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Copulae and Multivariate Probability Distributions in Finance, 


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Название:  Copulae and Multivariate Probability Distributions in Finance
Перевод названия: Многомерные вероятностные распределения в финансах
ISBN: 9780415814850
Издательство: Taylor&Francis
Классификация:



ISBN-10: 0415814855
Обложка/Формат: Hardback
Страницы: 208
Вес: 0.64 кг.
Дата издания: 21.03.2013
Серия: Economics/Business/Finance
Язык: English
Размер: 253 x 194 x 17
Читательская аудитория: Postgraduate, research & scholarly
Ключевые слова: Economics, BUSINESS & ECONOMICS / General
Ссылка на Издательство: Link
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Поставляется из: Европейский союз
Описание: This book provides a synthesis of the latest research in the area of copulae as applied to finance and related subjects such as insurance. It describes the state of the art in the tools required to deal with these observed features of financial data. This book was originally published as a special issue of the European Journal of Finance.

Financial Modeling Under Non-Gaussian Distributions

Автор: Jondeau
Название: Financial Modeling Under Non-Gaussian Distributions
ISBN: 1846284198 ISBN-13(EAN): 9781846284199
Издательство: Springer
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Цена: 93160.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The use of Gaussian models when the asset return distributions are not normal could lead to a wrong choice of portfolio, the underestimation of extreme losses or mispriced derivative products. This book deals with the non-Gaussian distributions and addresses the consequences of non-normality and time dependency in asset returns and option prices.

Modeling Income Distributions and Lorenz Curves

Автор: Duangkamon Chotikapanich
Название: Modeling Income Distributions and Lorenz Curves
ISBN: 1441924930 ISBN-13(EAN): 9781441924933
Издательство: Springer
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Цена: 194730.00 T
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Описание: The parameterization of income distributions using Lorenz Curves is a useful technique to analyze the characteristics of income inequality within a given population. This book brings together classic papers in the field including cutting-edge contributions.

Ranking Of Multivariate Populations

Автор: Corain
Название: Ranking Of Multivariate Populations
ISBN: 1466505540 ISBN-13(EAN): 9781466505544
Издательство: Taylor&Francis
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Цена: 163330.00 T
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Описание:

Ranking of Multivariate Populations: A Permutation Approach with Applications presents a novel permutation-based nonparametric approach for ranking several multivariate populations. Using data collected from both experimental and observation studies, it covers some of the most useful designs widely applied in research and industry investigations, such as multivariate analysis of variance (MANOVA) and multivariate randomized complete block (MRCB) designs.

The first section of the book introduces the topic of ranking multivariate populations by presenting the main theoretical ideas and an in-depth literature review. The second section discusses a large number of real case studies from four specific research areas: new product development in industry, perceived quality of the indoor environment, customer satisfaction, and cytological and histological analysis by image processing. A web-based nonparametric combination global ranking software is also described.

Designed for practitioners and postgraduate students in statistics and the applied sciences, this application-oriented book offers a practical guide to the reliable global ranking of multivariate items, such as products, processes, and services, in terms of the performance of all investigated products/prototypes.


Multivariate Modelling of Non-Stationary Economic Time Series

Автор: Simon P. Burke; John Hunter; Alessandra Canepa
Название: Multivariate Modelling of Non-Stationary Economic Time Series
ISBN: 0230243312 ISBN-13(EAN): 9780230243316
Издательство: Springer
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Цена: 55890.00 T
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Описание: This book examines conventional time series in the context of stationary data prior to a discussion of cointegration, with a focus on multivariate models.

Multivariate Modelling of Non-Stationary Economic Time Series

Автор: Simon P. Burke; John Hunter; Alessandra Canepa
Название: Multivariate Modelling of Non-Stationary Economic Time Series
ISBN: 0230243304 ISBN-13(EAN): 9780230243309
Издательство: Springer
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Цена: 186330.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book examines conventional time series in the context of stationary data prior to a discussion of cointegration, with a focus on multivariate models.


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