First-passage Phenomena and Their Applications, Metzler Ralf

Автор: Durrett, Rick
Название: Elementary probability for applications
ISBN: 0521867568 ISBN-13(EAN): 9780521867566
Издательство: Cambridge Academ
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Цена: 70740.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This is a perfect one-semester introduction to probability, for students who are familiar with basic calculus. The lively style reflects the author`s philosophy that the best way to learn probability is to see it in action, and he gives over 200 examples from genetics, sports, finance, and current events.

Автор: Damgov, Vladimir
Название: Nonlinear and parametric phenomena: theory and applications in radiophysical and mechanical systems
ISBN: 9810230516 ISBN-13(EAN): 9789810230517
Издательство: World Scientific Publishing
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Цена: 183750.00 T
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Описание: A broad panorama of phenomena occuring in four major classes of radiophysical and mechanical systems - linear, nonlinear, parametric and nonlinear parametric - this text is presented in a user-friendly form, allowing its further direct application to research practices.

Автор: Samuel Kotz
Название: Multivariate T-Distributions and Their Applications
ISBN: 0521826543 ISBN-13(EAN): 9780521826549
Издательство: Cambridge Academ
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Цена: 116160.00 T
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Описание: Practically every result on multivariate t-distributions published in the last 50 years is brought together for the first time. Covers theoretical probabilistic results, statistical aspects, and generalizations and applications, including material on estimation and regression models of special value for practitioners in statistics and economics. More than 350 references are included.

Автор: Christian Gourieroux
Название: Contagion Phenomena with Applications in Finance
ISBN: 1785480359 ISBN-13(EAN): 9781785480355
Издательство: Elsevier Science
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Цена: 81960.00 T
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Описание: Much research into financial contagion and systematic risks has been motivated by the finding that cross-market correlations (resp. coexceedances) between asset returns increase significantly during crisis periods. Is this increase due to an exogenous shock common to all markets (interdependence) or due to certain types of transmission of shocks between markets (contagion)? Darolles and Gourieroux explain that an attempt to convey contagion and causality in a static frameworkcan be flaweddue to identification problems; they provide a more precise definition of the notion of shock to strengthen the solution within a dynamic framework.This book covers the standard practice for defining shocks in SVAR models, impulse response functions, identitification issues, static and dynamic models, leading to the challenges of measurement of systematic risk and contagion, with interpretations of hedge fund survival and market liquidity risks

Автор: Lopez Velazquez Gustavo
Название: Partial Differential Equations Of First Order And Their Applications To Physics (2Nd Edition)
ISBN: 9814390372 ISBN-13(EAN): 9789814390378
Издательство: World Scientific Publishing
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Цена: 60190.00 T
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Описание: Intends to point out the mathematical importance of the Partial Differential Equations of First Order (PDEFO) in Physics and Applied Sciences. This edition covers the applications of PDEFO in several branches of applied mathematics. It also includes corrected typographical errors, new applications in Chapters 1, 2, and 5, and expanded examples.