus, implicit methods, stability theory, nonconvergence on nonlinear problems, multilevel Monte Carlo, approximation of double stochastic integrals, and tau leaping for chemical and biochemical reaction networks.An Introduction to the Numerical Simulation of Stochastic Differential Equations is appropriate for undergraduates and postgraduates in mathematics, engineering, physics, chemistry, finance, and related disciplines, as well as researchers in these areas. The material assumes only a competence in algebra and calculus at the level reached by a typical first-year undergraduate mathematics class, and prerequisites are kept to a minimum. Some familiarity with basic concepts from numerical analysis and probability is also desirable but not necessary.

Numerically Solving Polynomial Systems with Bertini

Автор: Bates
Название: Numerically Solving Polynomial Systems with Bertini
ISBN: 1611972698 ISBN-13(EAN): 9781611972696
Издательство: Mare Nostrum (Eurospan)
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Цена: 15107.00 р.
Наличие на складе: Нет в наличии.

Описание: This book is a guide to concepts and practice in numerical algebraic geometry - the solution of systems of polynomial equations by numerical methods. Through numerous examples, the authors show how to apply the well-received and widely used open-source Bertini software package to compute solutions, including a detailed manual on syntax and usage options. The authors also maintain a complementary web page where readers can find supplementary materials and Bertini input files.Numerically Solving Polynomial Systems with Bertini approaches numerical algebraic geometry from a user's point of view with numerous examples of how Bertini is applicable to polynomial systems. It treats the fundamental task of solving a given polynomial system and describes the latest advances in the field, including algorithms for intersecting and projecting algebraic sets, methods for treating singular sets, the nascent field of real numerical algebraic geometry, and applications to large polynomial systems arising from differential equations.Those who wish to solve polynomial systems can start gently by finding isolated solutions to small systems, advance rapidly to using algorithms for finding positive-dimensional solution sets (curves, surfaces, etc.), and learn how to use parallel computers on large problems. These techniques are of interest to engineers and scientists in fields where polynomial equations arise, including robotics, control theory, economics, physics, numerical PDEs, and computational chemistry.

Hex, inside and out

Автор: Hayward, Ryan B.
Название: Hex, inside and out
ISBN: 0367144255 ISBN-13(EAN): 9780367144258
Издательство: Taylor&Francis
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Цена: 26796.00 р.
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Описание: Written for a wide audience, this is the full story of Hex, inside and out, with all its twists and turns: Hein`s creation, Lindhard`s puzzles, Nash`s proofs, Gale`s Bridg-it, the game of Rex, Shannon`s machines, Bridg-it`s fall, Hex`s resilience, Hex theory, the hunt for winning strategies, and the rise of Hexbots.

Fourier analysis

Автор: Koerner, T. W. (university Of Cambridge)
Название: Fourier analysis
ISBN: 1009230050 ISBN-13(EAN): 9781009230056
Издательство: Cambridge Academ
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Цена: 6176.00 р.
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Описание: Koerner`s much-loved book provides a shop window for the ideas, techniques and elegant results of Fourier analysis, and for their applications, emphasising the subject`s diversity of interest. This edition includes a foreword written by Professor Terence Tao introducing the text to a new generation of fans.


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